ECBOT 10 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 17-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2015 |
17-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
126-135 |
126-230 |
0-095 |
0.2% |
125-280 |
High |
126-225 |
126-300 |
0-075 |
0.2% |
126-150 |
Low |
126-115 |
126-035 |
-0-080 |
-0.2% |
125-100 |
Close |
126-205 |
126-290 |
0-085 |
0.2% |
126-030 |
Range |
0-110 |
0-265 |
0-155 |
140.9% |
1-050 |
ATR |
0-214 |
0-218 |
0-004 |
1.7% |
0-000 |
Volume |
15,513 |
15,092 |
-421 |
-2.7% |
103,518 |
|
Daily Pivots for day following 17-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-043 |
128-272 |
127-116 |
|
R3 |
128-098 |
128-007 |
127-043 |
|
R2 |
127-153 |
127-153 |
127-019 |
|
R1 |
127-062 |
127-062 |
126-314 |
127-108 |
PP |
126-208 |
126-208 |
126-208 |
126-231 |
S1 |
126-117 |
126-117 |
126-266 |
126-162 |
S2 |
125-263 |
125-263 |
126-241 |
|
S3 |
124-318 |
125-172 |
126-217 |
|
S4 |
124-053 |
124-227 |
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 |
126-300 |
125-100 |
1-200 |
1.3% |
0-186 |
0.5% |
98% |
True |
False |
17,609 |
10 |
126-300 |
125-100 |
1-200 |
1.3% |
0-213 |
0.5% |
98% |
True |
False |
24,768 |
20 |
128-105 |
125-100 |
3-005 |
2.4% |
0-205 |
0.5% |
53% |
False |
False |
600,797 |
40 |
129-185 |
125-100 |
4-085 |
3.4% |
0-226 |
0.6% |
37% |
False |
False |
1,013,761 |
60 |
130-010 |
125-100 |
4-230 |
3.7% |
0-208 |
0.5% |
34% |
False |
False |
988,596 |
80 |
130-010 |
125-100 |
4-230 |
3.7% |
0-212 |
0.5% |
34% |
False |
False |
1,030,325 |
100 |
130-200 |
125-100 |
5-100 |
4.2% |
0-222 |
0.5% |
30% |
False |
False |
829,576 |
120 |
130-200 |
125-050 |
5-150 |
4.3% |
0-214 |
0.5% |
32% |
False |
False |
691,506 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-146 |
2.618 |
129-034 |
1.618 |
128-089 |
1.000 |
127-245 |
0.618 |
127-144 |
HIGH |
126-300 |
0.618 |
126-199 |
0.500 |
126-168 |
0.382 |
126-136 |
LOW |
126-035 |
0.618 |
125-191 |
1.000 |
125-090 |
1.618 |
124-246 |
2.618 |
123-301 |
4.250 |
122-189 |
|
|
Fisher Pivots for day following 17-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
126-249 |
126-249 |
PP |
126-208 |
126-208 |
S1 |
126-168 |
126-168 |
|