ECBOT 10 Year T-Note Future September 2015
Trading Metrics calculated at close of trading on 11-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2015 |
11-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
124-295 |
124-220 |
-0-075 |
-0.2% |
127-155 |
High |
125-000 |
125-125 |
0-125 |
0.3% |
127-215 |
Low |
124-165 |
124-145 |
-0-020 |
-0.1% |
124-220 |
Close |
124-210 |
125-115 |
0-225 |
0.6% |
125-035 |
Range |
0-155 |
0-300 |
0-145 |
93.5% |
2-315 |
ATR |
0-233 |
0-238 |
0-005 |
2.0% |
0-000 |
Volume |
1,409,410 |
1,494,972 |
85,562 |
6.1% |
7,929,980 |
|
Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-282 |
127-178 |
125-280 |
|
R3 |
126-302 |
126-198 |
125-198 |
|
R2 |
126-002 |
126-002 |
125-170 |
|
R1 |
125-218 |
125-218 |
125-142 |
125-270 |
PP |
125-022 |
125-022 |
125-022 |
125-048 |
S1 |
124-238 |
124-238 |
125-088 |
124-290 |
S2 |
124-042 |
124-042 |
125-060 |
|
S3 |
123-062 |
123-258 |
125-032 |
|
S4 |
122-082 |
122-278 |
124-270 |
|
|
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 |
129-120 |
2.618 |
127-270 |
1.618 |
126-290 |
1.000 |
126-105 |
0.618 |
125-310 |
HIGH |
125-125 |
0.618 |
125-010 |
0.500 |
124-295 |
0.382 |
124-260 |
LOW |
124-145 |
0.618 |
123-280 |
1.000 |
123-165 |
1.618 |
122-300 |
2.618 |
122-000 |
4.250 |
120-150 |
|
|
Fisher Pivots for day following 11-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
125-068 |
125-079 |
PP |
125-022 |
125-043 |
S1 |
124-295 |
125-008 |
|