ECBOT 10 Year T-Note Future September 2015
Trading Metrics calculated at close of trading on 10-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2015 |
10-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
125-105 |
124-295 |
-0-130 |
-0.3% |
127-155 |
High |
125-190 |
125-000 |
-0-190 |
-0.5% |
127-215 |
Low |
124-255 |
124-165 |
-0-090 |
-0.2% |
124-220 |
Close |
125-035 |
124-210 |
-0-145 |
-0.4% |
125-035 |
Range |
0-255 |
0-155 |
-0-100 |
-39.2% |
2-315 |
ATR |
0-236 |
0-233 |
-0-003 |
-1.4% |
0-000 |
Volume |
1,150,298 |
1,409,410 |
259,112 |
22.5% |
7,929,980 |
|
Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-057 |
125-288 |
124-295 |
|
R3 |
125-222 |
125-133 |
124-253 |
|
R2 |
125-067 |
125-067 |
124-238 |
|
R1 |
124-298 |
124-298 |
124-224 |
124-265 |
PP |
124-232 |
124-232 |
124-232 |
124-215 |
S1 |
124-143 |
124-143 |
124-196 |
124-110 |
S2 |
124-077 |
124-077 |
124-182 |
|
S3 |
123-242 |
123-308 |
124-167 |
|
S4 |
123-087 |
123-153 |
124-125 |
|
|
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 |
127-019 |
2.618 |
126-086 |
1.618 |
125-251 |
1.000 |
125-155 |
0.618 |
125-096 |
HIGH |
125-000 |
0.618 |
124-261 |
0.500 |
124-242 |
0.382 |
124-224 |
LOW |
124-165 |
0.618 |
124-069 |
1.000 |
124-010 |
1.618 |
123-234 |
2.618 |
123-079 |
4.250 |
122-146 |
|
|
Fisher Pivots for day following 10-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
124-242 |
125-018 |
PP |
124-232 |
124-295 |
S1 |
124-221 |
124-252 |
|