ECBOT 10 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 12-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
125-180 |
126-070 |
0-210 |
0.5% |
125-280 |
High |
126-050 |
126-150 |
0-100 |
0.2% |
126-150 |
Low |
125-100 |
125-290 |
0-190 |
0.5% |
125-100 |
Close |
126-045 |
126-030 |
-0-015 |
0.0% |
126-030 |
Range |
0-270 |
0-180 |
-0-090 |
-33.3% |
1-050 |
ATR |
0-232 |
0-228 |
-0-004 |
-1.6% |
0-000 |
Volume |
15,557 |
31,831 |
16,274 |
104.6% |
103,518 |
|
Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-270 |
127-170 |
126-129 |
|
R3 |
127-090 |
126-310 |
126-080 |
|
R2 |
126-230 |
126-230 |
126-063 |
|
R1 |
126-130 |
126-130 |
126-046 |
126-090 |
PP |
126-050 |
126-050 |
126-050 |
126-030 |
S1 |
125-270 |
125-270 |
126-014 |
125-230 |
S2 |
125-190 |
125-190 |
125-317 |
|
S3 |
125-010 |
125-090 |
125-300 |
|
S4 |
124-150 |
124-230 |
125-251 |
|
|
Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-137 |
128-293 |
126-234 |
|
R3 |
128-087 |
127-243 |
126-132 |
|
R2 |
127-037 |
127-037 |
126-098 |
|
R1 |
126-193 |
126-193 |
126-064 |
126-275 |
PP |
125-307 |
125-307 |
125-307 |
126-028 |
S1 |
125-143 |
125-143 |
125-316 |
125-225 |
S2 |
124-257 |
124-257 |
125-282 |
|
S3 |
123-207 |
124-093 |
125-248 |
|
S4 |
122-157 |
123-043 |
125-146 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-150 |
125-100 |
1-050 |
0.9% |
0-190 |
0.5% |
68% |
True |
False |
20,703 |
10 |
128-095 |
125-100 |
2-315 |
2.4% |
0-246 |
0.6% |
26% |
False |
False |
61,503 |
20 |
128-105 |
125-100 |
3-005 |
2.4% |
0-222 |
0.5% |
26% |
False |
False |
795,981 |
40 |
129-310 |
125-100 |
4-210 |
3.7% |
0-225 |
0.6% |
17% |
False |
False |
1,079,590 |
60 |
130-010 |
125-100 |
4-230 |
3.7% |
0-209 |
0.5% |
17% |
False |
False |
1,036,206 |
80 |
130-010 |
125-100 |
4-230 |
3.7% |
0-215 |
0.5% |
17% |
False |
False |
1,033,584 |
100 |
130-200 |
125-100 |
5-100 |
4.2% |
0-225 |
0.6% |
15% |
False |
False |
829,208 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-275 |
2.618 |
127-301 |
1.618 |
127-121 |
1.000 |
127-010 |
0.618 |
126-261 |
HIGH |
126-150 |
0.618 |
126-081 |
0.500 |
126-060 |
0.382 |
126-039 |
LOW |
125-290 |
0.618 |
125-179 |
1.000 |
125-110 |
1.618 |
124-319 |
2.618 |
124-139 |
4.250 |
123-165 |
|
|
Fisher Pivots for day following 12-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
126-060 |
126-008 |
PP |
126-050 |
125-307 |
S1 |
126-040 |
125-285 |
|