ECBOT 10 Year T-Note Future September 2015
Trading Metrics calculated at close of trading on 15-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2015 |
15-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
125-110 |
125-145 |
0-035 |
0.1% |
125-020 |
High |
125-230 |
125-310 |
0-080 |
0.2% |
125-230 |
Low |
125-035 |
125-120 |
0-085 |
0.2% |
124-145 |
Close |
125-100 |
125-190 |
0-090 |
0.2% |
125-100 |
Range |
0-195 |
0-190 |
-0-005 |
-2.6% |
1-085 |
ATR |
0-235 |
0-233 |
-0-002 |
-0.8% |
0-000 |
Volume |
1,308,870 |
1,073,621 |
-235,249 |
-18.0% |
6,254,818 |
|
Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-137 |
127-033 |
125-294 |
|
R3 |
126-267 |
126-163 |
125-242 |
|
R2 |
126-077 |
126-077 |
125-225 |
|
R1 |
125-293 |
125-293 |
125-207 |
126-025 |
PP |
125-207 |
125-207 |
125-207 |
125-232 |
S1 |
125-103 |
125-103 |
125-173 |
125-155 |
S2 |
125-017 |
125-017 |
125-155 |
|
S3 |
124-147 |
124-233 |
125-138 |
|
S4 |
123-277 |
124-043 |
125-086 |
|
|
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 |
128-158 |
2.618 |
127-167 |
1.618 |
126-297 |
1.000 |
126-180 |
0.618 |
126-107 |
HIGH |
125-310 |
0.618 |
125-237 |
0.500 |
125-215 |
0.382 |
125-193 |
LOW |
125-120 |
0.618 |
125-003 |
1.000 |
124-250 |
1.618 |
124-133 |
2.618 |
123-263 |
4.250 |
122-272 |
|
|
Fisher Pivots for day following 15-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
125-215 |
125-149 |
PP |
125-207 |
125-108 |
S1 |
125-198 |
125-068 |
|