ECBOT 10 Year T-Note Future September 2015
Trading Metrics calculated at close of trading on 08-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2015 |
08-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
125-295 |
125-020 |
-0-275 |
-0.7% |
127-155 |
High |
125-300 |
125-145 |
-0-155 |
-0.4% |
127-215 |
Low |
124-220 |
124-315 |
0-095 |
0.2% |
124-220 |
Close |
125-035 |
125-110 |
0-075 |
0.2% |
125-035 |
Range |
1-080 |
0-150 |
-0-250 |
-62.5% |
2-315 |
ATR |
0-242 |
0-235 |
-0-007 |
-2.7% |
0-000 |
Volume |
1,602,854 |
891,268 |
-711,586 |
-44.4% |
7,929,980 |
|
Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-213 |
126-152 |
125-192 |
|
R3 |
126-063 |
126-002 |
125-151 |
|
R2 |
125-233 |
125-233 |
125-138 |
|
R1 |
125-172 |
125-172 |
125-124 |
125-202 |
PP |
125-083 |
125-083 |
125-083 |
125-099 |
S1 |
125-022 |
125-022 |
125-096 |
125-052 |
S2 |
124-253 |
124-253 |
125-082 |
|
S3 |
124-103 |
124-192 |
125-069 |
|
S4 |
123-273 |
124-042 |
125-028 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-248 |
132-297 |
126-240 |
|
R3 |
131-253 |
129-302 |
125-298 |
|
R2 |
128-258 |
128-258 |
125-210 |
|
R1 |
126-307 |
126-307 |
125-123 |
126-125 |
PP |
125-263 |
125-263 |
125-263 |
125-172 |
S1 |
123-312 |
123-312 |
124-267 |
123-130 |
S2 |
122-268 |
122-268 |
124-180 |
|
S3 |
119-273 |
120-317 |
124-092 |
|
S4 |
116-278 |
118-002 |
123-150 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-142 |
2.618 |
126-218 |
1.618 |
126-068 |
1.000 |
125-295 |
0.618 |
125-238 |
HIGH |
125-145 |
0.618 |
125-088 |
0.500 |
125-070 |
0.382 |
125-052 |
LOW |
124-315 |
0.618 |
124-222 |
1.000 |
124-165 |
1.618 |
124-072 |
2.618 |
123-242 |
4.250 |
122-318 |
|
|
Fisher Pivots for day following 08-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
125-097 |
125-120 |
PP |
125-083 |
125-117 |
S1 |
125-070 |
125-113 |
|