ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 03-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2015 |
03-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
127-220 |
127-010 |
-0-210 |
-0.5% |
127-170 |
| High |
127-220 |
127-030 |
-0-190 |
-0.5% |
128-105 |
| Low |
126-290 |
126-040 |
-0-250 |
-0.6% |
127-105 |
| Close |
127-000 |
126-080 |
-0-240 |
-0.6% |
128-100 |
| Range |
0-250 |
0-310 |
0-060 |
24.0% |
1-000 |
| ATR |
0-216 |
0-222 |
0-007 |
3.1% |
0-000 |
| Volume |
146,453 |
95,403 |
-51,050 |
-34.9% |
7,473,924 |
|
| Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-127 |
128-253 |
126-250 |
|
| R3 |
128-137 |
127-263 |
126-165 |
|
| R2 |
127-147 |
127-147 |
126-137 |
|
| R1 |
126-273 |
126-273 |
126-108 |
126-215 |
| PP |
126-157 |
126-157 |
126-157 |
126-128 |
| S1 |
125-283 |
125-283 |
126-052 |
125-225 |
| S2 |
125-167 |
125-167 |
126-023 |
|
| S3 |
124-177 |
124-293 |
125-315 |
|
| S4 |
123-187 |
123-303 |
125-230 |
|
|
| 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 |
126-040 |
2-065 |
1.7% |
0-206 |
0.5% |
6% |
False |
True |
533,175 |
| 10 |
128-105 |
126-040 |
2-065 |
1.7% |
0-196 |
0.5% |
6% |
False |
True |
1,176,825 |
| 20 |
128-105 |
126-040 |
2-065 |
1.7% |
0-240 |
0.6% |
6% |
False |
True |
1,387,616 |
| 40 |
129-310 |
126-040 |
3-270 |
3.0% |
0-212 |
0.5% |
3% |
False |
True |
1,239,598 |
| 60 |
130-010 |
126-040 |
3-290 |
3.1% |
0-208 |
0.5% |
3% |
False |
True |
1,169,188 |
| 80 |
130-010 |
125-295 |
4-035 |
3.3% |
0-216 |
0.5% |
8% |
False |
False |
1,032,964 |
| 100 |
130-200 |
125-295 |
4-225 |
3.7% |
0-225 |
0.6% |
7% |
False |
False |
827,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-068 |
|
2.618 |
129-202 |
|
1.618 |
128-212 |
|
1.000 |
128-020 |
|
0.618 |
127-222 |
|
HIGH |
127-030 |
|
0.618 |
126-232 |
|
0.500 |
126-195 |
|
0.382 |
126-158 |
|
LOW |
126-040 |
|
0.618 |
125-168 |
|
1.000 |
125-050 |
|
1.618 |
124-178 |
|
2.618 |
123-188 |
|
4.250 |
122-002 |
|
|
| Fisher Pivots for day following 03-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-195 |
127-068 |
| PP |
126-157 |
126-285 |
| S1 |
126-118 |
126-182 |
|