ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 19-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2015 |
19-May-2015 |
Change |
Change % |
Previous Week |
| Open |
127-310 |
127-095 |
-0-215 |
-0.5% |
127-255 |
| High |
128-030 |
127-245 |
-0-105 |
-0.3% |
128-045 |
| Low |
127-085 |
126-250 |
-0-155 |
-0.4% |
126-065 |
| Close |
127-120 |
127-010 |
-0-110 |
-0.3% |
128-010 |
| Range |
0-265 |
0-315 |
0-050 |
18.9% |
1-300 |
| ATR |
0-237 |
0-242 |
0-006 |
2.4% |
0-000 |
| Volume |
1,040,118 |
1,691,402 |
651,284 |
62.6% |
8,072,280 |
|
| Daily Pivots for day following 19-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-047 |
129-183 |
127-183 |
|
| R3 |
129-052 |
128-188 |
127-097 |
|
| R2 |
128-057 |
128-057 |
127-068 |
|
| R1 |
127-193 |
127-193 |
127-039 |
127-128 |
| PP |
127-062 |
127-062 |
127-062 |
127-029 |
| S1 |
126-198 |
126-198 |
126-301 |
126-132 |
| S2 |
126-067 |
126-067 |
126-272 |
|
| S3 |
125-072 |
125-203 |
126-243 |
|
| S4 |
124-077 |
124-208 |
126-157 |
|
|
| 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 |
126-250 |
1-115 |
1.1% |
0-256 |
0.6% |
18% |
False |
True |
1,474,980 |
| 10 |
128-065 |
126-065 |
2-000 |
1.6% |
0-284 |
0.7% |
41% |
False |
False |
1,598,407 |
| 20 |
129-185 |
126-065 |
3-120 |
2.7% |
0-247 |
0.6% |
25% |
False |
False |
1,426,725 |
| 40 |
130-010 |
126-065 |
3-265 |
3.0% |
0-209 |
0.5% |
22% |
False |
False |
1,182,495 |
| 60 |
130-010 |
125-295 |
4-035 |
3.2% |
0-215 |
0.5% |
27% |
False |
False |
1,173,501 |
| 80 |
130-200 |
125-295 |
4-225 |
3.7% |
0-226 |
0.6% |
24% |
False |
False |
886,771 |
| 100 |
130-200 |
125-050 |
5-150 |
4.3% |
0-216 |
0.5% |
34% |
False |
False |
709,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-304 |
|
2.618 |
130-110 |
|
1.618 |
129-115 |
|
1.000 |
128-240 |
|
0.618 |
128-120 |
|
HIGH |
127-245 |
|
0.618 |
127-125 |
|
0.500 |
127-088 |
|
0.382 |
127-050 |
|
LOW |
126-250 |
|
0.618 |
126-055 |
|
1.000 |
125-255 |
|
1.618 |
125-060 |
|
2.618 |
124-065 |
|
4.250 |
122-191 |
|
|
| Fisher Pivots for day following 19-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-088 |
127-148 |
| PP |
127-062 |
127-102 |
| S1 |
127-036 |
127-056 |
|