ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 27-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2015 |
27-May-2015 |
Change |
Change % |
Previous Week |
| Open |
127-170 |
127-285 |
0-115 |
0.3% |
127-310 |
| High |
127-305 |
127-305 |
0-000 |
0.0% |
128-030 |
| Low |
127-105 |
127-185 |
0-080 |
0.2% |
126-250 |
| Close |
127-290 |
127-285 |
-0-005 |
0.0% |
127-090 |
| Range |
0-200 |
0-120 |
-0-080 |
-40.0% |
1-100 |
| ATR |
0-234 |
0-226 |
-0-008 |
-3.5% |
0-000 |
| Volume |
2,478,344 |
2,737,708 |
259,364 |
10.5% |
6,617,844 |
|
| Daily Pivots for day following 27-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-298 |
128-252 |
128-031 |
|
| R3 |
128-178 |
128-132 |
127-318 |
|
| R2 |
128-058 |
128-058 |
127-307 |
|
| R1 |
128-012 |
128-012 |
127-296 |
128-025 |
| PP |
127-258 |
127-258 |
127-258 |
127-265 |
| S1 |
127-212 |
127-212 |
127-274 |
127-225 |
| S2 |
127-138 |
127-138 |
127-263 |
|
| S3 |
127-018 |
127-092 |
127-252 |
|
| S4 |
126-218 |
126-292 |
127-219 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-103 |
130-197 |
128-001 |
|
| R3 |
130-003 |
129-097 |
127-206 |
|
| R2 |
128-223 |
128-223 |
127-167 |
|
| R1 |
127-317 |
127-317 |
127-128 |
127-220 |
| PP |
127-123 |
127-123 |
127-123 |
127-075 |
| S1 |
126-217 |
126-217 |
127-052 |
126-120 |
| S2 |
126-023 |
126-023 |
127-013 |
|
| S3 |
124-243 |
125-117 |
126-294 |
|
| S4 |
123-143 |
124-017 |
126-179 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-305 |
126-275 |
1-030 |
0.9% |
0-187 |
0.5% |
94% |
True |
False |
1,820,475 |
| 10 |
128-045 |
126-250 |
1-115 |
1.1% |
0-222 |
0.5% |
82% |
False |
False |
1,647,727 |
| 20 |
128-290 |
126-065 |
2-225 |
2.1% |
0-246 |
0.6% |
62% |
False |
False |
1,618,047 |
| 40 |
130-010 |
126-065 |
3-265 |
3.0% |
0-210 |
0.5% |
44% |
False |
False |
1,282,828 |
| 60 |
130-010 |
125-295 |
4-035 |
3.2% |
0-210 |
0.5% |
48% |
False |
False |
1,223,583 |
| 80 |
130-190 |
125-295 |
4-215 |
3.7% |
0-223 |
0.5% |
42% |
False |
False |
1,000,141 |
| 100 |
130-200 |
125-230 |
4-290 |
3.8% |
0-224 |
0.5% |
44% |
False |
False |
800,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-175 |
|
2.618 |
128-299 |
|
1.618 |
128-179 |
|
1.000 |
128-105 |
|
0.618 |
128-059 |
|
HIGH |
127-305 |
|
0.618 |
127-259 |
|
0.500 |
127-245 |
|
0.382 |
127-231 |
|
LOW |
127-185 |
|
0.618 |
127-111 |
|
1.000 |
127-065 |
|
1.618 |
126-311 |
|
2.618 |
126-191 |
|
4.250 |
125-315 |
|
|
| Fisher Pivots for day following 27-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-272 |
127-248 |
| PP |
127-258 |
127-210 |
| S1 |
127-245 |
127-172 |
|