ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 29-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2015 |
29-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
129-115 |
128-235 |
-0-200 |
-0.5% |
129-190 |
| High |
129-130 |
128-290 |
-0-160 |
-0.4% |
129-255 |
| Low |
128-225 |
128-030 |
-0-195 |
-0.5% |
128-225 |
| Close |
128-305 |
128-165 |
-0-140 |
-0.3% |
129-125 |
| Range |
0-225 |
0-260 |
0-035 |
15.6% |
1-030 |
| ATR |
0-185 |
0-192 |
0-006 |
3.5% |
0-000 |
| Volume |
1,126,038 |
2,026,714 |
900,676 |
80.0% |
4,949,508 |
|
| Daily Pivots for day following 29-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-302 |
130-173 |
128-308 |
|
| R3 |
130-042 |
129-233 |
128-236 |
|
| R2 |
129-102 |
129-102 |
128-213 |
|
| R1 |
128-293 |
128-293 |
128-189 |
128-228 |
| PP |
128-162 |
128-162 |
128-162 |
128-129 |
| S1 |
128-033 |
128-033 |
128-141 |
127-288 |
| S2 |
127-222 |
127-222 |
128-117 |
|
| S3 |
126-282 |
127-093 |
128-094 |
|
| S4 |
126-022 |
126-153 |
128-022 |
|
|
| 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 |
128-030 |
1-155 |
1.2% |
0-192 |
0.5% |
28% |
False |
True |
1,225,413 |
| 10 |
129-310 |
128-030 |
1-280 |
1.5% |
0-181 |
0.4% |
23% |
False |
True |
1,114,589 |
| 20 |
130-010 |
128-030 |
1-300 |
1.5% |
0-180 |
0.4% |
22% |
False |
True |
994,669 |
| 40 |
130-010 |
125-295 |
4-035 |
3.2% |
0-194 |
0.5% |
63% |
False |
False |
1,047,491 |
| 60 |
130-140 |
125-295 |
4-165 |
3.5% |
0-217 |
0.5% |
57% |
False |
False |
827,834 |
| 80 |
130-200 |
125-295 |
4-225 |
3.7% |
0-219 |
0.5% |
55% |
False |
False |
621,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-115 |
|
2.618 |
131-011 |
|
1.618 |
130-071 |
|
1.000 |
129-230 |
|
0.618 |
129-131 |
|
HIGH |
128-290 |
|
0.618 |
128-191 |
|
0.500 |
128-160 |
|
0.382 |
128-129 |
|
LOW |
128-030 |
|
0.618 |
127-189 |
|
1.000 |
127-090 |
|
1.618 |
126-249 |
|
2.618 |
125-309 |
|
4.250 |
124-205 |
|
|
| Fisher Pivots for day following 29-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-163 |
128-268 |
| PP |
128-162 |
128-233 |
| S1 |
128-160 |
128-199 |
|