ECBOT 10 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 15-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2015 |
15-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
126-070 |
126-080 |
0-010 |
0.0% |
125-280 |
High |
126-150 |
126-180 |
0-030 |
0.1% |
126-150 |
Low |
125-290 |
126-075 |
0-105 |
0.3% |
125-100 |
Close |
126-030 |
126-115 |
0-085 |
0.2% |
126-030 |
Range |
0-180 |
0-105 |
-0-075 |
-41.7% |
1-050 |
ATR |
0-228 |
0-222 |
-0-006 |
-2.4% |
0-000 |
Volume |
31,831 |
10,053 |
-21,778 |
-68.4% |
103,518 |
|
Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-118 |
127-062 |
126-173 |
|
R3 |
127-013 |
126-277 |
126-144 |
|
R2 |
126-228 |
126-228 |
126-134 |
|
R1 |
126-172 |
126-172 |
126-125 |
126-200 |
PP |
126-123 |
126-123 |
126-123 |
126-138 |
S1 |
126-067 |
126-067 |
126-105 |
126-095 |
S2 |
126-018 |
126-018 |
126-096 |
|
S3 |
125-233 |
125-282 |
126-086 |
|
S4 |
125-128 |
125-177 |
126-057 |
|
|
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 |
126-180 |
125-100 |
1-080 |
1.0% |
0-184 |
0.5% |
84% |
True |
False |
17,706 |
10 |
127-220 |
125-100 |
2-120 |
1.9% |
0-232 |
0.6% |
44% |
False |
False |
45,894 |
20 |
128-105 |
125-100 |
3-005 |
2.4% |
0-215 |
0.5% |
35% |
False |
False |
735,842 |
40 |
129-255 |
125-100 |
4-155 |
3.5% |
0-223 |
0.6% |
23% |
False |
False |
1,050,412 |
60 |
130-010 |
125-100 |
4-230 |
3.7% |
0-206 |
0.5% |
22% |
False |
False |
1,013,771 |
80 |
130-010 |
125-100 |
4-230 |
3.7% |
0-214 |
0.5% |
22% |
False |
False |
1,032,998 |
100 |
130-200 |
125-100 |
5-100 |
4.2% |
0-224 |
0.6% |
20% |
False |
False |
829,296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-306 |
2.618 |
127-135 |
1.618 |
127-030 |
1.000 |
126-285 |
0.618 |
126-245 |
HIGH |
126-180 |
0.618 |
126-140 |
0.500 |
126-128 |
0.382 |
126-115 |
LOW |
126-075 |
0.618 |
126-010 |
1.000 |
125-290 |
1.618 |
125-225 |
2.618 |
125-120 |
4.250 |
124-269 |
|
|
Fisher Pivots for day following 15-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
126-128 |
126-070 |
PP |
126-123 |
126-025 |
S1 |
126-119 |
125-300 |
|