ECBOT 10 Year T-Note Future September 2015
Trading Metrics calculated at close of trading on 06-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2015 |
06-May-2015 |
Change |
Change % |
Previous Week |
Open |
127-010 |
126-220 |
-0-110 |
-0.3% |
129-020 |
High |
127-110 |
126-270 |
-0-160 |
-0.4% |
129-050 |
Low |
126-200 |
126-080 |
-0-120 |
-0.3% |
127-060 |
Close |
126-260 |
126-130 |
-0-130 |
-0.3% |
127-070 |
Range |
0-230 |
0-190 |
-0-040 |
-17.4% |
1-310 |
ATR |
0-156 |
0-158 |
0-002 |
1.6% |
0-000 |
Volume |
3,647 |
24,093 |
20,446 |
560.6% |
46,001 |
|
Daily Pivots for day following 06-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-090 |
127-300 |
126-234 |
|
R3 |
127-220 |
127-110 |
126-182 |
|
R2 |
127-030 |
127-030 |
126-165 |
|
R1 |
126-240 |
126-240 |
126-147 |
126-200 |
PP |
126-160 |
126-160 |
126-160 |
126-140 |
S1 |
126-050 |
126-050 |
126-113 |
126-010 |
S2 |
125-290 |
125-290 |
126-095 |
|
S3 |
125-100 |
125-180 |
126-078 |
|
S4 |
124-230 |
124-310 |
126-026 |
|
|
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 |
129-118 |
2.618 |
128-127 |
1.618 |
127-257 |
1.000 |
127-140 |
0.618 |
127-067 |
HIGH |
126-270 |
0.618 |
126-197 |
0.500 |
126-175 |
0.382 |
126-153 |
LOW |
126-080 |
0.618 |
125-283 |
1.000 |
125-210 |
1.618 |
125-093 |
2.618 |
124-223 |
4.250 |
123-232 |
|
|
Fisher Pivots for day following 06-May-2015 |
Pivot |
1 day |
3 day |
R1 |
126-175 |
126-280 |
PP |
126-160 |
126-230 |
S1 |
126-145 |
126-180 |
|