ECBOT 10 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 23-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2015 |
23-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
129-130 |
128-265 |
-0-185 |
-0.4% |
128-270 |
High |
129-170 |
129-065 |
-0-105 |
-0.3% |
129-310 |
Low |
128-225 |
128-235 |
0-010 |
0.0% |
128-185 |
Close |
128-275 |
129-045 |
0-090 |
0.2% |
129-260 |
Range |
0-265 |
0-150 |
-0-115 |
-43.4% |
1-125 |
ATR |
0-188 |
0-186 |
-0-003 |
-1.5% |
0-000 |
Volume |
1,175,589 |
1,211,509 |
35,920 |
3.1% |
5,051,959 |
|
Daily Pivots for day following 23-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-138 |
130-082 |
129-128 |
|
R3 |
129-308 |
129-252 |
129-086 |
|
R2 |
129-158 |
129-158 |
129-072 |
|
R1 |
129-102 |
129-102 |
129-059 |
129-130 |
PP |
129-008 |
129-008 |
129-008 |
129-022 |
S1 |
128-272 |
128-272 |
129-031 |
128-300 |
S2 |
128-178 |
128-178 |
129-018 |
|
S3 |
128-028 |
128-122 |
129-004 |
|
S4 |
127-198 |
127-292 |
128-282 |
|
|
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% |
0-169 |
0.4% |
35% |
False |
False |
1,012,181 |
10 |
129-310 |
128-185 |
1-125 |
1.1% |
0-160 |
0.4% |
40% |
False |
False |
975,222 |
20 |
130-010 |
128-055 |
1-275 |
1.4% |
0-173 |
0.4% |
52% |
False |
False |
958,404 |
40 |
130-010 |
125-295 |
4-035 |
3.2% |
0-196 |
0.5% |
78% |
False |
False |
1,050,787 |
60 |
130-200 |
125-295 |
4-225 |
3.6% |
0-220 |
0.5% |
68% |
False |
False |
746,496 |
80 |
130-200 |
125-200 |
5-000 |
3.9% |
0-214 |
0.5% |
70% |
False |
False |
560,218 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-062 |
2.618 |
130-138 |
1.618 |
129-308 |
1.000 |
129-215 |
0.618 |
129-158 |
HIGH |
129-065 |
0.618 |
129-008 |
0.500 |
128-310 |
0.382 |
128-292 |
LOW |
128-235 |
0.618 |
128-142 |
1.000 |
128-085 |
1.618 |
127-312 |
2.618 |
127-162 |
4.250 |
126-238 |
|
|
Fisher Pivots for day following 23-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
129-027 |
129-068 |
PP |
129-008 |
129-060 |
S1 |
128-310 |
129-052 |
|