ECBOT 10 Year T-Note Future September 2015
Trading Metrics calculated at close of trading on 09-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
125-020 |
125-105 |
0-085 |
0.2% |
127-155 |
High |
125-145 |
125-190 |
0-045 |
0.1% |
127-215 |
Low |
124-315 |
124-255 |
-0-060 |
-0.2% |
124-220 |
Close |
125-110 |
125-035 |
-0-075 |
-0.2% |
125-035 |
Range |
0-150 |
0-255 |
0-105 |
70.0% |
2-315 |
ATR |
0-235 |
0-236 |
0-001 |
0.6% |
0-000 |
Volume |
891,268 |
1,150,298 |
259,030 |
29.1% |
7,929,980 |
|
Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-178 |
127-042 |
125-175 |
|
R3 |
126-243 |
126-107 |
125-105 |
|
R2 |
125-308 |
125-308 |
125-082 |
|
R1 |
125-172 |
125-172 |
125-058 |
125-112 |
PP |
125-053 |
125-053 |
125-053 |
125-024 |
S1 |
124-237 |
124-237 |
125-012 |
124-178 |
S2 |
124-118 |
124-118 |
124-308 |
|
S3 |
123-183 |
123-302 |
124-285 |
|
S4 |
122-248 |
123-047 |
124-215 |
|
|
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 |
128-314 |
2.618 |
127-218 |
1.618 |
126-283 |
1.000 |
126-125 |
0.618 |
126-028 |
HIGH |
125-190 |
0.618 |
125-093 |
0.500 |
125-062 |
0.382 |
125-032 |
LOW |
124-255 |
0.618 |
124-097 |
1.000 |
124-000 |
1.618 |
123-162 |
2.618 |
122-227 |
4.250 |
121-131 |
|
|
Fisher Pivots for day following 09-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
125-062 |
125-100 |
PP |
125-053 |
125-078 |
S1 |
125-044 |
125-057 |
|