ECBOT 10 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 11-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2015 |
11-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
125-235 |
125-180 |
-0-055 |
-0.1% |
128-045 |
High |
125-250 |
126-050 |
0-120 |
0.3% |
128-095 |
Low |
125-115 |
125-100 |
-0-015 |
0.0% |
125-170 |
Close |
125-155 |
126-045 |
0-210 |
0.5% |
125-300 |
Range |
0-135 |
0-270 |
0-135 |
100.0% |
2-245 |
ATR |
0-229 |
0-232 |
0-003 |
1.3% |
0-000 |
Volume |
18,886 |
15,557 |
-3,329 |
-17.6% |
511,517 |
|
Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-128 |
128-037 |
126-194 |
|
R3 |
127-178 |
127-087 |
126-119 |
|
R2 |
126-228 |
126-228 |
126-094 |
|
R1 |
126-137 |
126-137 |
126-070 |
126-182 |
PP |
125-278 |
125-278 |
125-278 |
125-301 |
S1 |
125-187 |
125-187 |
126-020 |
125-232 |
S2 |
125-008 |
125-008 |
125-316 |
|
S3 |
124-058 |
124-237 |
125-291 |
|
S4 |
123-108 |
123-287 |
125-216 |
|
|
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 |
126-220 |
125-100 |
1-120 |
1.1% |
0-228 |
0.6% |
60% |
False |
True |
21,813 |
10 |
128-105 |
125-100 |
3-005 |
2.4% |
0-240 |
0.6% |
27% |
False |
True |
97,264 |
20 |
128-105 |
125-100 |
3-005 |
2.4% |
0-223 |
0.6% |
27% |
False |
True |
868,645 |
40 |
129-310 |
125-100 |
4-210 |
3.7% |
0-224 |
0.6% |
18% |
False |
True |
1,108,030 |
60 |
130-010 |
125-100 |
4-230 |
3.7% |
0-214 |
0.5% |
18% |
False |
True |
1,059,011 |
80 |
130-010 |
125-100 |
4-230 |
3.7% |
0-218 |
0.5% |
18% |
False |
True |
1,034,119 |
100 |
130-200 |
125-100 |
5-100 |
4.2% |
0-225 |
0.6% |
16% |
False |
True |
828,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-238 |
2.618 |
128-117 |
1.618 |
127-167 |
1.000 |
127-000 |
0.618 |
126-217 |
HIGH |
126-050 |
0.618 |
125-267 |
0.500 |
125-235 |
0.382 |
125-203 |
LOW |
125-100 |
0.618 |
124-253 |
1.000 |
124-150 |
1.618 |
123-303 |
2.618 |
123-033 |
4.250 |
121-232 |
|
|
Fisher Pivots for day following 11-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
126-002 |
126-011 |
PP |
125-278 |
125-297 |
S1 |
125-235 |
125-262 |
|