ECBOT 10 Year T-Note Future September 2015
Trading Metrics calculated at close of trading on 12-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
124-220 |
125-110 |
0-210 |
0.5% |
125-020 |
High |
125-125 |
125-230 |
0-105 |
0.3% |
125-230 |
Low |
124-145 |
125-035 |
0-210 |
0.5% |
124-145 |
Close |
125-115 |
125-100 |
-0-015 |
0.0% |
125-100 |
Range |
0-300 |
0-195 |
-0-105 |
-35.0% |
1-085 |
ATR |
0-238 |
0-235 |
-0-003 |
-1.3% |
0-000 |
Volume |
1,494,972 |
1,308,870 |
-186,102 |
-12.4% |
6,254,818 |
|
Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-067 |
126-278 |
125-207 |
|
R3 |
126-192 |
126-083 |
125-154 |
|
R2 |
125-317 |
125-317 |
125-136 |
|
R1 |
125-208 |
125-208 |
125-118 |
125-165 |
PP |
125-122 |
125-122 |
125-122 |
125-100 |
S1 |
125-013 |
125-013 |
125-082 |
124-290 |
S2 |
124-247 |
124-247 |
125-064 |
|
S3 |
124-052 |
124-138 |
125-046 |
|
S4 |
123-177 |
123-263 |
124-313 |
|
|
Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-307 |
128-128 |
126-003 |
|
R3 |
127-222 |
127-043 |
125-211 |
|
R2 |
126-137 |
126-137 |
125-174 |
|
R1 |
125-278 |
125-278 |
125-137 |
126-048 |
PP |
125-052 |
125-052 |
125-052 |
125-096 |
S1 |
124-193 |
124-193 |
125-063 |
124-282 |
S2 |
123-287 |
123-287 |
125-026 |
|
S3 |
122-202 |
123-108 |
124-309 |
|
S4 |
121-117 |
122-023 |
124-197 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-099 |
2.618 |
127-101 |
1.618 |
126-226 |
1.000 |
126-105 |
0.618 |
126-031 |
HIGH |
125-230 |
0.618 |
125-156 |
0.500 |
125-132 |
0.382 |
125-109 |
LOW |
125-035 |
0.618 |
124-234 |
1.000 |
124-160 |
1.618 |
124-039 |
2.618 |
123-164 |
4.250 |
122-166 |
|
|
Fisher Pivots for day following 12-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
125-132 |
125-076 |
PP |
125-122 |
125-052 |
S1 |
125-111 |
125-028 |
|