ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 02-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2015 |
02-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
128-290 |
129-135 |
0-165 |
0.4% |
128-220 |
| High |
129-165 |
129-230 |
0-065 |
0.2% |
129-125 |
| Low |
128-240 |
129-025 |
0-105 |
0.3% |
128-055 |
| Close |
129-120 |
129-055 |
-0-065 |
-0.2% |
128-220 |
| Range |
0-245 |
0-205 |
-0-040 |
-16.3% |
1-070 |
| ATR |
0-213 |
0-212 |
-0-001 |
-0.3% |
0-000 |
| Volume |
1,138,578 |
847,196 |
-291,382 |
-25.6% |
5,013,444 |
|
| Daily Pivots for day following 02-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-078 |
130-272 |
129-168 |
|
| R3 |
130-193 |
130-067 |
129-111 |
|
| R2 |
129-308 |
129-308 |
129-093 |
|
| R1 |
129-182 |
129-182 |
129-074 |
129-142 |
| PP |
129-103 |
129-103 |
129-103 |
129-084 |
| S1 |
128-297 |
128-297 |
129-036 |
128-258 |
| S2 |
128-218 |
128-218 |
129-017 |
|
| S3 |
128-013 |
128-092 |
128-319 |
|
| S4 |
127-128 |
127-207 |
128-262 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-130 |
131-245 |
129-114 |
|
| R3 |
131-060 |
130-175 |
129-007 |
|
| R2 |
129-310 |
129-310 |
128-292 |
|
| R1 |
129-105 |
129-105 |
128-256 |
129-095 |
| PP |
128-240 |
128-240 |
128-240 |
128-235 |
| S1 |
128-035 |
128-035 |
128-184 |
128-025 |
| S2 |
127-170 |
127-170 |
128-148 |
|
| S3 |
126-100 |
126-285 |
128-113 |
|
| S4 |
125-030 |
125-215 |
128-006 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-230 |
128-080 |
1-150 |
1.1% |
0-167 |
0.4% |
63% |
True |
False |
968,403 |
| 10 |
129-230 |
128-055 |
1-175 |
1.2% |
0-177 |
0.4% |
65% |
True |
False |
970,148 |
| 20 |
129-230 |
125-295 |
3-255 |
2.9% |
0-218 |
0.5% |
86% |
True |
False |
1,098,505 |
| 40 |
130-020 |
125-295 |
4-045 |
3.2% |
0-232 |
0.6% |
78% |
False |
False |
793,817 |
| 60 |
130-200 |
125-295 |
4-225 |
3.6% |
0-232 |
0.6% |
69% |
False |
False |
530,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-141 |
|
2.618 |
131-127 |
|
1.618 |
130-242 |
|
1.000 |
130-115 |
|
0.618 |
130-037 |
|
HIGH |
129-230 |
|
0.618 |
129-152 |
|
0.500 |
129-128 |
|
0.382 |
129-103 |
|
LOW |
129-025 |
|
0.618 |
128-218 |
|
1.000 |
128-140 |
|
1.618 |
128-013 |
|
2.618 |
127-128 |
|
4.250 |
126-114 |
|
|
| Fisher Pivots for day following 02-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
129-128 |
129-052 |
| PP |
129-103 |
129-048 |
| S1 |
129-079 |
129-045 |
|