ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 01-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2015 |
01-May-2015 |
Change |
Change % |
Previous Week |
| Open |
128-160 |
128-145 |
-0-015 |
0.0% |
129-135 |
| High |
128-205 |
128-145 |
-0-060 |
-0.1% |
129-185 |
| Low |
127-260 |
127-235 |
-0-025 |
-0.1% |
127-235 |
| Close |
128-120 |
127-250 |
-0-190 |
-0.5% |
127-250 |
| Range |
0-265 |
0-230 |
-0-035 |
-13.2% |
1-270 |
| ATR |
0-197 |
0-199 |
0-002 |
1.2% |
0-000 |
| Volume |
1,973,329 |
890,606 |
-1,082,723 |
-54.9% |
6,713,750 |
|
| Daily Pivots for day following 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-047 |
129-218 |
128-056 |
|
| R3 |
129-137 |
128-308 |
127-313 |
|
| R2 |
128-227 |
128-227 |
127-292 |
|
| R1 |
128-078 |
128-078 |
127-271 |
128-038 |
| PP |
127-317 |
127-317 |
127-317 |
127-296 |
| S1 |
127-168 |
127-168 |
127-229 |
127-128 |
| S2 |
127-087 |
127-087 |
127-208 |
|
| S3 |
126-177 |
126-258 |
127-187 |
|
| S4 |
125-267 |
126-028 |
127-124 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-287 |
132-218 |
128-254 |
|
| R3 |
132-017 |
130-268 |
128-092 |
|
| R2 |
130-067 |
130-067 |
128-038 |
|
| R1 |
128-318 |
128-318 |
127-304 |
128-218 |
| PP |
128-117 |
128-117 |
128-117 |
128-066 |
| S1 |
127-048 |
127-048 |
127-196 |
126-268 |
| S2 |
126-167 |
126-167 |
127-142 |
|
| S3 |
124-217 |
125-098 |
127-088 |
|
| S4 |
122-267 |
123-148 |
126-246 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-185 |
127-235 |
1-270 |
1.4% |
0-225 |
0.6% |
3% |
False |
True |
1,342,750 |
| 10 |
129-255 |
127-235 |
2-020 |
1.6% |
0-196 |
0.5% |
2% |
False |
True |
1,166,325 |
| 20 |
130-010 |
127-235 |
2-095 |
1.8% |
0-182 |
0.4% |
2% |
False |
True |
1,038,577 |
| 40 |
130-010 |
125-295 |
4-035 |
3.2% |
0-200 |
0.5% |
45% |
False |
False |
1,068,541 |
| 60 |
130-020 |
125-295 |
4-045 |
3.2% |
0-215 |
0.5% |
45% |
False |
False |
875,403 |
| 80 |
130-200 |
125-295 |
4-225 |
3.7% |
0-220 |
0.5% |
40% |
False |
False |
657,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-162 |
|
2.618 |
130-107 |
|
1.618 |
129-197 |
|
1.000 |
129-055 |
|
0.618 |
128-287 |
|
HIGH |
128-145 |
|
0.618 |
128-057 |
|
0.500 |
128-030 |
|
0.382 |
128-003 |
|
LOW |
127-235 |
|
0.618 |
127-093 |
|
1.000 |
127-005 |
|
1.618 |
126-183 |
|
2.618 |
125-273 |
|
4.250 |
124-218 |
|
|
| Fisher Pivots for day following 01-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-030 |
128-102 |
| PP |
127-317 |
128-045 |
| S1 |
127-283 |
127-308 |
|