ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 27-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2015 |
27-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
129-020 |
129-135 |
0-115 |
0.3% |
129-190 |
| High |
129-150 |
129-185 |
0-035 |
0.1% |
129-255 |
| Low |
128-290 |
129-040 |
0-070 |
0.2% |
128-225 |
| Close |
129-125 |
129-100 |
-0-025 |
-0.1% |
129-125 |
| Range |
0-180 |
0-145 |
-0-035 |
-19.4% |
1-030 |
| ATR |
0-185 |
0-182 |
-0-003 |
-1.5% |
0-000 |
| Volume |
1,065,745 |
697,063 |
-368,682 |
-34.6% |
4,949,508 |
|
| Daily Pivots for day following 27-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-223 |
130-147 |
129-180 |
|
| R3 |
130-078 |
130-002 |
129-140 |
|
| R2 |
129-253 |
129-253 |
129-127 |
|
| R1 |
129-177 |
129-177 |
129-113 |
129-142 |
| PP |
129-108 |
129-108 |
129-108 |
129-091 |
| S1 |
129-032 |
129-032 |
129-087 |
128-318 |
| S2 |
128-283 |
128-283 |
129-073 |
|
| S3 |
128-138 |
128-207 |
129-060 |
|
| S4 |
127-313 |
128-062 |
129-020 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-185 |
132-025 |
129-318 |
|
| R3 |
131-155 |
130-315 |
129-221 |
|
| R2 |
130-125 |
130-125 |
129-189 |
|
| R1 |
129-285 |
129-285 |
129-157 |
129-190 |
| PP |
129-095 |
129-095 |
129-095 |
129-048 |
| S1 |
128-255 |
128-255 |
129-093 |
128-160 |
| S2 |
128-065 |
128-065 |
129-061 |
|
| S3 |
127-035 |
127-225 |
129-029 |
|
| S4 |
126-005 |
126-195 |
128-252 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-230 |
128-225 |
1-005 |
0.8% |
0-174 |
0.4% |
60% |
False |
False |
971,485 |
| 10 |
129-310 |
128-225 |
1-085 |
1.0% |
0-166 |
0.4% |
48% |
False |
False |
992,394 |
| 20 |
130-010 |
128-140 |
1-190 |
1.2% |
0-168 |
0.4% |
55% |
False |
False |
932,356 |
| 40 |
130-010 |
125-295 |
4-035 |
3.2% |
0-193 |
0.5% |
83% |
False |
False |
1,027,788 |
| 60 |
130-200 |
125-295 |
4-225 |
3.6% |
0-217 |
0.5% |
72% |
False |
False |
775,511 |
| 80 |
130-200 |
125-230 |
4-290 |
3.8% |
0-217 |
0.5% |
73% |
False |
False |
582,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-161 |
|
2.618 |
130-245 |
|
1.618 |
130-100 |
|
1.000 |
130-010 |
|
0.618 |
129-275 |
|
HIGH |
129-185 |
|
0.618 |
129-130 |
|
0.500 |
129-112 |
|
0.382 |
129-095 |
|
LOW |
129-040 |
|
0.618 |
128-270 |
|
1.000 |
128-215 |
|
1.618 |
128-125 |
|
2.618 |
127-300 |
|
4.250 |
127-064 |
|
|
| Fisher Pivots for day following 27-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
129-112 |
129-083 |
| PP |
129-108 |
129-067 |
| S1 |
129-104 |
129-050 |
|