ECBOT 10 Year T-Note Future September 2015
Trading Metrics calculated at close of trading on 11-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2015 |
11-May-2015 |
Change |
Change % |
Previous Week |
Open |
126-250 |
127-070 |
0-140 |
0.3% |
127-060 |
High |
127-190 |
127-110 |
-0-080 |
-0.2% |
127-190 |
Low |
126-220 |
126-020 |
-0-200 |
-0.5% |
125-280 |
Close |
127-070 |
126-060 |
-1-010 |
-0.8% |
127-070 |
Range |
0-290 |
1-090 |
0-120 |
41.4% |
1-230 |
ATR |
0-178 |
0-194 |
0-017 |
9.3% |
0-000 |
Volume |
19,921 |
10,484 |
-9,437 |
-47.4% |
61,585 |
|
Daily Pivots for day following 11-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-120 |
129-180 |
126-286 |
|
R3 |
129-030 |
128-090 |
126-173 |
|
R2 |
127-260 |
127-260 |
126-135 |
|
R1 |
127-000 |
127-000 |
126-098 |
126-245 |
PP |
126-170 |
126-170 |
126-170 |
126-132 |
S1 |
125-230 |
125-230 |
126-022 |
125-155 |
S2 |
125-080 |
125-080 |
125-305 |
|
S3 |
123-310 |
124-140 |
125-267 |
|
S4 |
122-220 |
123-050 |
125-154 |
|
|
Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-017 |
131-113 |
128-052 |
|
R3 |
130-107 |
129-203 |
127-221 |
|
R2 |
128-197 |
128-197 |
127-171 |
|
R1 |
127-293 |
127-293 |
127-120 |
128-085 |
PP |
126-287 |
126-287 |
126-287 |
127-022 |
S1 |
126-063 |
126-063 |
127-020 |
126-175 |
S2 |
125-057 |
125-057 |
126-289 |
|
S3 |
123-147 |
124-153 |
126-239 |
|
S4 |
121-237 |
122-243 |
126-088 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-252 |
2.618 |
130-223 |
1.618 |
129-133 |
1.000 |
128-200 |
0.618 |
128-043 |
HIGH |
127-110 |
0.618 |
126-273 |
0.500 |
126-225 |
0.382 |
126-177 |
LOW |
126-020 |
0.618 |
125-087 |
1.000 |
124-250 |
1.618 |
123-317 |
2.618 |
122-227 |
4.250 |
120-198 |
|
|
Fisher Pivots for day following 11-May-2015 |
Pivot |
1 day |
3 day |
R1 |
126-225 |
126-235 |
PP |
126-170 |
126-177 |
S1 |
126-115 |
126-118 |
|