ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 14-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2015 |
14-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
128-270 |
129-030 |
0-080 |
0.2% |
129-290 |
| High |
129-030 |
129-225 |
0-195 |
0.5% |
130-010 |
| Low |
128-185 |
129-015 |
0-150 |
0.4% |
128-240 |
| Close |
128-315 |
129-100 |
0-105 |
0.3% |
128-260 |
| Range |
0-165 |
0-210 |
0-045 |
27.3% |
1-090 |
| ATR |
0-198 |
0-201 |
0-002 |
1.1% |
0-000 |
| Volume |
774,585 |
1,168,721 |
394,136 |
50.9% |
4,056,324 |
|
| Daily Pivots for day following 14-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-103 |
130-312 |
129-216 |
|
| R3 |
130-213 |
130-102 |
129-158 |
|
| R2 |
130-003 |
130-003 |
129-138 |
|
| R1 |
129-212 |
129-212 |
129-119 |
129-268 |
| PP |
129-113 |
129-113 |
129-113 |
129-141 |
| S1 |
129-002 |
129-002 |
129-081 |
129-058 |
| S2 |
128-223 |
128-223 |
129-062 |
|
| S3 |
128-013 |
128-112 |
129-042 |
|
| S4 |
127-123 |
127-222 |
128-304 |
|
|
| 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 |
129-225 |
128-185 |
1-040 |
0.9% |
0-175 |
0.4% |
65% |
True |
False |
935,170 |
| 10 |
130-010 |
128-180 |
1-150 |
1.1% |
0-180 |
0.4% |
51% |
False |
False |
907,094 |
| 20 |
130-010 |
127-100 |
2-230 |
2.1% |
0-194 |
0.5% |
74% |
False |
False |
961,986 |
| 40 |
130-010 |
125-295 |
4-035 |
3.2% |
0-219 |
0.5% |
83% |
False |
False |
941,600 |
| 60 |
130-200 |
125-295 |
4-225 |
3.6% |
0-228 |
0.6% |
72% |
False |
False |
630,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-158 |
|
2.618 |
131-135 |
|
1.618 |
130-245 |
|
1.000 |
130-115 |
|
0.618 |
130-035 |
|
HIGH |
129-225 |
|
0.618 |
129-145 |
|
0.500 |
129-120 |
|
0.382 |
129-095 |
|
LOW |
129-015 |
|
0.618 |
128-205 |
|
1.000 |
128-125 |
|
1.618 |
127-315 |
|
2.618 |
127-105 |
|
4.250 |
126-082 |
|
|
| Fisher Pivots for day following 14-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
129-120 |
129-082 |
| PP |
129-113 |
129-063 |
| S1 |
129-107 |
129-045 |
|