ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 29-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2015 |
29-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
125-155 |
126-100 |
0-265 |
0.7% |
126-140 |
| High |
125-200 |
126-290 |
1-090 |
1.0% |
126-155 |
| Low |
124-290 |
125-190 |
0-220 |
0.6% |
124-290 |
| Close |
125-005 |
126-065 |
1-060 |
0.9% |
125-005 |
| Range |
0-230 |
1-100 |
0-190 |
82.6% |
1-185 |
| ATR |
0-227 |
0-254 |
0-027 |
11.9% |
0-000 |
| Volume |
1,076,844 |
1,693,467 |
616,623 |
57.3% |
5,767,765 |
|
| Daily Pivots for day following 29-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-055 |
129-160 |
126-296 |
|
| R3 |
128-275 |
128-060 |
126-180 |
|
| R2 |
127-175 |
127-175 |
126-142 |
|
| R1 |
126-280 |
126-280 |
126-104 |
126-178 |
| PP |
126-075 |
126-075 |
126-075 |
126-024 |
| S1 |
125-180 |
125-180 |
126-026 |
125-078 |
| S2 |
124-295 |
124-295 |
125-308 |
|
| S3 |
123-195 |
124-080 |
125-270 |
|
| S4 |
122-095 |
122-300 |
125-154 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-065 |
129-060 |
125-283 |
|
| R3 |
128-200 |
127-195 |
125-144 |
|
| R2 |
127-015 |
127-015 |
125-098 |
|
| R1 |
126-010 |
126-010 |
125-051 |
125-240 |
| PP |
125-150 |
125-150 |
125-150 |
125-105 |
| S1 |
124-145 |
124-145 |
124-279 |
124-055 |
| S2 |
123-285 |
123-285 |
124-232 |
|
| S3 |
122-100 |
122-280 |
124-186 |
|
| S4 |
120-235 |
121-095 |
124-047 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-290 |
124-290 |
2-000 |
1.6% |
0-226 |
0.6% |
65% |
True |
False |
1,278,834 |
| 10 |
126-290 |
124-290 |
2-000 |
1.6% |
0-238 |
0.6% |
65% |
True |
False |
1,215,879 |
| 20 |
127-010 |
124-145 |
2-185 |
2.0% |
0-248 |
0.6% |
68% |
False |
False |
1,312,213 |
| 40 |
127-230 |
124-145 |
3-085 |
2.6% |
0-242 |
0.6% |
54% |
False |
False |
866,506 |
| 60 |
129-170 |
124-145 |
5-025 |
4.0% |
0-203 |
0.5% |
34% |
False |
False |
578,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-155 |
|
2.618 |
130-110 |
|
1.618 |
129-010 |
|
1.000 |
128-070 |
|
0.618 |
127-230 |
|
HIGH |
126-290 |
|
0.618 |
126-130 |
|
0.500 |
126-080 |
|
0.382 |
126-030 |
|
LOW |
125-190 |
|
0.618 |
124-250 |
|
1.000 |
124-090 |
|
1.618 |
123-150 |
|
2.618 |
122-050 |
|
4.250 |
120-005 |
|
|
| Fisher Pivots for day following 29-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-080 |
126-033 |
| PP |
126-075 |
126-002 |
| S1 |
126-070 |
125-290 |
|