ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 17-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2015 |
17-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
129-160 |
129-185 |
0-025 |
0.1% |
128-270 |
| High |
129-240 |
129-310 |
0-070 |
0.2% |
129-310 |
| Low |
129-085 |
129-125 |
0-040 |
0.1% |
128-185 |
| Close |
129-220 |
129-260 |
0-040 |
0.1% |
129-260 |
| Range |
0-155 |
0-185 |
0-030 |
19.4% |
1-125 |
| ATR |
0-192 |
0-192 |
-0-001 |
-0.3% |
0-000 |
| Volume |
1,169,425 |
1,177,145 |
7,720 |
0.7% |
5,051,959 |
|
| Daily Pivots for day following 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-147 |
131-068 |
130-042 |
|
| R3 |
130-282 |
130-203 |
129-311 |
|
| R2 |
130-097 |
130-097 |
129-294 |
|
| R1 |
130-018 |
130-018 |
129-277 |
130-058 |
| PP |
129-232 |
129-232 |
129-232 |
129-251 |
| S1 |
129-153 |
129-153 |
129-243 |
129-192 |
| S2 |
129-047 |
129-047 |
129-226 |
|
| S3 |
128-182 |
128-288 |
129-209 |
|
| S4 |
127-317 |
128-103 |
129-158 |
|
|
| Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-200 |
133-035 |
130-185 |
|
| R3 |
132-075 |
131-230 |
130-062 |
|
| R2 |
130-270 |
130-270 |
130-022 |
|
| R1 |
130-105 |
130-105 |
129-301 |
130-188 |
| PP |
129-145 |
129-145 |
129-145 |
129-186 |
| S1 |
128-300 |
128-300 |
129-219 |
129-062 |
| S2 |
128-020 |
128-020 |
129-178 |
|
| S3 |
126-215 |
127-175 |
129-138 |
|
| S4 |
125-090 |
126-050 |
129-015 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-310 |
128-185 |
1-125 |
1.1% |
0-167 |
0.4% |
89% |
True |
False |
1,010,391 |
| 10 |
130-010 |
128-185 |
1-145 |
1.1% |
0-168 |
0.4% |
85% |
False |
False |
910,828 |
| 20 |
130-010 |
128-055 |
1-275 |
1.4% |
0-172 |
0.4% |
88% |
False |
False |
940,488 |
| 40 |
130-010 |
125-295 |
4-035 |
3.2% |
0-205 |
0.5% |
95% |
False |
False |
1,015,584 |
| 60 |
130-200 |
125-295 |
4-225 |
3.6% |
0-224 |
0.5% |
83% |
False |
False |
681,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-136 |
|
2.618 |
131-154 |
|
1.618 |
130-289 |
|
1.000 |
130-175 |
|
0.618 |
130-104 |
|
HIGH |
129-310 |
|
0.618 |
129-239 |
|
0.500 |
129-218 |
|
0.382 |
129-196 |
|
LOW |
129-125 |
|
0.618 |
129-011 |
|
1.000 |
128-260 |
|
1.618 |
128-146 |
|
2.618 |
127-281 |
|
4.250 |
126-299 |
|
|
| Fisher Pivots for day following 17-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
129-246 |
129-238 |
| PP |
129-232 |
129-217 |
| S1 |
129-218 |
129-195 |
|