ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 22-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2015 |
22-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
129-170 |
129-130 |
-0-040 |
-0.1% |
128-270 |
| High |
129-230 |
129-170 |
-0-060 |
-0.1% |
129-310 |
| Low |
129-100 |
128-225 |
-0-195 |
-0.5% |
128-185 |
| Close |
129-115 |
128-275 |
-0-160 |
-0.4% |
129-260 |
| Range |
0-130 |
0-265 |
0-135 |
103.8% |
1-125 |
| ATR |
0-182 |
0-188 |
0-006 |
3.2% |
0-000 |
| Volume |
707,522 |
1,175,589 |
468,067 |
66.2% |
5,051,959 |
|
| Daily Pivots for day following 22-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-165 |
131-005 |
129-101 |
|
| R3 |
130-220 |
130-060 |
129-028 |
|
| R2 |
129-275 |
129-275 |
129-004 |
|
| R1 |
129-115 |
129-115 |
128-299 |
129-062 |
| PP |
129-010 |
129-010 |
129-010 |
128-304 |
| S1 |
128-170 |
128-170 |
128-251 |
128-118 |
| S2 |
128-065 |
128-065 |
128-226 |
|
| S3 |
127-120 |
127-225 |
128-202 |
|
| S4 |
126-175 |
126-280 |
128-129 |
|
|
| 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 |
128-225 |
1-085 |
1.0% |
0-170 |
0.4% |
12% |
False |
True |
1,003,764 |
| 10 |
129-310 |
128-185 |
1-125 |
1.1% |
0-170 |
0.4% |
20% |
False |
False |
955,653 |
| 20 |
130-010 |
128-055 |
1-275 |
1.4% |
0-176 |
0.4% |
37% |
False |
False |
948,248 |
| 40 |
130-010 |
125-295 |
4-035 |
3.2% |
0-195 |
0.5% |
71% |
False |
False |
1,060,095 |
| 60 |
130-200 |
125-295 |
4-225 |
3.6% |
0-221 |
0.5% |
62% |
False |
False |
726,340 |
| 80 |
130-200 |
125-070 |
5-130 |
4.2% |
0-212 |
0.5% |
67% |
False |
False |
545,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-016 |
|
2.618 |
131-224 |
|
1.618 |
130-279 |
|
1.000 |
130-115 |
|
0.618 |
130-014 |
|
HIGH |
129-170 |
|
0.618 |
129-069 |
|
0.500 |
129-038 |
|
0.382 |
129-006 |
|
LOW |
128-225 |
|
0.618 |
128-061 |
|
1.000 |
127-280 |
|
1.618 |
127-116 |
|
2.618 |
126-171 |
|
4.250 |
125-059 |
|
|
| Fisher Pivots for day following 22-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
129-038 |
129-080 |
| PP |
129-010 |
129-038 |
| S1 |
128-302 |
128-317 |
|