ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 18-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2015 |
18-May-2015 |
Change |
Change % |
Previous Week |
| Open |
127-130 |
127-310 |
0-180 |
0.4% |
127-255 |
| High |
128-045 |
128-030 |
-0-015 |
0.0% |
128-045 |
| Low |
127-130 |
127-085 |
-0-045 |
-0.1% |
126-065 |
| Close |
128-010 |
127-120 |
-0-210 |
-0.5% |
128-010 |
| Range |
0-235 |
0-265 |
0-030 |
12.8% |
1-300 |
| ATR |
0-235 |
0-237 |
0-002 |
0.9% |
0-000 |
| Volume |
1,212,825 |
1,040,118 |
-172,707 |
-14.2% |
8,072,280 |
|
| Daily Pivots for day following 18-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-020 |
129-175 |
127-266 |
|
| R3 |
129-075 |
128-230 |
127-193 |
|
| R2 |
128-130 |
128-130 |
127-169 |
|
| R1 |
127-285 |
127-285 |
127-144 |
127-235 |
| PP |
127-185 |
127-185 |
127-185 |
127-160 |
| S1 |
127-020 |
127-020 |
127-096 |
126-290 |
| S2 |
126-240 |
126-240 |
127-071 |
|
| S3 |
125-295 |
126-075 |
127-047 |
|
| S4 |
125-030 |
125-130 |
126-294 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-087 |
132-188 |
129-031 |
|
| R3 |
131-107 |
130-208 |
128-180 |
|
| R2 |
129-127 |
129-127 |
128-124 |
|
| R1 |
128-228 |
128-228 |
128-067 |
129-018 |
| PP |
127-147 |
127-147 |
127-147 |
127-201 |
| S1 |
126-248 |
126-248 |
127-273 |
127-038 |
| S2 |
125-167 |
125-167 |
127-216 |
|
| S3 |
123-187 |
124-268 |
127-160 |
|
| S4 |
121-207 |
122-288 |
126-309 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-045 |
126-065 |
1-300 |
1.5% |
0-258 |
0.6% |
60% |
False |
False |
1,556,645 |
| 10 |
128-065 |
126-065 |
2-000 |
1.6% |
0-275 |
0.7% |
59% |
False |
False |
1,579,552 |
| 20 |
129-230 |
126-065 |
3-165 |
2.8% |
0-238 |
0.6% |
33% |
False |
False |
1,377,531 |
| 40 |
130-010 |
126-065 |
3-265 |
3.0% |
0-204 |
0.5% |
31% |
False |
False |
1,158,844 |
| 60 |
130-010 |
125-295 |
4-035 |
3.2% |
0-213 |
0.5% |
35% |
False |
False |
1,148,068 |
| 80 |
130-200 |
125-295 |
4-225 |
3.7% |
0-225 |
0.6% |
31% |
False |
False |
865,637 |
| 100 |
130-200 |
125-050 |
5-150 |
4.3% |
0-213 |
0.5% |
41% |
False |
False |
692,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-196 |
|
2.618 |
130-084 |
|
1.618 |
129-139 |
|
1.000 |
128-295 |
|
0.618 |
128-194 |
|
HIGH |
128-030 |
|
0.618 |
127-249 |
|
0.500 |
127-218 |
|
0.382 |
127-186 |
|
LOW |
127-085 |
|
0.618 |
126-241 |
|
1.000 |
126-140 |
|
1.618 |
125-296 |
|
2.618 |
125-031 |
|
4.250 |
123-239 |
|
|
| Fisher Pivots for day following 18-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-218 |
127-158 |
| PP |
127-185 |
127-145 |
| S1 |
127-152 |
127-132 |
|