ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 24-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2015 |
24-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
128-265 |
129-020 |
0-075 |
0.2% |
129-190 |
| High |
129-065 |
129-150 |
0-085 |
0.2% |
129-255 |
| Low |
128-235 |
128-290 |
0-055 |
0.1% |
128-225 |
| Close |
129-045 |
129-125 |
0-080 |
0.2% |
129-125 |
| Range |
0-150 |
0-180 |
0-030 |
20.0% |
1-030 |
| ATR |
0-186 |
0-185 |
0-000 |
-0.2% |
0-000 |
| Volume |
1,211,509 |
1,065,745 |
-145,764 |
-12.0% |
4,949,508 |
|
| Daily Pivots for day following 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-302 |
130-233 |
129-224 |
|
| R3 |
130-122 |
130-053 |
129-174 |
|
| R2 |
129-262 |
129-262 |
129-158 |
|
| R1 |
129-193 |
129-193 |
129-142 |
129-228 |
| PP |
129-082 |
129-082 |
129-082 |
129-099 |
| S1 |
129-013 |
129-013 |
129-108 |
129-048 |
| S2 |
128-222 |
128-222 |
129-092 |
|
| S3 |
128-042 |
128-153 |
129-076 |
|
| S4 |
127-182 |
127-293 |
129-026 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-185 |
132-025 |
129-318 |
|
| R3 |
131-155 |
130-315 |
129-221 |
|
| R2 |
130-125 |
130-125 |
129-189 |
|
| R1 |
129-285 |
129-285 |
129-157 |
129-190 |
| PP |
129-095 |
129-095 |
129-095 |
129-048 |
| S1 |
128-255 |
128-255 |
129-093 |
128-160 |
| S2 |
128-065 |
128-065 |
129-061 |
|
| S3 |
127-035 |
127-225 |
129-029 |
|
| S4 |
126-005 |
126-195 |
128-252 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-255 |
128-225 |
1-030 |
0.8% |
0-168 |
0.4% |
63% |
False |
False |
989,901 |
| 10 |
129-310 |
128-185 |
1-125 |
1.1% |
0-168 |
0.4% |
58% |
False |
False |
1,000,146 |
| 20 |
130-010 |
128-080 |
1-250 |
1.4% |
0-168 |
0.4% |
64% |
False |
False |
944,990 |
| 40 |
130-010 |
125-295 |
4-035 |
3.2% |
0-193 |
0.5% |
84% |
False |
False |
1,043,748 |
| 60 |
130-200 |
125-295 |
4-225 |
3.6% |
0-217 |
0.5% |
74% |
False |
False |
763,988 |
| 80 |
130-200 |
125-230 |
4-290 |
3.8% |
0-216 |
0.5% |
75% |
False |
False |
573,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-275 |
|
2.618 |
130-301 |
|
1.618 |
130-121 |
|
1.000 |
130-010 |
|
0.618 |
129-261 |
|
HIGH |
129-150 |
|
0.618 |
129-081 |
|
0.500 |
129-060 |
|
0.382 |
129-039 |
|
LOW |
128-290 |
|
0.618 |
128-179 |
|
1.000 |
128-110 |
|
1.618 |
127-319 |
|
2.618 |
127-139 |
|
4.250 |
126-165 |
|
|
| Fisher Pivots for day following 24-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
129-103 |
129-096 |
| PP |
129-082 |
129-067 |
| S1 |
129-060 |
129-038 |
|