ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 02-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2015 |
02-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
128-045 |
127-220 |
-0-145 |
-0.4% |
127-170 |
| High |
128-095 |
127-220 |
-0-195 |
-0.5% |
128-105 |
| Low |
127-165 |
126-290 |
-0-195 |
-0.5% |
127-105 |
| Close |
127-180 |
127-000 |
-0-180 |
-0.4% |
128-100 |
| Range |
0-250 |
0-250 |
0-000 |
0.0% |
1-000 |
| ATR |
0-213 |
0-216 |
0-003 |
1.2% |
0-000 |
| Volume |
166,148 |
146,453 |
-19,695 |
-11.9% |
7,473,924 |
|
| Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-173 |
129-017 |
127-138 |
|
| R3 |
128-243 |
128-087 |
127-069 |
|
| R2 |
127-313 |
127-313 |
127-046 |
|
| R1 |
127-157 |
127-157 |
127-023 |
127-110 |
| PP |
127-063 |
127-063 |
127-063 |
127-040 |
| S1 |
126-227 |
126-227 |
126-297 |
126-180 |
| S2 |
126-133 |
126-133 |
126-274 |
|
| S3 |
125-203 |
125-297 |
126-251 |
|
| S4 |
124-273 |
125-047 |
126-182 |
|
|
| 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 |
126-290 |
1-135 |
1.1% |
0-168 |
0.4% |
7% |
False |
True |
1,061,636 |
| 10 |
128-105 |
126-250 |
1-175 |
1.2% |
0-197 |
0.5% |
14% |
False |
False |
1,336,425 |
| 20 |
128-105 |
126-065 |
2-040 |
1.7% |
0-236 |
0.6% |
38% |
False |
False |
1,457,988 |
| 40 |
129-310 |
126-065 |
3-245 |
3.0% |
0-207 |
0.5% |
21% |
False |
False |
1,257,374 |
| 60 |
130-010 |
125-305 |
4-025 |
3.2% |
0-206 |
0.5% |
26% |
False |
False |
1,184,240 |
| 80 |
130-010 |
125-295 |
4-035 |
3.2% |
0-219 |
0.5% |
26% |
False |
False |
1,031,889 |
| 100 |
130-200 |
125-295 |
4-225 |
3.7% |
0-223 |
0.5% |
23% |
False |
False |
826,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-002 |
|
2.618 |
129-234 |
|
1.618 |
128-304 |
|
1.000 |
128-150 |
|
0.618 |
128-054 |
|
HIGH |
127-220 |
|
0.618 |
127-124 |
|
0.500 |
127-095 |
|
0.382 |
127-066 |
|
LOW |
126-290 |
|
0.618 |
126-136 |
|
1.000 |
126-040 |
|
1.618 |
125-206 |
|
2.618 |
124-276 |
|
4.250 |
123-188 |
|
|
| Fisher Pivots for day following 02-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-095 |
127-198 |
| PP |
127-063 |
127-132 |
| S1 |
127-032 |
127-066 |
|