ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 21-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2015 |
21-May-2015 |
Change |
Change % |
Previous Week |
| Open |
126-280 |
127-085 |
0-125 |
0.3% |
127-255 |
| High |
127-140 |
127-235 |
0-095 |
0.2% |
128-045 |
| Low |
126-275 |
127-055 |
0-100 |
0.2% |
126-065 |
| Close |
127-085 |
127-230 |
0-145 |
0.4% |
128-010 |
| Range |
0-185 |
0-180 |
-0-005 |
-2.7% |
1-300 |
| ATR |
0-238 |
0-234 |
-0-004 |
-1.7% |
0-000 |
| Volume |
1,271,848 |
1,331,658 |
59,810 |
4.7% |
8,072,280 |
|
| Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-073 |
129-012 |
128-009 |
|
| R3 |
128-213 |
128-152 |
127-280 |
|
| R2 |
128-033 |
128-033 |
127-263 |
|
| R1 |
127-292 |
127-292 |
127-246 |
128-002 |
| PP |
127-173 |
127-173 |
127-173 |
127-189 |
| S1 |
127-112 |
127-112 |
127-214 |
127-142 |
| S2 |
126-313 |
126-313 |
127-197 |
|
| S3 |
126-133 |
126-252 |
127-180 |
|
| S4 |
125-273 |
126-072 |
127-131 |
|
|
| 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% |
0-236 |
0.6% |
69% |
False |
False |
1,309,570 |
| 10 |
128-065 |
126-065 |
2-000 |
1.6% |
0-266 |
0.7% |
76% |
False |
False |
1,508,541 |
| 20 |
129-185 |
126-065 |
3-120 |
2.6% |
0-244 |
0.6% |
45% |
False |
False |
1,437,546 |
| 40 |
130-010 |
126-065 |
3-265 |
3.0% |
0-209 |
0.5% |
40% |
False |
False |
1,197,975 |
| 60 |
130-010 |
125-295 |
4-035 |
3.2% |
0-212 |
0.5% |
44% |
False |
False |
1,179,707 |
| 80 |
130-200 |
125-295 |
4-225 |
3.7% |
0-226 |
0.6% |
38% |
False |
False |
919,259 |
| 100 |
130-200 |
125-200 |
5-000 |
3.9% |
0-220 |
0.5% |
42% |
False |
False |
735,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-040 |
|
2.618 |
129-066 |
|
1.618 |
128-206 |
|
1.000 |
128-095 |
|
0.618 |
128-026 |
|
HIGH |
127-235 |
|
0.618 |
127-166 |
|
0.500 |
127-145 |
|
0.382 |
127-124 |
|
LOW |
127-055 |
|
0.618 |
126-264 |
|
1.000 |
126-195 |
|
1.618 |
126-084 |
|
2.618 |
125-224 |
|
4.250 |
124-250 |
|
|
| Fisher Pivots for day following 21-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-202 |
127-182 |
| PP |
127-173 |
127-135 |
| S1 |
127-145 |
127-088 |
|