ECBOT 10 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 18-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2015 |
18-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
126-230 |
127-060 |
0-150 |
0.4% |
125-280 |
High |
126-300 |
127-070 |
0-090 |
0.2% |
126-150 |
Low |
126-035 |
126-150 |
0-115 |
0.3% |
125-100 |
Close |
126-290 |
126-205 |
-0-085 |
-0.2% |
126-030 |
Range |
0-265 |
0-240 |
-0-025 |
-9.4% |
1-050 |
ATR |
0-218 |
0-220 |
0-002 |
0.7% |
0-000 |
Volume |
15,092 |
8,719 |
-6,373 |
-42.2% |
103,518 |
|
Daily Pivots for day following 18-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-008 |
128-187 |
127-017 |
|
R3 |
128-088 |
127-267 |
126-271 |
|
R2 |
127-168 |
127-168 |
126-249 |
|
R1 |
127-027 |
127-027 |
126-227 |
126-298 |
PP |
126-248 |
126-248 |
126-248 |
126-224 |
S1 |
126-107 |
126-107 |
126-183 |
126-058 |
S2 |
126-008 |
126-008 |
126-161 |
|
S3 |
125-088 |
125-187 |
126-139 |
|
S4 |
124-168 |
124-267 |
126-073 |
|
|
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 |
127-070 |
125-290 |
1-100 |
1.0% |
0-180 |
0.4% |
56% |
True |
False |
16,241 |
10 |
127-070 |
125-100 |
1-290 |
1.5% |
0-204 |
0.5% |
70% |
True |
False |
19,027 |
20 |
128-105 |
125-100 |
3-005 |
2.4% |
0-208 |
0.5% |
44% |
False |
False |
537,640 |
40 |
129-185 |
125-100 |
4-085 |
3.4% |
0-225 |
0.6% |
31% |
False |
False |
984,589 |
60 |
130-010 |
125-100 |
4-230 |
3.7% |
0-209 |
0.5% |
28% |
False |
False |
972,475 |
80 |
130-010 |
125-100 |
4-230 |
3.7% |
0-210 |
0.5% |
28% |
False |
False |
1,022,342 |
100 |
130-200 |
125-100 |
5-100 |
4.2% |
0-223 |
0.5% |
25% |
False |
False |
829,640 |
120 |
130-200 |
125-070 |
5-130 |
4.3% |
0-216 |
0.5% |
26% |
False |
False |
691,579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-130 |
2.618 |
129-058 |
1.618 |
128-138 |
1.000 |
127-310 |
0.618 |
127-218 |
HIGH |
127-070 |
0.618 |
126-298 |
0.500 |
126-270 |
0.382 |
126-242 |
LOW |
126-150 |
0.618 |
126-002 |
1.000 |
125-230 |
1.618 |
125-082 |
2.618 |
124-162 |
4.250 |
123-090 |
|
|
Fisher Pivots for day following 18-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
126-270 |
126-212 |
PP |
126-248 |
126-210 |
S1 |
126-227 |
126-208 |
|