ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 19-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2015 |
19-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
126-025 |
125-315 |
-0-030 |
-0.1% |
125-145 |
| High |
126-180 |
126-205 |
0-025 |
0.1% |
126-205 |
| Low |
125-185 |
125-305 |
0-120 |
0.3% |
125-060 |
| Close |
125-275 |
126-185 |
0-230 |
0.6% |
126-185 |
| Range |
0-315 |
0-220 |
-0-095 |
-30.2% |
1-145 |
| ATR |
0-239 |
0-240 |
0-001 |
0.3% |
0-000 |
| Volume |
1,599,281 |
957,045 |
-642,236 |
-40.2% |
5,771,179 |
|
| Daily Pivots for day following 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-145 |
128-065 |
126-306 |
|
| R3 |
127-245 |
127-165 |
126-246 |
|
| R2 |
127-025 |
127-025 |
126-225 |
|
| R1 |
126-265 |
126-265 |
126-205 |
126-305 |
| PP |
126-125 |
126-125 |
126-125 |
126-145 |
| S1 |
126-045 |
126-045 |
126-165 |
126-085 |
| S2 |
125-225 |
125-225 |
126-145 |
|
| S3 |
125-005 |
125-145 |
126-124 |
|
| S4 |
124-105 |
124-245 |
126-064 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-158 |
129-317 |
127-121 |
|
| R3 |
129-013 |
128-172 |
126-313 |
|
| R2 |
127-188 |
127-188 |
126-270 |
|
| R1 |
127-027 |
127-027 |
126-228 |
127-108 |
| PP |
126-043 |
126-043 |
126-043 |
126-084 |
| S1 |
125-202 |
125-202 |
126-142 |
125-282 |
| S2 |
124-218 |
124-218 |
126-100 |
|
| S3 |
123-073 |
124-057 |
126-057 |
|
| S4 |
121-248 |
122-232 |
125-249 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-205 |
125-060 |
1-145 |
1.1% |
0-237 |
0.6% |
96% |
True |
False |
1,154,235 |
| 10 |
126-205 |
124-145 |
2-060 |
1.7% |
0-224 |
0.6% |
97% |
True |
False |
1,202,599 |
| 20 |
127-230 |
124-145 |
3-085 |
2.6% |
0-234 |
0.6% |
65% |
False |
False |
1,340,080 |
| 40 |
129-050 |
124-145 |
4-225 |
3.7% |
0-234 |
0.6% |
45% |
False |
False |
681,266 |
| 60 |
129-190 |
124-145 |
5-045 |
4.1% |
0-190 |
0.5% |
41% |
False |
False |
454,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-180 |
|
2.618 |
128-141 |
|
1.618 |
127-241 |
|
1.000 |
127-105 |
|
0.618 |
127-021 |
|
HIGH |
126-205 |
|
0.618 |
126-121 |
|
0.500 |
126-095 |
|
0.382 |
126-069 |
|
LOW |
125-305 |
|
0.618 |
125-169 |
|
1.000 |
125-085 |
|
1.618 |
124-269 |
|
2.618 |
124-049 |
|
4.250 |
123-010 |
|
|
| Fisher Pivots for day following 19-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-155 |
126-114 |
| PP |
126-125 |
126-043 |
| S1 |
126-095 |
125-292 |
|