ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 25-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2015 |
25-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
125-145 |
125-235 |
0-090 |
0.2% |
125-145 |
| High |
125-250 |
125-260 |
0-010 |
0.0% |
126-205 |
| Low |
125-105 |
125-090 |
-0-015 |
0.0% |
125-060 |
| Close |
125-235 |
125-185 |
-0-050 |
-0.1% |
126-185 |
| Range |
0-145 |
0-170 |
0-025 |
17.2% |
1-145 |
| ATR |
0-232 |
0-227 |
-0-004 |
-1.9% |
0-000 |
| Volume |
1,151,466 |
1,268,814 |
117,348 |
10.2% |
5,771,179 |
|
| Daily Pivots for day following 25-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-048 |
126-287 |
125-278 |
|
| R3 |
126-198 |
126-117 |
125-232 |
|
| R2 |
126-028 |
126-028 |
125-216 |
|
| R1 |
125-267 |
125-267 |
125-201 |
125-222 |
| PP |
125-178 |
125-178 |
125-178 |
125-156 |
| S1 |
125-097 |
125-097 |
125-169 |
125-052 |
| S2 |
125-008 |
125-008 |
125-154 |
|
| S3 |
124-158 |
124-247 |
125-138 |
|
| S4 |
123-308 |
124-077 |
125-092 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-158 |
129-317 |
127-121 |
|
| R3 |
129-013 |
128-172 |
126-313 |
|
| R2 |
127-188 |
127-188 |
126-270 |
|
| R1 |
127-027 |
127-027 |
126-228 |
127-108 |
| PP |
126-043 |
126-043 |
126-043 |
126-084 |
| S1 |
125-202 |
125-202 |
126-142 |
125-282 |
| S2 |
124-218 |
124-218 |
126-100 |
|
| S3 |
123-073 |
124-057 |
126-057 |
|
| S4 |
121-248 |
122-232 |
125-249 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-205 |
125-090 |
1-115 |
1.1% |
0-191 |
0.5% |
22% |
False |
True |
1,129,593 |
| 10 |
126-205 |
125-035 |
1-170 |
1.2% |
0-212 |
0.5% |
31% |
False |
False |
1,177,097 |
| 20 |
127-230 |
124-145 |
3-085 |
2.6% |
0-236 |
0.6% |
34% |
False |
False |
1,299,336 |
| 40 |
128-060 |
124-145 |
3-235 |
3.0% |
0-238 |
0.6% |
30% |
False |
False |
798,075 |
| 60 |
129-190 |
124-145 |
5-045 |
4.1% |
0-199 |
0.5% |
22% |
False |
False |
532,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-022 |
|
2.618 |
127-065 |
|
1.618 |
126-215 |
|
1.000 |
126-110 |
|
0.618 |
126-045 |
|
HIGH |
125-260 |
|
0.618 |
125-195 |
|
0.500 |
125-175 |
|
0.382 |
125-155 |
|
LOW |
125-090 |
|
0.618 |
124-305 |
|
1.000 |
124-240 |
|
1.618 |
124-135 |
|
2.618 |
123-285 |
|
4.250 |
123-008 |
|
|
| Fisher Pivots for day following 25-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
125-182 |
125-182 |
| PP |
125-178 |
125-178 |
| S1 |
125-175 |
125-175 |
|