ECBOT 10 Year T-Note Future September 2015
Trading Metrics calculated at close of trading on 06-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2015 |
06-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
125-150 |
127-000 |
1-170 |
1.2% |
126-100 |
High |
126-035 |
127-065 |
1-030 |
0.9% |
126-290 |
Low |
125-050 |
125-275 |
0-225 |
0.6% |
125-050 |
Close |
125-280 |
126-245 |
0-285 |
0.7% |
125-280 |
Range |
0-305 |
1-110 |
0-125 |
41.0% |
1-240 |
ATR |
0-256 |
0-268 |
0-012 |
4.9% |
0-000 |
Volume |
1,206,973 |
1,386,777 |
179,804 |
14.9% |
5,869,725 |
|
Daily Pivots for day following 06-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-205 |
130-015 |
127-162 |
|
R3 |
129-095 |
128-225 |
127-043 |
|
R2 |
127-305 |
127-305 |
127-004 |
|
R1 |
127-115 |
127-115 |
126-284 |
126-315 |
PP |
126-195 |
126-195 |
126-195 |
126-135 |
S1 |
126-005 |
126-005 |
126-206 |
125-205 |
S2 |
125-085 |
125-085 |
126-166 |
|
S3 |
123-295 |
124-215 |
126-127 |
|
S4 |
122-185 |
123-105 |
126-008 |
|
|
Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-073 |
130-097 |
126-268 |
|
R3 |
129-153 |
128-177 |
126-114 |
|
R2 |
127-233 |
127-233 |
126-063 |
|
R1 |
126-257 |
126-257 |
126-011 |
126-125 |
PP |
125-313 |
125-313 |
125-313 |
125-248 |
S1 |
125-017 |
125-017 |
125-229 |
124-205 |
S2 |
124-073 |
124-073 |
125-177 |
|
S3 |
122-153 |
123-097 |
125-126 |
|
S4 |
120-233 |
121-177 |
124-292 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-065 |
125-050 |
2-015 |
1.6% |
0-316 |
0.8% |
79% |
True |
False |
1,451,300 |
10 |
127-065 |
124-290 |
2-095 |
1.8% |
0-254 |
0.6% |
81% |
True |
False |
1,302,426 |
20 |
127-065 |
124-145 |
2-240 |
2.2% |
0-239 |
0.6% |
84% |
True |
False |
1,252,513 |
40 |
127-230 |
124-145 |
3-085 |
2.6% |
0-249 |
0.6% |
71% |
False |
False |
1,004,540 |
60 |
129-170 |
124-145 |
5-025 |
4.0% |
0-216 |
0.5% |
46% |
False |
False |
671,526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-292 |
2.618 |
130-231 |
1.618 |
129-121 |
1.000 |
128-175 |
0.618 |
128-011 |
HIGH |
127-065 |
0.618 |
126-221 |
0.500 |
126-170 |
0.382 |
126-119 |
LOW |
125-275 |
0.618 |
125-009 |
1.000 |
124-165 |
1.618 |
123-219 |
2.618 |
122-109 |
4.250 |
120-048 |
|
|
Fisher Pivots for day following 06-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
126-220 |
126-182 |
PP |
126-195 |
126-120 |
S1 |
126-170 |
126-058 |
|