ECBOT 10 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 16-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2015 |
16-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
126-080 |
126-135 |
0-055 |
0.1% |
125-280 |
High |
126-180 |
126-225 |
0-045 |
0.1% |
126-150 |
Low |
126-075 |
126-115 |
0-040 |
0.1% |
125-100 |
Close |
126-115 |
126-205 |
0-090 |
0.2% |
126-030 |
Range |
0-105 |
0-110 |
0-005 |
4.8% |
1-050 |
ATR |
0-222 |
0-214 |
-0-008 |
-3.6% |
0-000 |
Volume |
10,053 |
15,513 |
5,460 |
54.3% |
103,518 |
|
Daily Pivots for day following 16-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-192 |
127-148 |
126-266 |
|
R3 |
127-082 |
127-038 |
126-235 |
|
R2 |
126-292 |
126-292 |
126-225 |
|
R1 |
126-248 |
126-248 |
126-215 |
126-270 |
PP |
126-182 |
126-182 |
126-182 |
126-192 |
S1 |
126-138 |
126-138 |
126-195 |
126-160 |
S2 |
126-072 |
126-072 |
126-185 |
|
S3 |
125-282 |
126-028 |
126-175 |
|
S4 |
125-172 |
125-238 |
126-144 |
|
|
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 |
126-225 |
125-100 |
1-125 |
1.1% |
0-160 |
0.4% |
96% |
True |
False |
18,368 |
10 |
127-030 |
125-100 |
1-250 |
1.4% |
0-218 |
0.5% |
75% |
False |
False |
32,800 |
20 |
128-105 |
125-100 |
3-005 |
2.4% |
0-207 |
0.5% |
44% |
False |
False |
684,612 |
40 |
129-230 |
125-100 |
4-130 |
3.5% |
0-222 |
0.5% |
30% |
False |
False |
1,031,072 |
60 |
130-010 |
125-100 |
4-230 |
3.7% |
0-205 |
0.5% |
28% |
False |
False |
1,000,767 |
80 |
130-010 |
125-100 |
4-230 |
3.7% |
0-211 |
0.5% |
28% |
False |
False |
1,032,204 |
100 |
130-200 |
125-100 |
5-100 |
4.2% |
0-221 |
0.5% |
25% |
False |
False |
829,432 |
120 |
130-200 |
125-050 |
5-150 |
4.3% |
0-212 |
0.5% |
27% |
False |
False |
691,381 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-052 |
2.618 |
127-193 |
1.618 |
127-083 |
1.000 |
127-015 |
0.618 |
126-293 |
HIGH |
126-225 |
0.618 |
126-183 |
0.500 |
126-170 |
0.382 |
126-157 |
LOW |
126-115 |
0.618 |
126-047 |
1.000 |
126-005 |
1.618 |
125-257 |
2.618 |
125-147 |
4.250 |
124-288 |
|
|
Fisher Pivots for day following 16-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
126-193 |
126-169 |
PP |
126-182 |
126-133 |
S1 |
126-170 |
126-098 |
|