ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 02-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2015 |
02-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
125-310 |
125-150 |
-0-160 |
-0.4% |
126-140 |
| High |
126-010 |
126-035 |
0-025 |
0.1% |
126-155 |
| Low |
125-090 |
125-050 |
-0-040 |
-0.1% |
124-290 |
| Close |
125-150 |
125-280 |
0-130 |
0.3% |
125-005 |
| Range |
0-240 |
0-305 |
0-065 |
27.1% |
1-185 |
| ATR |
0-252 |
0-256 |
0-004 |
1.5% |
0-000 |
| Volume |
1,261,615 |
1,206,973 |
-54,642 |
-4.3% |
5,767,765 |
|
| Daily Pivots for day following 02-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-183 |
128-057 |
126-128 |
|
| R3 |
127-198 |
127-072 |
126-044 |
|
| R2 |
126-213 |
126-213 |
126-016 |
|
| R1 |
126-087 |
126-087 |
125-308 |
126-150 |
| PP |
125-228 |
125-228 |
125-228 |
125-260 |
| S1 |
125-102 |
125-102 |
125-252 |
125-165 |
| S2 |
124-243 |
124-243 |
125-224 |
|
| S3 |
123-258 |
124-117 |
125-196 |
|
| S4 |
122-273 |
123-132 |
125-112 |
|
|
| 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 |
126-290 |
124-290 |
2-000 |
1.6% |
0-276 |
0.7% |
48% |
False |
False |
1,389,313 |
| 10 |
126-290 |
124-290 |
2-000 |
1.6% |
0-234 |
0.6% |
48% |
False |
False |
1,259,453 |
| 20 |
126-290 |
124-145 |
2-145 |
1.9% |
0-238 |
0.6% |
58% |
False |
False |
1,263,317 |
| 40 |
127-230 |
124-145 |
3-085 |
2.6% |
0-246 |
0.6% |
44% |
False |
False |
970,116 |
| 60 |
129-170 |
124-145 |
5-025 |
4.0% |
0-211 |
0.5% |
28% |
False |
False |
648,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-051 |
|
2.618 |
128-193 |
|
1.618 |
127-208 |
|
1.000 |
127-020 |
|
0.618 |
126-223 |
|
HIGH |
126-035 |
|
0.618 |
125-238 |
|
0.500 |
125-202 |
|
0.382 |
125-167 |
|
LOW |
125-050 |
|
0.618 |
124-182 |
|
1.000 |
124-065 |
|
1.618 |
123-197 |
|
2.618 |
122-212 |
|
4.250 |
121-034 |
|
|
| Fisher Pivots for day following 02-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
125-254 |
125-269 |
| PP |
125-228 |
125-258 |
| S1 |
125-202 |
125-248 |
|