ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 05-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2015 |
05-May-2015 |
Change |
Change % |
Previous Week |
| Open |
127-280 |
127-230 |
-0-050 |
-0.1% |
129-135 |
| High |
128-025 |
127-310 |
-0-035 |
-0.1% |
129-185 |
| Low |
127-190 |
127-080 |
-0-110 |
-0.3% |
127-235 |
| Close |
127-245 |
127-135 |
-0-110 |
-0.3% |
127-250 |
| Range |
0-155 |
0-230 |
0-075 |
48.4% |
1-270 |
| ATR |
0-196 |
0-199 |
0-002 |
1.2% |
0-000 |
| Volume |
880,995 |
1,502,848 |
621,853 |
70.6% |
6,713,750 |
|
| Daily Pivots for day following 05-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-225 |
129-090 |
127-262 |
|
| R3 |
128-315 |
128-180 |
127-198 |
|
| R2 |
128-085 |
128-085 |
127-177 |
|
| R1 |
127-270 |
127-270 |
127-156 |
127-222 |
| PP |
127-175 |
127-175 |
127-175 |
127-151 |
| S1 |
127-040 |
127-040 |
127-114 |
126-312 |
| S2 |
126-265 |
126-265 |
127-093 |
|
| S3 |
126-035 |
126-130 |
127-072 |
|
| S4 |
125-125 |
125-220 |
127-008 |
|
|
| 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 |
128-290 |
127-080 |
1-210 |
1.3% |
0-228 |
0.6% |
10% |
False |
True |
1,454,898 |
| 10 |
129-185 |
127-080 |
2-105 |
1.8% |
0-210 |
0.5% |
7% |
False |
True |
1,255,043 |
| 20 |
129-310 |
127-080 |
2-230 |
2.1% |
0-184 |
0.5% |
6% |
False |
True |
1,091,580 |
| 40 |
130-010 |
126-090 |
3-240 |
2.9% |
0-193 |
0.5% |
30% |
False |
False |
1,059,974 |
| 60 |
130-010 |
125-295 |
4-035 |
3.2% |
0-209 |
0.5% |
37% |
False |
False |
914,746 |
| 80 |
130-200 |
125-295 |
4-225 |
3.7% |
0-221 |
0.5% |
32% |
False |
False |
687,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-008 |
|
2.618 |
129-272 |
|
1.618 |
129-042 |
|
1.000 |
128-220 |
|
0.618 |
128-132 |
|
HIGH |
127-310 |
|
0.618 |
127-222 |
|
0.500 |
127-195 |
|
0.382 |
127-168 |
|
LOW |
127-080 |
|
0.618 |
126-258 |
|
1.000 |
126-170 |
|
1.618 |
126-028 |
|
2.618 |
125-118 |
|
4.250 |
124-062 |
|
|
| Fisher Pivots for day following 05-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-195 |
127-272 |
| PP |
127-175 |
127-227 |
| S1 |
127-155 |
127-181 |
|