ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 12-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2015 |
12-May-2015 |
Change |
Change % |
Previous Week |
| Open |
127-255 |
126-260 |
-0-315 |
-0.8% |
127-280 |
| High |
128-000 |
127-070 |
-0-250 |
-0.6% |
128-065 |
| Low |
126-255 |
126-065 |
-0-190 |
-0.5% |
126-135 |
| Close |
126-285 |
127-015 |
0-050 |
0.1% |
127-265 |
| Range |
1-065 |
1-005 |
-0-060 |
-15.6% |
1-250 |
| ATR |
0-228 |
0-235 |
0-007 |
3.0% |
0-000 |
| Volume |
1,329,172 |
2,099,725 |
770,553 |
58.0% |
7,564,120 |
|
| Daily Pivots for day following 12-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-278 |
129-152 |
127-194 |
|
| R3 |
128-273 |
128-147 |
127-104 |
|
| R2 |
127-268 |
127-268 |
127-075 |
|
| R1 |
127-142 |
127-142 |
127-045 |
127-205 |
| PP |
126-263 |
126-263 |
126-263 |
126-295 |
| S1 |
126-137 |
126-137 |
126-305 |
126-200 |
| S2 |
125-258 |
125-258 |
126-275 |
|
| S3 |
124-253 |
125-132 |
126-246 |
|
| S4 |
123-248 |
124-127 |
126-156 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-265 |
132-035 |
128-258 |
|
| R3 |
131-015 |
130-105 |
128-102 |
|
| R2 |
129-085 |
129-085 |
128-050 |
|
| R1 |
128-175 |
128-175 |
127-317 |
128-005 |
| PP |
127-155 |
127-155 |
127-155 |
127-070 |
| S1 |
126-245 |
126-245 |
127-213 |
126-075 |
| S2 |
125-225 |
125-225 |
127-160 |
|
| S3 |
123-295 |
124-315 |
127-108 |
|
| S4 |
122-045 |
123-065 |
126-272 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-065 |
126-065 |
2-000 |
1.6% |
0-311 |
0.8% |
42% |
False |
True |
1,721,834 |
| 10 |
128-290 |
126-065 |
2-225 |
2.1% |
0-270 |
0.7% |
31% |
False |
True |
1,588,366 |
| 20 |
129-310 |
126-065 |
3-245 |
3.0% |
0-218 |
0.5% |
22% |
False |
True |
1,288,246 |
| 40 |
130-010 |
126-065 |
3-265 |
3.0% |
0-206 |
0.5% |
22% |
False |
True |
1,125,116 |
| 60 |
130-010 |
125-295 |
4-035 |
3.2% |
0-219 |
0.5% |
27% |
False |
False |
1,057,149 |
| 80 |
130-200 |
125-295 |
4-225 |
3.7% |
0-226 |
0.6% |
24% |
False |
False |
794,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-171 |
|
2.618 |
129-281 |
|
1.618 |
128-276 |
|
1.000 |
128-075 |
|
0.618 |
127-271 |
|
HIGH |
127-070 |
|
0.618 |
126-266 |
|
0.500 |
126-228 |
|
0.382 |
126-189 |
|
LOW |
126-065 |
|
0.618 |
125-184 |
|
1.000 |
125-060 |
|
1.618 |
124-179 |
|
2.618 |
123-174 |
|
4.250 |
121-284 |
|
|
| Fisher Pivots for day following 12-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-299 |
127-065 |
| PP |
126-263 |
127-048 |
| S1 |
126-228 |
127-032 |
|