ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 30-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2015 |
30-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
126-100 |
126-070 |
-0-030 |
-0.1% |
126-140 |
| High |
126-290 |
126-125 |
-0-165 |
-0.4% |
126-155 |
| Low |
125-190 |
125-260 |
0-070 |
0.2% |
124-290 |
| Close |
126-065 |
126-055 |
-0-010 |
0.0% |
125-005 |
| Range |
1-100 |
0-185 |
-0-235 |
-56.0% |
1-185 |
| ATR |
0-254 |
0-249 |
-0-005 |
-1.9% |
0-000 |
| Volume |
1,693,467 |
1,707,670 |
14,203 |
0.8% |
5,767,765 |
|
| Daily Pivots for day following 30-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-275 |
127-190 |
126-157 |
|
| R3 |
127-090 |
127-005 |
126-106 |
|
| R2 |
126-225 |
126-225 |
126-089 |
|
| R1 |
126-140 |
126-140 |
126-072 |
126-090 |
| PP |
126-040 |
126-040 |
126-040 |
126-015 |
| S1 |
125-275 |
125-275 |
126-038 |
125-225 |
| S2 |
125-175 |
125-175 |
126-021 |
|
| S3 |
124-310 |
125-090 |
126-004 |
|
| S4 |
124-125 |
124-225 |
125-273 |
|
|
| 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% |
0-230 |
0.6% |
63% |
False |
False |
1,379,652 |
| 10 |
126-290 |
124-290 |
2-000 |
1.6% |
0-244 |
0.6% |
63% |
False |
False |
1,294,856 |
| 20 |
126-290 |
124-145 |
2-145 |
1.9% |
0-245 |
0.6% |
70% |
False |
False |
1,321,937 |
| 40 |
127-230 |
124-145 |
3-085 |
2.6% |
0-243 |
0.6% |
53% |
False |
False |
909,095 |
| 60 |
129-170 |
124-145 |
5-025 |
4.0% |
0-204 |
0.5% |
34% |
False |
False |
607,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-271 |
|
2.618 |
127-289 |
|
1.618 |
127-104 |
|
1.000 |
126-310 |
|
0.618 |
126-239 |
|
HIGH |
126-125 |
|
0.618 |
126-054 |
|
0.500 |
126-032 |
|
0.382 |
126-011 |
|
LOW |
125-260 |
|
0.618 |
125-146 |
|
1.000 |
125-075 |
|
1.618 |
124-281 |
|
2.618 |
124-096 |
|
4.250 |
123-114 |
|
|
| Fisher Pivots for day following 30-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-048 |
126-027 |
| PP |
126-040 |
125-318 |
| S1 |
126-032 |
125-290 |
|