ECBOT 10 Year T-Note Future September 2015
Trading Metrics calculated at close of trading on 26-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2015 |
26-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
125-235 |
125-155 |
-0-080 |
-0.2% |
126-140 |
High |
125-260 |
125-200 |
-0-060 |
-0.1% |
126-155 |
Low |
125-090 |
124-290 |
-0-120 |
-0.3% |
124-290 |
Close |
125-185 |
125-005 |
-0-180 |
-0.4% |
125-005 |
Range |
0-170 |
0-230 |
0-060 |
35.3% |
1-185 |
ATR |
0-227 |
0-227 |
0-000 |
0.1% |
0-000 |
Volume |
1,268,814 |
1,076,844 |
-191,970 |
-15.1% |
5,767,765 |
|
Daily Pivots for day following 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-108 |
126-287 |
125-132 |
|
R3 |
126-198 |
126-057 |
125-068 |
|
R2 |
125-288 |
125-288 |
125-047 |
|
R1 |
125-147 |
125-147 |
125-026 |
125-102 |
PP |
125-058 |
125-058 |
125-058 |
125-036 |
S1 |
124-237 |
124-237 |
124-304 |
124-192 |
S2 |
124-148 |
124-148 |
124-283 |
|
S3 |
123-238 |
124-007 |
124-262 |
|
S4 |
123-008 |
123-097 |
124-198 |
|
|
Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-065 |
129-060 |
125-283 |
|
R3 |
128-200 |
127-195 |
125-144 |
|
R2 |
127-015 |
127-015 |
125-098 |
|
R1 |
126-010 |
126-010 |
125-051 |
125-240 |
PP |
125-150 |
125-150 |
125-150 |
125-105 |
S1 |
124-145 |
124-145 |
124-279 |
124-055 |
S2 |
123-285 |
123-285 |
124-232 |
|
S3 |
122-100 |
122-280 |
124-186 |
|
S4 |
120-235 |
121-095 |
124-047 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-155 |
124-290 |
1-185 |
1.3% |
0-193 |
0.5% |
7% |
False |
True |
1,153,553 |
10 |
126-205 |
124-290 |
1-235 |
1.4% |
0-215 |
0.5% |
6% |
False |
True |
1,153,894 |
20 |
127-215 |
124-145 |
3-070 |
2.6% |
0-240 |
0.6% |
17% |
False |
False |
1,286,187 |
40 |
127-260 |
124-145 |
3-115 |
2.7% |
0-236 |
0.6% |
17% |
False |
False |
824,550 |
60 |
129-190 |
124-145 |
5-045 |
4.1% |
0-201 |
0.5% |
11% |
False |
False |
550,660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-218 |
2.618 |
127-162 |
1.618 |
126-252 |
1.000 |
126-110 |
0.618 |
126-022 |
HIGH |
125-200 |
0.618 |
125-112 |
0.500 |
125-085 |
0.382 |
125-058 |
LOW |
124-290 |
0.618 |
124-148 |
1.000 |
124-060 |
1.618 |
123-238 |
2.618 |
123-008 |
4.250 |
121-272 |
|
|
Fisher Pivots for day following 26-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
125-085 |
125-115 |
PP |
125-058 |
125-078 |
S1 |
125-032 |
125-042 |
|