ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 30-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2015 |
30-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
128-235 |
128-160 |
-0-075 |
-0.2% |
129-190 |
| High |
128-290 |
128-205 |
-0-085 |
-0.2% |
129-255 |
| Low |
128-030 |
127-260 |
-0-090 |
-0.2% |
128-225 |
| Close |
128-165 |
128-120 |
-0-045 |
-0.1% |
129-125 |
| Range |
0-260 |
0-265 |
0-005 |
1.9% |
1-030 |
| ATR |
0-192 |
0-197 |
0-005 |
2.7% |
0-000 |
| Volume |
2,026,714 |
1,973,329 |
-53,385 |
-2.6% |
4,949,508 |
|
| Daily Pivots for day following 30-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-243 |
130-127 |
128-266 |
|
| R3 |
129-298 |
129-182 |
128-193 |
|
| R2 |
129-033 |
129-033 |
128-169 |
|
| R1 |
128-237 |
128-237 |
128-144 |
128-162 |
| PP |
128-088 |
128-088 |
128-088 |
128-051 |
| S1 |
127-292 |
127-292 |
128-096 |
127-218 |
| S2 |
127-143 |
127-143 |
128-071 |
|
| S3 |
126-198 |
127-027 |
128-047 |
|
| S4 |
125-253 |
126-082 |
127-294 |
|
|
| 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 |
129-185 |
127-260 |
1-245 |
1.4% |
0-215 |
0.5% |
32% |
False |
True |
1,377,777 |
| 10 |
129-310 |
127-260 |
2-050 |
1.7% |
0-192 |
0.5% |
26% |
False |
True |
1,194,979 |
| 20 |
130-010 |
127-260 |
2-070 |
1.7% |
0-181 |
0.4% |
25% |
False |
True |
1,036,406 |
| 40 |
130-010 |
125-295 |
4-035 |
3.2% |
0-198 |
0.5% |
60% |
False |
False |
1,073,444 |
| 60 |
130-020 |
125-295 |
4-045 |
3.2% |
0-216 |
0.5% |
59% |
False |
False |
860,665 |
| 80 |
130-200 |
125-295 |
4-225 |
3.7% |
0-220 |
0.5% |
52% |
False |
False |
646,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-051 |
|
2.618 |
130-259 |
|
1.618 |
129-314 |
|
1.000 |
129-150 |
|
0.618 |
129-049 |
|
HIGH |
128-205 |
|
0.618 |
128-104 |
|
0.500 |
128-072 |
|
0.382 |
128-041 |
|
LOW |
127-260 |
|
0.618 |
127-096 |
|
1.000 |
126-315 |
|
1.618 |
126-151 |
|
2.618 |
125-206 |
|
4.250 |
124-094 |
|
|
| Fisher Pivots for day following 30-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-104 |
128-195 |
| PP |
128-088 |
128-170 |
| S1 |
128-072 |
128-145 |
|