ECBOT 10 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 05-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2015 |
05-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
126-090 |
126-220 |
0-130 |
0.3% |
128-045 |
High |
126-260 |
126-220 |
-0-040 |
-0.1% |
128-095 |
Low |
125-250 |
125-170 |
-0-080 |
-0.2% |
125-170 |
Close |
126-225 |
125-300 |
-0-245 |
-0.6% |
125-300 |
Range |
1-010 |
1-050 |
0-040 |
12.1% |
2-245 |
ATR |
0-230 |
0-241 |
0-010 |
4.5% |
0-000 |
Volume |
66,131 |
37,382 |
-28,749 |
-43.5% |
511,517 |
|
Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-167 |
128-283 |
126-184 |
|
R3 |
128-117 |
127-233 |
126-082 |
|
R2 |
127-067 |
127-067 |
126-048 |
|
R1 |
126-183 |
126-183 |
126-014 |
126-100 |
PP |
126-017 |
126-017 |
126-017 |
125-295 |
S1 |
125-133 |
125-133 |
125-266 |
125-050 |
S2 |
124-287 |
124-287 |
125-232 |
|
S3 |
123-237 |
124-083 |
125-198 |
|
S4 |
122-187 |
123-033 |
125-096 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-283 |
133-057 |
127-147 |
|
R3 |
132-038 |
130-132 |
126-223 |
|
R2 |
129-113 |
129-113 |
126-142 |
|
R1 |
127-207 |
127-207 |
126-061 |
127-038 |
PP |
126-188 |
126-188 |
126-188 |
126-104 |
S1 |
124-282 |
124-282 |
125-219 |
124-112 |
S2 |
123-263 |
123-263 |
125-138 |
|
S3 |
121-018 |
122-037 |
125-057 |
|
S4 |
118-093 |
119-112 |
124-133 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
128-095 |
125-170 |
2-245 |
2.2% |
0-302 |
0.7% |
15% |
False |
True |
102,303 |
10 |
128-105 |
125-170 |
2-255 |
2.2% |
0-230 |
0.6% |
15% |
False |
True |
926,825 |
20 |
128-105 |
125-170 |
2-255 |
2.2% |
0-248 |
0.6% |
15% |
False |
True |
1,217,683 |
40 |
129-310 |
125-170 |
4-140 |
3.5% |
0-220 |
0.5% |
9% |
False |
True |
1,194,285 |
60 |
130-010 |
125-170 |
4-160 |
3.6% |
0-213 |
0.5% |
9% |
False |
True |
1,124,883 |
80 |
130-010 |
125-170 |
4-160 |
3.6% |
0-221 |
0.5% |
9% |
False |
True |
1,033,952 |
100 |
130-200 |
125-170 |
5-030 |
4.0% |
0-229 |
0.6% |
8% |
False |
True |
828,239 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-192 |
2.618 |
129-229 |
1.618 |
128-179 |
1.000 |
127-270 |
0.618 |
127-129 |
HIGH |
126-220 |
0.618 |
126-079 |
0.500 |
126-035 |
0.382 |
125-311 |
LOW |
125-170 |
0.618 |
124-261 |
1.000 |
124-120 |
1.618 |
123-211 |
2.618 |
122-161 |
4.250 |
120-198 |
|
|
Fisher Pivots for day following 05-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
126-035 |
126-100 |
PP |
126-017 |
126-060 |
S1 |
125-318 |
126-020 |
|