ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 01-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2015 |
01-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
127-310 |
128-045 |
0-055 |
0.1% |
127-170 |
| High |
128-105 |
128-095 |
-0-010 |
0.0% |
128-105 |
| Low |
127-300 |
127-165 |
-0-135 |
-0.3% |
127-105 |
| Close |
128-100 |
127-180 |
-0-240 |
-0.6% |
128-100 |
| Range |
0-125 |
0-250 |
0-125 |
100.0% |
1-000 |
| ATR |
0-210 |
0-213 |
0-003 |
1.5% |
0-000 |
| Volume |
389,444 |
166,148 |
-223,296 |
-57.3% |
7,473,924 |
|
| Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-043 |
129-202 |
127-318 |
|
| R3 |
129-113 |
128-272 |
127-249 |
|
| R2 |
128-183 |
128-183 |
127-226 |
|
| R1 |
128-022 |
128-022 |
127-203 |
127-298 |
| PP |
127-253 |
127-253 |
127-253 |
127-231 |
| S1 |
127-092 |
127-092 |
127-157 |
127-048 |
| S2 |
127-003 |
127-003 |
127-134 |
|
| S3 |
126-073 |
126-162 |
127-111 |
|
| S4 |
125-143 |
125-232 |
127-042 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-317 |
130-208 |
128-276 |
|
| R3 |
129-317 |
129-208 |
128-188 |
|
| R2 |
128-317 |
128-317 |
128-159 |
|
| R1 |
128-208 |
128-208 |
128-129 |
128-262 |
| PP |
127-317 |
127-317 |
127-317 |
128-024 |
| S1 |
127-208 |
127-208 |
128-071 |
127-262 |
| S2 |
126-317 |
126-317 |
128-041 |
|
| S3 |
125-317 |
126-208 |
128-012 |
|
| S4 |
124-317 |
125-208 |
127-244 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-105 |
127-105 |
1-000 |
0.8% |
0-158 |
0.4% |
23% |
False |
False |
1,528,014 |
| 10 |
128-105 |
126-250 |
1-175 |
1.2% |
0-198 |
0.5% |
51% |
False |
False |
1,425,791 |
| 20 |
128-105 |
126-065 |
2-040 |
1.7% |
0-231 |
0.6% |
64% |
False |
False |
1,494,715 |
| 40 |
130-010 |
126-065 |
3-265 |
3.0% |
0-207 |
0.5% |
36% |
False |
False |
1,266,646 |
| 60 |
130-010 |
125-295 |
4-035 |
3.2% |
0-210 |
0.5% |
40% |
False |
False |
1,210,599 |
| 80 |
130-020 |
125-295 |
4-045 |
3.2% |
0-219 |
0.5% |
40% |
False |
False |
1,030,231 |
| 100 |
130-200 |
125-295 |
4-225 |
3.7% |
0-222 |
0.5% |
35% |
False |
False |
824,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-198 |
|
2.618 |
130-110 |
|
1.618 |
129-180 |
|
1.000 |
129-025 |
|
0.618 |
128-250 |
|
HIGH |
128-095 |
|
0.618 |
128-000 |
|
0.500 |
127-290 |
|
0.382 |
127-260 |
|
LOW |
127-165 |
|
0.618 |
127-010 |
|
1.000 |
126-235 |
|
1.618 |
126-080 |
|
2.618 |
125-150 |
|
4.250 |
124-062 |
|
|
| Fisher Pivots for day following 01-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-290 |
127-295 |
| PP |
127-253 |
127-257 |
| S1 |
127-217 |
127-218 |
|