ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 02-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2015 |
02-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
125-100 |
125-000 |
-0-100 |
-0.2% |
125-050 |
| High |
125-100 |
125-040 |
-0-060 |
-0.1% |
125-050 |
| Low |
124-190 |
124-270 |
0-080 |
0.2% |
124-000 |
| Close |
124-190 |
125-000 |
0-130 |
0.3% |
124-020 |
| Range |
0-230 |
0-090 |
-0-140 |
-60.9% |
1-050 |
| ATR |
0-167 |
0-167 |
0-000 |
0.1% |
0-000 |
| Volume |
39 |
41 |
2 |
5.1% |
78 |
|
| Daily Pivots for day following 02-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-267 |
125-223 |
125-050 |
|
| R3 |
125-177 |
125-133 |
125-025 |
|
| R2 |
125-087 |
125-087 |
125-016 |
|
| R1 |
125-043 |
125-043 |
125-008 |
125-045 |
| PP |
124-317 |
124-317 |
124-317 |
124-318 |
| S1 |
124-273 |
124-273 |
124-312 |
124-275 |
| S2 |
124-227 |
124-227 |
124-304 |
|
| S3 |
124-137 |
124-183 |
124-295 |
|
| S4 |
124-047 |
124-093 |
124-270 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-280 |
127-040 |
124-224 |
|
| R3 |
126-230 |
125-310 |
124-122 |
|
| R2 |
125-180 |
125-180 |
124-088 |
|
| R1 |
124-260 |
124-260 |
124-054 |
124-195 |
| PP |
124-130 |
124-130 |
124-130 |
124-098 |
| S1 |
123-210 |
123-210 |
123-306 |
123-145 |
| S2 |
123-080 |
123-080 |
123-272 |
|
| S3 |
122-030 |
122-160 |
123-238 |
|
| S4 |
120-300 |
121-110 |
123-136 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-160 |
124-000 |
1-160 |
1.2% |
0-088 |
0.2% |
67% |
False |
False |
21 |
| 10 |
125-290 |
124-000 |
1-290 |
1.5% |
0-046 |
0.1% |
52% |
False |
False |
17 |
| 20 |
125-290 |
123-310 |
1-300 |
1.6% |
0-044 |
0.1% |
53% |
False |
False |
9 |
| 40 |
127-050 |
123-310 |
3-060 |
2.6% |
0-026 |
0.1% |
32% |
False |
False |
5 |
| 60 |
128-290 |
123-310 |
4-300 |
4.0% |
0-017 |
0.0% |
21% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-102 |
|
2.618 |
125-276 |
|
1.618 |
125-186 |
|
1.000 |
125-130 |
|
0.618 |
125-096 |
|
HIGH |
125-040 |
|
0.618 |
125-006 |
|
0.500 |
124-315 |
|
0.382 |
124-304 |
|
LOW |
124-270 |
|
0.618 |
124-214 |
|
1.000 |
124-180 |
|
1.618 |
124-124 |
|
2.618 |
124-034 |
|
4.250 |
123-208 |
|
|
| Fisher Pivots for day following 02-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
124-318 |
125-015 |
| PP |
124-317 |
125-010 |
| S1 |
124-315 |
125-005 |
|