ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 19-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2015 |
19-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
127-060 |
127-000 |
-0-060 |
-0.1% |
126-080 |
| High |
127-070 |
127-160 |
0-090 |
0.2% |
127-160 |
| Low |
126-150 |
126-280 |
0-130 |
0.3% |
126-035 |
| Close |
126-205 |
127-085 |
0-200 |
0.5% |
127-085 |
| Range |
0-240 |
0-200 |
-0-040 |
-16.7% |
1-125 |
| ATR |
0-220 |
0-223 |
0-004 |
1.8% |
0-000 |
| Volume |
8,719 |
7,592 |
-1,127 |
-12.9% |
56,969 |
|
| Daily Pivots for day following 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-028 |
128-257 |
127-195 |
|
| R3 |
128-148 |
128-057 |
127-140 |
|
| R2 |
127-268 |
127-268 |
127-122 |
|
| R1 |
127-177 |
127-177 |
127-103 |
127-222 |
| PP |
127-068 |
127-068 |
127-068 |
127-091 |
| S1 |
126-297 |
126-297 |
127-067 |
127-022 |
| S2 |
126-188 |
126-188 |
127-048 |
|
| S3 |
125-308 |
126-097 |
127-030 |
|
| S4 |
125-108 |
125-217 |
126-295 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-042 |
130-188 |
128-010 |
|
| R3 |
129-237 |
129-063 |
127-207 |
|
| R2 |
128-112 |
128-112 |
127-167 |
|
| R1 |
127-258 |
127-258 |
127-126 |
128-025 |
| PP |
126-307 |
126-307 |
126-307 |
127-030 |
| S1 |
126-133 |
126-133 |
127-044 |
126-220 |
| S2 |
125-182 |
125-182 |
127-003 |
|
| S3 |
124-057 |
125-008 |
126-283 |
|
| S4 |
122-252 |
123-203 |
126-160 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-160 |
126-035 |
1-125 |
1.1% |
0-184 |
0.5% |
83% |
True |
False |
11,393 |
| 10 |
127-160 |
125-100 |
2-060 |
1.7% |
0-187 |
0.5% |
89% |
True |
False |
16,048 |
| 20 |
128-105 |
125-100 |
3-005 |
2.4% |
0-208 |
0.5% |
65% |
False |
False |
471,437 |
| 40 |
129-185 |
125-100 |
4-085 |
3.4% |
0-226 |
0.6% |
46% |
False |
False |
954,491 |
| 60 |
130-010 |
125-100 |
4-230 |
3.7% |
0-209 |
0.5% |
41% |
False |
False |
955,795 |
| 80 |
130-010 |
125-100 |
4-230 |
3.7% |
0-211 |
0.5% |
41% |
False |
False |
1,002,639 |
| 100 |
130-200 |
125-100 |
5-100 |
4.2% |
0-223 |
0.5% |
37% |
False |
False |
829,694 |
| 120 |
130-200 |
125-100 |
5-100 |
4.2% |
0-218 |
0.5% |
37% |
False |
False |
691,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-050 |
|
2.618 |
129-044 |
|
1.618 |
128-164 |
|
1.000 |
128-040 |
|
0.618 |
127-284 |
|
HIGH |
127-160 |
|
0.618 |
127-084 |
|
0.500 |
127-060 |
|
0.382 |
127-036 |
|
LOW |
126-280 |
|
0.618 |
126-156 |
|
1.000 |
126-080 |
|
1.618 |
125-276 |
|
2.618 |
125-076 |
|
4.250 |
124-070 |
|
|
| Fisher Pivots for day following 19-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-077 |
127-036 |
| PP |
127-068 |
126-307 |
| S1 |
127-060 |
126-258 |
|