ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 16-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2015 |
16-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
129-110 |
129-160 |
0-050 |
0.1% |
129-290 |
| High |
129-200 |
129-240 |
0-040 |
0.1% |
130-010 |
| Low |
129-080 |
129-085 |
0-005 |
0.0% |
128-240 |
| Close |
129-140 |
129-220 |
0-080 |
0.2% |
128-260 |
| Range |
0-120 |
0-155 |
0-035 |
29.2% |
1-090 |
| ATR |
0-195 |
0-192 |
-0-003 |
-1.5% |
0-000 |
| Volume |
762,083 |
1,169,425 |
407,342 |
53.5% |
4,056,324 |
|
| Daily Pivots for day following 16-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-007 |
130-268 |
129-305 |
|
| R3 |
130-172 |
130-113 |
129-263 |
|
| R2 |
130-017 |
130-017 |
129-248 |
|
| R1 |
129-278 |
129-278 |
129-234 |
129-308 |
| PP |
129-182 |
129-182 |
129-182 |
129-196 |
| S1 |
129-123 |
129-123 |
129-206 |
129-152 |
| S2 |
129-027 |
129-027 |
129-192 |
|
| S3 |
128-192 |
128-288 |
129-177 |
|
| S4 |
128-037 |
128-133 |
129-135 |
|
|
| 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 |
129-240 |
128-185 |
1-055 |
0.9% |
0-152 |
0.4% |
95% |
True |
False |
938,262 |
| 10 |
130-010 |
128-185 |
1-145 |
1.1% |
0-170 |
0.4% |
76% |
False |
False |
877,833 |
| 20 |
130-010 |
128-025 |
1-305 |
1.5% |
0-178 |
0.4% |
82% |
False |
False |
949,440 |
| 40 |
130-010 |
125-295 |
4-035 |
3.2% |
0-206 |
0.5% |
92% |
False |
False |
987,578 |
| 60 |
130-200 |
125-295 |
4-225 |
3.6% |
0-225 |
0.5% |
80% |
False |
False |
662,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-259 |
|
2.618 |
131-006 |
|
1.618 |
130-171 |
|
1.000 |
130-075 |
|
0.618 |
130-016 |
|
HIGH |
129-240 |
|
0.618 |
129-181 |
|
0.500 |
129-162 |
|
0.382 |
129-144 |
|
LOW |
129-085 |
|
0.618 |
128-309 |
|
1.000 |
128-250 |
|
1.618 |
128-154 |
|
2.618 |
127-319 |
|
4.250 |
127-066 |
|
|
| Fisher Pivots for day following 16-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
129-201 |
129-189 |
| PP |
129-182 |
129-158 |
| S1 |
129-162 |
129-128 |
|