ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 04-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2015 |
04-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
127-010 |
126-090 |
-0-240 |
-0.6% |
127-170 |
| High |
127-030 |
126-260 |
-0-090 |
-0.2% |
128-105 |
| Low |
126-040 |
125-250 |
-0-110 |
-0.3% |
127-105 |
| Close |
126-080 |
126-225 |
0-145 |
0.4% |
128-100 |
| Range |
0-310 |
1-010 |
0-020 |
6.5% |
1-000 |
| ATR |
0-222 |
0-230 |
0-008 |
3.5% |
0-000 |
| Volume |
95,403 |
66,131 |
-29,272 |
-30.7% |
7,473,924 |
|
| Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-168 |
129-047 |
127-086 |
|
| R3 |
128-158 |
128-037 |
126-316 |
|
| R2 |
127-148 |
127-148 |
126-286 |
|
| R1 |
127-027 |
127-027 |
126-255 |
127-088 |
| PP |
126-138 |
126-138 |
126-138 |
126-169 |
| S1 |
126-017 |
126-017 |
126-195 |
126-078 |
| S2 |
125-128 |
125-128 |
126-164 |
|
| S3 |
124-118 |
125-007 |
126-134 |
|
| S4 |
123-108 |
123-317 |
126-044 |
|
|
| 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 |
125-250 |
2-175 |
2.0% |
0-253 |
0.6% |
36% |
False |
True |
172,715 |
| 10 |
128-105 |
125-250 |
2-175 |
2.0% |
0-211 |
0.5% |
36% |
False |
True |
1,056,253 |
| 20 |
128-105 |
125-250 |
2-175 |
2.0% |
0-247 |
0.6% |
36% |
False |
True |
1,310,219 |
| 40 |
129-310 |
125-250 |
4-060 |
3.3% |
0-217 |
0.5% |
22% |
False |
True |
1,218,745 |
| 60 |
130-010 |
125-250 |
4-080 |
3.4% |
0-210 |
0.5% |
22% |
False |
True |
1,147,818 |
| 80 |
130-010 |
125-250 |
4-080 |
3.4% |
0-218 |
0.5% |
22% |
False |
True |
1,033,637 |
| 100 |
130-200 |
125-250 |
4-270 |
3.8% |
0-227 |
0.6% |
19% |
False |
True |
827,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-062 |
|
2.618 |
129-164 |
|
1.618 |
128-154 |
|
1.000 |
127-270 |
|
0.618 |
127-144 |
|
HIGH |
126-260 |
|
0.618 |
126-134 |
|
0.500 |
126-095 |
|
0.382 |
126-056 |
|
LOW |
125-250 |
|
0.618 |
125-046 |
|
1.000 |
124-240 |
|
1.618 |
124-036 |
|
2.618 |
123-026 |
|
4.250 |
121-128 |
|
|
| Fisher Pivots for day following 04-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-182 |
126-235 |
| PP |
126-138 |
126-232 |
| S1 |
126-095 |
126-228 |
|