ECBOT 10 Year T-Note Future September 2015
Trading Metrics calculated at close of trading on 23-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2015 |
23-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
126-140 |
125-235 |
-0-225 |
-0.6% |
125-145 |
High |
126-155 |
125-255 |
-0-220 |
-0.5% |
126-205 |
Low |
125-220 |
125-090 |
-0-130 |
-0.3% |
125-060 |
Close |
125-265 |
125-145 |
-0-120 |
-0.3% |
126-185 |
Range |
0-255 |
0-165 |
-0-090 |
-35.3% |
1-145 |
ATR |
0-243 |
0-238 |
-0-005 |
-2.0% |
0-000 |
Volume |
1,067,060 |
1,203,581 |
136,521 |
12.8% |
5,771,179 |
|
Daily Pivots for day following 23-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-018 |
126-247 |
125-236 |
|
R3 |
126-173 |
126-082 |
125-190 |
|
R2 |
126-008 |
126-008 |
125-175 |
|
R1 |
125-237 |
125-237 |
125-160 |
125-200 |
PP |
125-163 |
125-163 |
125-163 |
125-145 |
S1 |
125-072 |
125-072 |
125-130 |
125-035 |
S2 |
124-318 |
124-318 |
125-115 |
|
S3 |
124-153 |
124-227 |
125-100 |
|
S4 |
123-308 |
124-062 |
125-054 |
|
|
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% |
0-257 |
0.6% |
18% |
False |
False |
1,210,059 |
10 |
126-205 |
124-145 |
2-060 |
1.7% |
0-226 |
0.6% |
46% |
False |
False |
1,225,507 |
20 |
127-230 |
124-145 |
3-085 |
2.6% |
0-232 |
0.6% |
31% |
False |
False |
1,366,263 |
40 |
128-280 |
124-145 |
4-135 |
3.5% |
0-238 |
0.6% |
23% |
False |
False |
737,779 |
60 |
129-190 |
124-145 |
5-045 |
4.1% |
0-194 |
0.5% |
19% |
False |
False |
492,378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-316 |
2.618 |
127-047 |
1.618 |
126-202 |
1.000 |
126-100 |
0.618 |
126-037 |
HIGH |
125-255 |
0.618 |
125-192 |
0.500 |
125-172 |
0.382 |
125-153 |
LOW |
125-090 |
0.618 |
124-308 |
1.000 |
124-245 |
1.618 |
124-143 |
2.618 |
123-298 |
4.250 |
123-029 |
|
|
Fisher Pivots for day following 23-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
125-172 |
125-308 |
PP |
125-163 |
125-253 |
S1 |
125-154 |
125-199 |
|