ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 06-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2015 |
06-May-2015 |
Change |
Change % |
Previous Week |
| Open |
127-230 |
127-125 |
-0-105 |
-0.3% |
129-135 |
| High |
127-310 |
127-155 |
-0-155 |
-0.4% |
129-185 |
| Low |
127-080 |
126-290 |
-0-110 |
-0.3% |
127-235 |
| Close |
127-135 |
127-030 |
-0-105 |
-0.3% |
127-250 |
| Range |
0-230 |
0-185 |
-0-045 |
-19.6% |
1-270 |
| ATR |
0-199 |
0-198 |
-0-001 |
-0.5% |
0-000 |
| Volume |
1,502,848 |
1,614,071 |
111,223 |
7.4% |
6,713,750 |
|
| Daily Pivots for day following 06-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-287 |
128-183 |
127-132 |
|
| R3 |
128-102 |
127-318 |
127-081 |
|
| R2 |
127-237 |
127-237 |
127-064 |
|
| R1 |
127-133 |
127-133 |
127-047 |
127-092 |
| PP |
127-052 |
127-052 |
127-052 |
127-031 |
| S1 |
126-268 |
126-268 |
127-013 |
126-228 |
| S2 |
126-187 |
126-187 |
126-316 |
|
| S3 |
126-002 |
126-083 |
126-299 |
|
| S4 |
125-137 |
125-218 |
126-248 |
|
|
| 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 |
128-205 |
126-290 |
1-235 |
1.4% |
0-213 |
0.5% |
11% |
False |
True |
1,372,369 |
| 10 |
129-185 |
126-290 |
2-215 |
2.1% |
0-202 |
0.5% |
7% |
False |
True |
1,298,891 |
| 20 |
129-310 |
126-290 |
3-020 |
2.4% |
0-186 |
0.5% |
6% |
False |
True |
1,127,272 |
| 40 |
130-010 |
126-200 |
3-130 |
2.7% |
0-191 |
0.5% |
14% |
False |
False |
1,066,617 |
| 60 |
130-010 |
125-295 |
4-035 |
3.2% |
0-208 |
0.5% |
29% |
False |
False |
941,443 |
| 80 |
130-200 |
125-295 |
4-225 |
3.7% |
0-222 |
0.5% |
25% |
False |
False |
707,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-301 |
|
2.618 |
128-319 |
|
1.618 |
128-134 |
|
1.000 |
128-020 |
|
0.618 |
127-269 |
|
HIGH |
127-155 |
|
0.618 |
127-084 |
|
0.500 |
127-062 |
|
0.382 |
127-041 |
|
LOW |
126-290 |
|
0.618 |
126-176 |
|
1.000 |
126-105 |
|
1.618 |
125-311 |
|
2.618 |
125-126 |
|
4.250 |
124-144 |
|
|
| Fisher Pivots for day following 06-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-062 |
127-158 |
| PP |
127-052 |
127-115 |
| S1 |
127-041 |
127-072 |
|