ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 13-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2015 |
13-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
128-265 |
128-270 |
0-005 |
0.0% |
129-290 |
| High |
129-030 |
129-030 |
0-000 |
0.0% |
130-010 |
| Low |
128-240 |
128-185 |
-0-055 |
-0.1% |
128-240 |
| Close |
128-260 |
128-315 |
0-055 |
0.1% |
128-260 |
| Range |
0-110 |
0-165 |
0-055 |
50.0% |
1-090 |
| ATR |
0-201 |
0-198 |
-0-003 |
-1.3% |
0-000 |
| Volume |
816,500 |
774,585 |
-41,915 |
-5.1% |
4,056,324 |
|
| Daily Pivots for day following 13-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-138 |
130-072 |
129-086 |
|
| R3 |
129-293 |
129-227 |
129-040 |
|
| R2 |
129-128 |
129-128 |
129-025 |
|
| R1 |
129-062 |
129-062 |
129-010 |
129-095 |
| PP |
128-283 |
128-283 |
128-283 |
128-300 |
| S1 |
128-217 |
128-217 |
128-300 |
128-250 |
| S2 |
128-118 |
128-118 |
128-285 |
|
| S3 |
127-273 |
128-052 |
128-270 |
|
| S4 |
127-108 |
127-207 |
128-224 |
|
|
| 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 |
129-175 |
128-185 |
0-310 |
0.8% |
0-157 |
0.4% |
42% |
False |
True |
862,713 |
| 10 |
130-010 |
128-140 |
1-190 |
1.2% |
0-170 |
0.4% |
34% |
False |
False |
872,319 |
| 20 |
130-010 |
127-015 |
2-315 |
2.3% |
0-191 |
0.5% |
65% |
False |
False |
941,450 |
| 40 |
130-010 |
125-295 |
4-035 |
3.2% |
0-218 |
0.5% |
75% |
False |
False |
912,674 |
| 60 |
130-200 |
125-295 |
4-225 |
3.6% |
0-233 |
0.6% |
65% |
False |
False |
610,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-091 |
|
2.618 |
130-142 |
|
1.618 |
129-297 |
|
1.000 |
129-195 |
|
0.618 |
129-132 |
|
HIGH |
129-030 |
|
0.618 |
128-287 |
|
0.500 |
128-268 |
|
0.382 |
128-248 |
|
LOW |
128-185 |
|
0.618 |
128-083 |
|
1.000 |
128-020 |
|
1.618 |
127-238 |
|
2.618 |
127-073 |
|
4.250 |
126-124 |
|
|
| Fisher Pivots for day following 13-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-299 |
129-018 |
| PP |
128-283 |
129-010 |
| S1 |
128-268 |
129-002 |
|