ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 28-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2015 |
28-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
129-135 |
129-115 |
-0-020 |
0.0% |
129-190 |
| High |
129-185 |
129-130 |
-0-055 |
-0.1% |
129-255 |
| Low |
129-040 |
128-225 |
-0-135 |
-0.3% |
128-225 |
| Close |
129-100 |
128-305 |
-0-115 |
-0.3% |
129-125 |
| Range |
0-145 |
0-225 |
0-080 |
55.2% |
1-030 |
| ATR |
0-182 |
0-185 |
0-003 |
1.7% |
0-000 |
| Volume |
697,063 |
1,126,038 |
428,975 |
61.5% |
4,949,508 |
|
| Daily Pivots for day following 28-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-042 |
130-238 |
129-109 |
|
| R3 |
130-137 |
130-013 |
129-047 |
|
| R2 |
129-232 |
129-232 |
129-026 |
|
| R1 |
129-108 |
129-108 |
129-006 |
129-058 |
| PP |
129-007 |
129-007 |
129-007 |
128-301 |
| S1 |
128-203 |
128-203 |
128-284 |
128-152 |
| S2 |
128-102 |
128-102 |
128-264 |
|
| S3 |
127-197 |
127-298 |
128-243 |
|
| S4 |
126-292 |
127-073 |
128-181 |
|
|
| 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 |
129-185 |
128-225 |
0-280 |
0.7% |
0-193 |
0.5% |
29% |
False |
True |
1,055,188 |
| 10 |
129-310 |
128-225 |
1-085 |
1.0% |
0-167 |
0.4% |
20% |
False |
True |
988,126 |
| 20 |
130-010 |
128-180 |
1-150 |
1.1% |
0-174 |
0.4% |
27% |
False |
False |
947,610 |
| 40 |
130-010 |
125-295 |
4-035 |
3.2% |
0-192 |
0.5% |
74% |
False |
False |
1,026,351 |
| 60 |
130-190 |
125-295 |
4-215 |
3.6% |
0-216 |
0.5% |
65% |
False |
False |
794,172 |
| 80 |
130-200 |
125-230 |
4-290 |
3.8% |
0-219 |
0.5% |
66% |
False |
False |
596,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-126 |
|
2.618 |
131-079 |
|
1.618 |
130-174 |
|
1.000 |
130-035 |
|
0.618 |
129-269 |
|
HIGH |
129-130 |
|
0.618 |
129-044 |
|
0.500 |
129-018 |
|
0.382 |
128-311 |
|
LOW |
128-225 |
|
0.618 |
128-086 |
|
1.000 |
128-000 |
|
1.618 |
127-181 |
|
2.618 |
126-276 |
|
4.250 |
125-229 |
|
|
| Fisher Pivots for day following 28-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
129-018 |
129-045 |
| PP |
129-007 |
129-025 |
| S1 |
128-316 |
129-005 |
|