ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 28-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2015 |
28-May-2015 |
Change |
Change % |
Previous Week |
| Open |
127-285 |
127-290 |
0-005 |
0.0% |
127-310 |
| High |
127-305 |
128-035 |
0-050 |
0.1% |
128-030 |
| Low |
127-185 |
127-260 |
0-075 |
0.2% |
126-250 |
| Close |
127-285 |
128-010 |
0-045 |
0.1% |
127-090 |
| Range |
0-120 |
0-095 |
-0-025 |
-20.8% |
1-100 |
| ATR |
0-226 |
0-216 |
-0-009 |
-4.1% |
0-000 |
| Volume |
2,737,708 |
1,868,428 |
-869,280 |
-31.8% |
6,617,844 |
|
| Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-280 |
128-240 |
128-062 |
|
| R3 |
128-185 |
128-145 |
128-036 |
|
| R2 |
128-090 |
128-090 |
128-027 |
|
| R1 |
128-050 |
128-050 |
128-019 |
128-070 |
| PP |
127-315 |
127-315 |
127-315 |
128-005 |
| S1 |
127-275 |
127-275 |
128-001 |
127-295 |
| S2 |
127-220 |
127-220 |
127-313 |
|
| S3 |
127-125 |
127-180 |
127-304 |
|
| S4 |
127-030 |
127-085 |
127-278 |
|
|
| 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 |
128-035 |
127-040 |
0-315 |
0.8% |
0-169 |
0.4% |
92% |
True |
False |
1,939,791 |
| 10 |
128-045 |
126-250 |
1-115 |
1.1% |
0-206 |
0.5% |
92% |
False |
False |
1,640,026 |
| 20 |
128-205 |
126-065 |
2-140 |
1.9% |
0-237 |
0.6% |
75% |
False |
False |
1,610,132 |
| 40 |
130-010 |
126-065 |
3-265 |
3.0% |
0-208 |
0.5% |
48% |
False |
False |
1,302,400 |
| 60 |
130-010 |
125-295 |
4-035 |
3.2% |
0-209 |
0.5% |
51% |
False |
False |
1,235,038 |
| 80 |
130-140 |
125-295 |
4-165 |
3.5% |
0-222 |
0.5% |
47% |
False |
False |
1,023,409 |
| 100 |
130-200 |
125-295 |
4-225 |
3.7% |
0-222 |
0.5% |
45% |
False |
False |
819,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-119 |
|
2.618 |
128-284 |
|
1.618 |
128-189 |
|
1.000 |
128-130 |
|
0.618 |
128-094 |
|
HIGH |
128-035 |
|
0.618 |
127-319 |
|
0.500 |
127-308 |
|
0.382 |
127-296 |
|
LOW |
127-260 |
|
0.618 |
127-201 |
|
1.000 |
127-165 |
|
1.618 |
127-106 |
|
2.618 |
127-011 |
|
4.250 |
126-176 |
|
|
| Fisher Pivots for day following 28-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-002 |
127-297 |
| PP |
127-315 |
127-263 |
| S1 |
127-308 |
127-230 |
|