ECBOT 10 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 09-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
125-280 |
126-035 |
0-075 |
0.2% |
128-045 |
High |
126-080 |
126-105 |
0-025 |
0.1% |
128-095 |
Low |
125-265 |
125-195 |
-0-070 |
-0.2% |
125-170 |
Close |
126-045 |
125-290 |
-0-075 |
-0.2% |
125-300 |
Range |
0-135 |
0-230 |
0-095 |
70.4% |
2-245 |
ATR |
0-233 |
0-233 |
0-000 |
-0.1% |
0-000 |
Volume |
25,038 |
12,206 |
-12,832 |
-51.3% |
511,517 |
|
Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-033 |
127-232 |
126-096 |
|
R3 |
127-123 |
127-002 |
126-033 |
|
R2 |
126-213 |
126-213 |
126-012 |
|
R1 |
126-092 |
126-092 |
125-311 |
126-038 |
PP |
125-303 |
125-303 |
125-303 |
125-276 |
S1 |
125-182 |
125-182 |
125-269 |
125-128 |
S2 |
125-073 |
125-073 |
125-248 |
|
S3 |
124-163 |
124-272 |
125-227 |
|
S4 |
123-253 |
124-042 |
125-164 |
|
|
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 |
127-030 |
125-170 |
1-180 |
1.2% |
0-275 |
0.7% |
24% |
False |
False |
47,232 |
10 |
128-105 |
125-170 |
2-255 |
2.2% |
0-222 |
0.5% |
13% |
False |
False |
554,434 |
20 |
128-105 |
125-170 |
2-255 |
2.2% |
0-232 |
0.6% |
13% |
False |
False |
1,069,181 |
40 |
129-310 |
125-170 |
4-140 |
3.5% |
0-222 |
0.6% |
8% |
False |
False |
1,155,439 |
60 |
130-010 |
125-170 |
4-160 |
3.6% |
0-212 |
0.5% |
8% |
False |
False |
1,084,109 |
80 |
130-010 |
125-170 |
4-160 |
3.6% |
0-220 |
0.5% |
8% |
False |
False |
1,034,056 |
100 |
130-200 |
125-170 |
5-030 |
4.0% |
0-228 |
0.6% |
7% |
False |
False |
828,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-122 |
2.618 |
128-067 |
1.618 |
127-157 |
1.000 |
127-015 |
0.618 |
126-247 |
HIGH |
126-105 |
0.618 |
126-017 |
0.500 |
125-310 |
0.382 |
125-283 |
LOW |
125-195 |
0.618 |
125-053 |
1.000 |
124-285 |
1.618 |
124-143 |
2.618 |
123-233 |
4.250 |
122-178 |
|
|
Fisher Pivots for day following 09-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
125-310 |
126-035 |
PP |
125-303 |
126-013 |
S1 |
125-297 |
125-312 |
|