ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 20-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2015 |
20-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
129-185 |
129-190 |
0-005 |
0.0% |
128-270 |
| High |
129-310 |
129-255 |
-0-055 |
-0.1% |
129-310 |
| Low |
129-125 |
129-140 |
0-015 |
0.0% |
128-185 |
| Close |
129-260 |
129-170 |
-0-090 |
-0.2% |
129-260 |
| Range |
0-185 |
0-115 |
-0-070 |
-37.8% |
1-125 |
| ATR |
0-192 |
0-186 |
-0-005 |
-2.7% |
0-000 |
| Volume |
1,177,145 |
789,143 |
-388,002 |
-33.0% |
5,051,959 |
|
| Daily Pivots for day following 20-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-213 |
130-147 |
129-233 |
|
| R3 |
130-098 |
130-032 |
129-202 |
|
| R2 |
129-303 |
129-303 |
129-191 |
|
| R1 |
129-237 |
129-237 |
129-181 |
129-212 |
| PP |
129-188 |
129-188 |
129-188 |
129-176 |
| S1 |
129-122 |
129-122 |
129-159 |
129-098 |
| S2 |
129-073 |
129-073 |
129-149 |
|
| S3 |
128-278 |
129-007 |
129-138 |
|
| S4 |
128-163 |
128-212 |
129-107 |
|
|
| Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-200 |
133-035 |
130-185 |
|
| R3 |
132-075 |
131-230 |
130-062 |
|
| R2 |
130-270 |
130-270 |
130-022 |
|
| R1 |
130-105 |
130-105 |
129-301 |
130-188 |
| PP |
129-145 |
129-145 |
129-145 |
129-186 |
| S1 |
128-300 |
128-300 |
129-219 |
129-062 |
| S2 |
128-020 |
128-020 |
129-178 |
|
| S3 |
126-215 |
127-175 |
129-138 |
|
| S4 |
125-090 |
126-050 |
129-015 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-310 |
129-015 |
0-295 |
0.7% |
0-157 |
0.4% |
53% |
False |
False |
1,013,303 |
| 10 |
129-310 |
128-185 |
1-125 |
1.1% |
0-157 |
0.4% |
69% |
False |
False |
938,008 |
| 20 |
130-010 |
128-055 |
1-275 |
1.4% |
0-170 |
0.4% |
73% |
False |
False |
940,157 |
| 40 |
130-010 |
125-295 |
4-035 |
3.2% |
0-200 |
0.5% |
88% |
False |
False |
1,033,337 |
| 60 |
130-200 |
125-295 |
4-225 |
3.6% |
0-220 |
0.5% |
77% |
False |
False |
695,006 |
| 80 |
130-200 |
125-050 |
5-150 |
4.2% |
0-207 |
0.5% |
80% |
False |
False |
521,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-104 |
|
2.618 |
130-236 |
|
1.618 |
130-121 |
|
1.000 |
130-050 |
|
0.618 |
130-006 |
|
HIGH |
129-255 |
|
0.618 |
129-211 |
|
0.500 |
129-198 |
|
0.382 |
129-184 |
|
LOW |
129-140 |
|
0.618 |
129-069 |
|
1.000 |
129-025 |
|
1.618 |
128-274 |
|
2.618 |
128-159 |
|
4.250 |
127-291 |
|
|
| Fisher Pivots for day following 20-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
129-198 |
129-198 |
| PP |
129-188 |
129-188 |
| S1 |
129-179 |
129-179 |
|