ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 08-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2015 |
08-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
126-220 |
125-280 |
-0-260 |
-0.6% |
128-045 |
| High |
126-220 |
126-080 |
-0-140 |
-0.3% |
128-095 |
| Low |
125-170 |
125-265 |
0-095 |
0.2% |
125-170 |
| Close |
125-300 |
126-045 |
0-065 |
0.2% |
125-300 |
| Range |
1-050 |
0-135 |
-0-235 |
-63.5% |
2-245 |
| ATR |
0-241 |
0-233 |
-0-008 |
-3.1% |
0-000 |
| Volume |
37,382 |
25,038 |
-12,344 |
-33.0% |
511,517 |
|
| Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-108 |
127-052 |
126-119 |
|
| R3 |
126-293 |
126-237 |
126-082 |
|
| R2 |
126-158 |
126-158 |
126-070 |
|
| R1 |
126-102 |
126-102 |
126-057 |
126-130 |
| PP |
126-023 |
126-023 |
126-023 |
126-038 |
| S1 |
125-287 |
125-287 |
126-033 |
125-315 |
| S2 |
125-208 |
125-208 |
126-020 |
|
| S3 |
125-073 |
125-152 |
126-008 |
|
| S4 |
124-258 |
125-017 |
125-291 |
|
|
| 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 |
127-220 |
125-170 |
2-050 |
1.7% |
0-279 |
0.7% |
28% |
False |
False |
74,081 |
| 10 |
128-105 |
125-170 |
2-255 |
2.2% |
0-218 |
0.5% |
22% |
False |
False |
801,047 |
| 20 |
128-105 |
125-170 |
2-255 |
2.2% |
0-240 |
0.6% |
22% |
False |
False |
1,135,030 |
| 40 |
129-310 |
125-170 |
4-140 |
3.5% |
0-220 |
0.5% |
14% |
False |
False |
1,174,498 |
| 60 |
130-010 |
125-170 |
4-160 |
3.6% |
0-211 |
0.5% |
14% |
False |
False |
1,100,776 |
| 80 |
130-010 |
125-170 |
4-160 |
3.6% |
0-220 |
0.5% |
14% |
False |
False |
1,034,056 |
| 100 |
130-200 |
125-170 |
5-030 |
4.0% |
0-229 |
0.6% |
12% |
False |
False |
828,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-014 |
|
2.618 |
127-113 |
|
1.618 |
126-298 |
|
1.000 |
126-215 |
|
0.618 |
126-163 |
|
HIGH |
126-080 |
|
0.618 |
126-028 |
|
0.500 |
126-012 |
|
0.382 |
125-317 |
|
LOW |
125-265 |
|
0.618 |
125-182 |
|
1.000 |
125-130 |
|
1.618 |
125-047 |
|
2.618 |
124-232 |
|
4.250 |
124-011 |
|
|
| Fisher Pivots for day following 08-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-034 |
126-055 |
| PP |
126-023 |
126-052 |
| S1 |
126-012 |
126-048 |
|