ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 22-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2015 |
22-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
125-315 |
126-140 |
0-145 |
0.4% |
125-145 |
| High |
126-205 |
126-155 |
-0-050 |
-0.1% |
126-205 |
| Low |
125-305 |
125-220 |
-0-085 |
-0.2% |
125-060 |
| Close |
126-185 |
125-265 |
-0-240 |
-0.6% |
126-185 |
| Range |
0-220 |
0-255 |
0-035 |
15.9% |
1-145 |
| ATR |
0-240 |
0-243 |
0-003 |
1.3% |
0-000 |
| Volume |
957,045 |
1,067,060 |
110,015 |
11.5% |
5,771,179 |
|
| Daily Pivots for day following 22-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-125 |
127-290 |
126-085 |
|
| R3 |
127-190 |
127-035 |
126-015 |
|
| R2 |
126-255 |
126-255 |
125-312 |
|
| R1 |
126-100 |
126-100 |
125-288 |
126-050 |
| PP |
126-000 |
126-000 |
126-000 |
125-295 |
| S1 |
125-165 |
125-165 |
125-242 |
125-115 |
| S2 |
125-065 |
125-065 |
125-218 |
|
| S3 |
124-130 |
124-230 |
125-195 |
|
| S4 |
123-195 |
123-295 |
125-125 |
|
|
| 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 |
1.2% |
0-250 |
0.6% |
44% |
False |
False |
1,152,923 |
| 10 |
126-205 |
124-145 |
2-060 |
1.7% |
0-234 |
0.6% |
63% |
False |
False |
1,220,178 |
| 20 |
127-230 |
124-145 |
3-085 |
2.6% |
0-234 |
0.6% |
42% |
False |
False |
1,376,839 |
| 40 |
129-050 |
124-145 |
4-225 |
3.7% |
0-238 |
0.6% |
29% |
False |
False |
707,801 |
| 60 |
129-190 |
124-145 |
5-045 |
4.1% |
0-192 |
0.5% |
27% |
False |
False |
472,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-279 |
|
2.618 |
128-183 |
|
1.618 |
127-248 |
|
1.000 |
127-090 |
|
0.618 |
126-313 |
|
HIGH |
126-155 |
|
0.618 |
126-058 |
|
0.500 |
126-028 |
|
0.382 |
125-317 |
|
LOW |
125-220 |
|
0.618 |
125-062 |
|
1.000 |
124-285 |
|
1.618 |
124-127 |
|
2.618 |
123-192 |
|
4.250 |
122-096 |
|
|
| Fisher Pivots for day following 22-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-028 |
126-035 |
| PP |
126-000 |
126-005 |
| S1 |
125-292 |
125-295 |
|