ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 24-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2015 |
24-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
125-235 |
125-145 |
-0-090 |
-0.2% |
125-145 |
| High |
125-255 |
125-250 |
-0-005 |
0.0% |
126-205 |
| Low |
125-090 |
125-105 |
0-015 |
0.0% |
125-060 |
| Close |
125-145 |
125-235 |
0-090 |
0.2% |
126-185 |
| Range |
0-165 |
0-145 |
-0-020 |
-12.1% |
1-145 |
| ATR |
0-238 |
0-232 |
-0-007 |
-2.8% |
0-000 |
| Volume |
1,203,581 |
1,151,466 |
-52,115 |
-4.3% |
5,771,179 |
|
| Daily Pivots for day following 24-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-312 |
126-258 |
125-315 |
|
| R3 |
126-167 |
126-113 |
125-275 |
|
| R2 |
126-022 |
126-022 |
125-262 |
|
| R1 |
125-288 |
125-288 |
125-248 |
125-315 |
| PP |
125-197 |
125-197 |
125-197 |
125-210 |
| S1 |
125-143 |
125-143 |
125-222 |
125-170 |
| S2 |
125-052 |
125-052 |
125-208 |
|
| S3 |
124-227 |
124-318 |
125-195 |
|
| S4 |
124-082 |
124-173 |
125-155 |
|
|
| 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 |
125-090 |
1-115 |
1.1% |
0-220 |
0.5% |
33% |
False |
False |
1,195,686 |
| 10 |
126-205 |
124-145 |
2-060 |
1.7% |
0-224 |
0.6% |
59% |
False |
False |
1,199,712 |
| 20 |
127-230 |
124-145 |
3-085 |
2.6% |
0-232 |
0.6% |
39% |
False |
False |
1,320,007 |
| 40 |
128-120 |
124-145 |
3-295 |
3.1% |
0-238 |
0.6% |
33% |
False |
False |
766,454 |
| 60 |
129-190 |
124-145 |
5-045 |
4.1% |
0-197 |
0.5% |
25% |
False |
False |
511,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-226 |
|
2.618 |
126-310 |
|
1.618 |
126-165 |
|
1.000 |
126-075 |
|
0.618 |
126-020 |
|
HIGH |
125-250 |
|
0.618 |
125-195 |
|
0.500 |
125-178 |
|
0.382 |
125-160 |
|
LOW |
125-105 |
|
0.618 |
125-015 |
|
1.000 |
124-280 |
|
1.618 |
124-190 |
|
2.618 |
124-045 |
|
4.250 |
123-129 |
|
|
| Fisher Pivots for day following 24-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
125-216 |
125-282 |
| PP |
125-197 |
125-267 |
| S1 |
125-178 |
125-251 |
|