ECBOT 10 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 21-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2015 |
21-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
129-190 |
129-170 |
-0-020 |
0.0% |
128-270 |
High |
129-255 |
129-230 |
-0-025 |
-0.1% |
129-310 |
Low |
129-140 |
129-100 |
-0-040 |
-0.1% |
128-185 |
Close |
129-170 |
129-115 |
-0-055 |
-0.1% |
129-260 |
Range |
0-115 |
0-130 |
0-015 |
13.0% |
1-125 |
ATR |
0-186 |
0-182 |
-0-004 |
-2.2% |
0-000 |
Volume |
789,143 |
707,522 |
-81,621 |
-10.3% |
5,051,959 |
|
Daily Pivots for day following 21-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-218 |
130-137 |
129-186 |
|
R3 |
130-088 |
130-007 |
129-151 |
|
R2 |
129-278 |
129-278 |
129-139 |
|
R1 |
129-197 |
129-197 |
129-127 |
129-172 |
PP |
129-148 |
129-148 |
129-148 |
129-136 |
S1 |
129-067 |
129-067 |
129-103 |
129-042 |
S2 |
129-018 |
129-018 |
129-091 |
|
S3 |
128-208 |
128-257 |
129-079 |
|
S4 |
128-078 |
128-127 |
129-044 |
|
|
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 |
129-080 |
0-230 |
0.6% |
0-141 |
0.3% |
15% |
False |
False |
921,063 |
10 |
129-310 |
128-185 |
1-125 |
1.1% |
0-158 |
0.4% |
56% |
False |
False |
928,117 |
20 |
130-010 |
128-055 |
1-275 |
1.4% |
0-171 |
0.4% |
64% |
False |
False |
938,265 |
40 |
130-010 |
125-295 |
4-035 |
3.2% |
0-198 |
0.5% |
84% |
False |
False |
1,046,889 |
60 |
130-200 |
125-295 |
4-225 |
3.6% |
0-220 |
0.5% |
73% |
False |
False |
706,786 |
80 |
130-200 |
125-050 |
5-150 |
4.2% |
0-208 |
0.5% |
77% |
False |
False |
530,379 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-142 |
2.618 |
130-250 |
1.618 |
130-120 |
1.000 |
130-040 |
0.618 |
129-310 |
HIGH |
129-230 |
0.618 |
129-180 |
0.500 |
129-165 |
0.382 |
129-150 |
LOW |
129-100 |
0.618 |
129-020 |
1.000 |
128-290 |
1.618 |
128-210 |
2.618 |
128-080 |
4.250 |
127-188 |
|
|
Fisher Pivots for day following 21-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
129-165 |
129-205 |
PP |
129-148 |
129-175 |
S1 |
129-132 |
129-145 |
|