ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 05-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2015 |
05-May-2015 |
Change |
Change % |
Previous Week |
| Open |
127-060 |
127-010 |
-0-050 |
-0.1% |
129-020 |
| High |
127-160 |
127-110 |
-0-050 |
-0.1% |
129-050 |
| Low |
127-020 |
126-200 |
-0-140 |
-0.3% |
127-060 |
| Close |
127-060 |
126-260 |
-0-120 |
-0.3% |
127-070 |
| Range |
0-140 |
0-230 |
0-090 |
64.3% |
1-310 |
| ATR |
0-150 |
0-156 |
0-006 |
3.8% |
0-000 |
| Volume |
4,103 |
3,647 |
-456 |
-11.1% |
46,001 |
|
| Daily Pivots for day following 05-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-027 |
128-213 |
127-066 |
|
| R3 |
128-117 |
127-303 |
127-003 |
|
| R2 |
127-207 |
127-207 |
126-302 |
|
| R1 |
127-073 |
127-073 |
126-281 |
127-025 |
| PP |
126-297 |
126-297 |
126-297 |
126-272 |
| S1 |
126-163 |
126-163 |
126-239 |
126-115 |
| S2 |
126-067 |
126-067 |
126-218 |
|
| S3 |
125-157 |
125-253 |
126-197 |
|
| S4 |
124-247 |
125-023 |
126-134 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-243 |
132-147 |
128-096 |
|
| R3 |
131-253 |
130-157 |
127-243 |
|
| R2 |
129-263 |
129-263 |
127-186 |
|
| R1 |
128-167 |
128-167 |
127-128 |
128-060 |
| PP |
127-273 |
127-273 |
127-273 |
127-220 |
| S1 |
126-177 |
126-177 |
127-012 |
126-070 |
| S2 |
125-283 |
125-283 |
126-274 |
|
| S3 |
123-293 |
124-187 |
126-217 |
|
| S4 |
121-303 |
122-197 |
126-044 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-128 |
|
2.618 |
129-072 |
|
1.618 |
128-162 |
|
1.000 |
128-020 |
|
0.618 |
127-252 |
|
HIGH |
127-110 |
|
0.618 |
127-022 |
|
0.500 |
126-315 |
|
0.382 |
126-288 |
|
LOW |
126-200 |
|
0.618 |
126-058 |
|
1.000 |
125-290 |
|
1.618 |
125-148 |
|
2.618 |
124-238 |
|
4.250 |
123-182 |
|
|
| Fisher Pivots for day following 05-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-315 |
127-070 |
| PP |
126-297 |
127-027 |
| S1 |
126-278 |
126-303 |
|