ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 10-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2015 |
10-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
129-080 |
128-265 |
-0-135 |
-0.3% |
129-290 |
| High |
129-170 |
129-030 |
-0-140 |
-0.3% |
130-010 |
| Low |
128-240 |
128-240 |
0-000 |
0.0% |
128-240 |
| Close |
128-270 |
128-260 |
-0-010 |
0.0% |
128-260 |
| Range |
0-250 |
0-110 |
-0-140 |
-56.0% |
1-090 |
| ATR |
0-208 |
0-201 |
-0-007 |
-3.4% |
0-000 |
| Volume |
1,015,818 |
816,500 |
-199,318 |
-19.6% |
4,056,324 |
|
| Daily Pivots for day following 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-293 |
129-227 |
129-000 |
|
| R3 |
129-183 |
129-117 |
128-290 |
|
| R2 |
129-073 |
129-073 |
128-280 |
|
| R1 |
129-007 |
129-007 |
128-270 |
128-305 |
| PP |
128-283 |
128-283 |
128-283 |
128-272 |
| S1 |
128-217 |
128-217 |
128-250 |
128-195 |
| S2 |
128-173 |
128-173 |
128-240 |
|
| S3 |
128-063 |
128-107 |
128-230 |
|
| S4 |
127-273 |
127-317 |
128-200 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-013 |
132-067 |
129-166 |
|
| R3 |
131-243 |
130-297 |
129-053 |
|
| R2 |
130-153 |
130-153 |
129-015 |
|
| R1 |
129-207 |
129-207 |
128-298 |
129-135 |
| PP |
129-063 |
129-063 |
129-063 |
129-028 |
| S1 |
128-117 |
128-117 |
128-222 |
128-045 |
| S2 |
127-293 |
127-293 |
128-185 |
|
| S3 |
126-203 |
127-027 |
128-147 |
|
| S4 |
125-113 |
125-257 |
128-034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-010 |
128-240 |
1-090 |
1.0% |
0-168 |
0.4% |
5% |
False |
True |
811,264 |
| 10 |
130-010 |
128-080 |
1-250 |
1.4% |
0-168 |
0.4% |
32% |
False |
False |
889,834 |
| 20 |
130-010 |
126-250 |
3-080 |
2.5% |
0-192 |
0.5% |
63% |
False |
False |
953,331 |
| 40 |
130-010 |
125-295 |
4-035 |
3.2% |
0-220 |
0.5% |
70% |
False |
False |
893,615 |
| 60 |
130-200 |
125-295 |
4-225 |
3.7% |
0-234 |
0.6% |
61% |
False |
False |
597,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-178 |
|
2.618 |
129-318 |
|
1.618 |
129-208 |
|
1.000 |
129-140 |
|
0.618 |
129-098 |
|
HIGH |
129-030 |
|
0.618 |
128-308 |
|
0.500 |
128-295 |
|
0.382 |
128-282 |
|
LOW |
128-240 |
|
0.618 |
128-172 |
|
1.000 |
128-130 |
|
1.618 |
128-062 |
|
2.618 |
127-272 |
|
4.250 |
127-092 |
|
|
| Fisher Pivots for day following 10-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-295 |
129-048 |
| PP |
128-283 |
129-012 |
| S1 |
128-272 |
128-296 |
|