ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 01-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2015 |
01-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
126-070 |
125-310 |
-0-080 |
-0.2% |
126-140 |
| High |
126-125 |
126-010 |
-0-115 |
-0.3% |
126-155 |
| Low |
125-260 |
125-090 |
-0-170 |
-0.4% |
124-290 |
| Close |
126-055 |
125-150 |
-0-225 |
-0.6% |
125-005 |
| Range |
0-185 |
0-240 |
0-055 |
29.7% |
1-185 |
| ATR |
0-249 |
0-252 |
0-003 |
1.0% |
0-000 |
| Volume |
1,707,670 |
1,261,615 |
-446,055 |
-26.1% |
5,767,765 |
|
| Daily Pivots for day following 01-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-270 |
127-130 |
125-282 |
|
| R3 |
127-030 |
126-210 |
125-216 |
|
| R2 |
126-110 |
126-110 |
125-194 |
|
| R1 |
125-290 |
125-290 |
125-172 |
125-240 |
| PP |
125-190 |
125-190 |
125-190 |
125-165 |
| S1 |
125-050 |
125-050 |
125-128 |
125-000 |
| S2 |
124-270 |
124-270 |
125-106 |
|
| S3 |
124-030 |
124-130 |
125-084 |
|
| S4 |
123-110 |
123-210 |
125-018 |
|
|
| 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% |
0-249 |
0.6% |
28% |
False |
False |
1,401,682 |
| 10 |
126-290 |
124-290 |
2-000 |
1.6% |
0-234 |
0.6% |
28% |
False |
False |
1,298,684 |
| 20 |
126-290 |
124-145 |
2-145 |
2.0% |
0-240 |
0.6% |
41% |
False |
False |
1,295,353 |
| 40 |
127-230 |
124-145 |
3-085 |
2.6% |
0-243 |
0.6% |
31% |
False |
False |
940,544 |
| 60 |
129-170 |
124-145 |
5-025 |
4.0% |
0-207 |
0.5% |
20% |
False |
False |
628,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-070 |
|
2.618 |
127-318 |
|
1.618 |
127-078 |
|
1.000 |
126-250 |
|
0.618 |
126-158 |
|
HIGH |
126-010 |
|
0.618 |
125-238 |
|
0.500 |
125-210 |
|
0.382 |
125-182 |
|
LOW |
125-090 |
|
0.618 |
124-262 |
|
1.000 |
124-170 |
|
1.618 |
124-022 |
|
2.618 |
123-102 |
|
4.250 |
122-030 |
|
|
| Fisher Pivots for day following 01-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
125-210 |
126-030 |
| PP |
125-190 |
125-283 |
| S1 |
125-170 |
125-217 |
|