ECBOT 10 Year T-Note Future December 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 |
125-000 |
126-120 |
1-120 |
1.1% |
125-090 |
| High |
125-040 |
126-120 |
1-080 |
1.0% |
125-160 |
| Low |
124-270 |
125-210 |
0-260 |
0.7% |
124-190 |
| Close |
125-000 |
125-290 |
0-290 |
0.7% |
125-000 |
| Range |
0-090 |
0-230 |
0-140 |
155.6% |
0-290 |
| ATR |
0-167 |
0-186 |
0-020 |
11.7% |
0-000 |
| Volume |
41 |
41 |
0 |
0.0% |
97 |
|
| Daily Pivots for day following 06-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-043 |
127-237 |
126-096 |
|
| R3 |
127-133 |
127-007 |
126-033 |
|
| R2 |
126-223 |
126-223 |
126-012 |
|
| R1 |
126-097 |
126-097 |
125-311 |
126-045 |
| PP |
125-313 |
125-313 |
125-313 |
125-288 |
| S1 |
125-187 |
125-187 |
125-269 |
125-135 |
| S2 |
125-083 |
125-083 |
125-248 |
|
| S3 |
124-173 |
124-277 |
125-227 |
|
| S4 |
123-263 |
124-047 |
125-164 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-240 |
127-090 |
125-160 |
|
| R3 |
126-270 |
126-120 |
125-080 |
|
| R2 |
125-300 |
125-300 |
125-053 |
|
| R1 |
125-150 |
125-150 |
125-027 |
125-080 |
| PP |
125-010 |
125-010 |
125-010 |
124-295 |
| S1 |
124-180 |
124-180 |
124-293 |
124-110 |
| S2 |
124-040 |
124-040 |
124-267 |
|
| S3 |
123-070 |
123-210 |
124-240 |
|
| S4 |
122-100 |
122-240 |
124-160 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-120 |
124-190 |
1-250 |
1.4% |
0-130 |
0.3% |
74% |
True |
False |
27 |
| 10 |
126-120 |
124-000 |
2-120 |
1.9% |
0-068 |
0.2% |
80% |
True |
False |
21 |
| 20 |
126-120 |
123-310 |
2-130 |
1.9% |
0-056 |
0.1% |
81% |
True |
False |
11 |
| 40 |
127-050 |
123-310 |
3-060 |
2.5% |
0-031 |
0.1% |
61% |
False |
False |
6 |
| 60 |
128-290 |
123-310 |
4-300 |
3.9% |
0-021 |
0.1% |
39% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-138 |
|
2.618 |
128-082 |
|
1.618 |
127-172 |
|
1.000 |
127-030 |
|
0.618 |
126-262 |
|
HIGH |
126-120 |
|
0.618 |
126-032 |
|
0.500 |
126-005 |
|
0.382 |
125-298 |
|
LOW |
125-210 |
|
0.618 |
125-068 |
|
1.000 |
124-300 |
|
1.618 |
124-158 |
|
2.618 |
123-248 |
|
4.250 |
122-192 |
|
|
| Fisher Pivots for day following 06-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-005 |
125-245 |
| PP |
125-313 |
125-200 |
| S1 |
125-302 |
125-155 |
|