ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 15-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2015 |
15-May-2015 |
Change |
Change % |
Previous Week |
| Open |
126-050 |
126-220 |
0-170 |
0.4% |
127-070 |
| High |
126-230 |
127-150 |
0-240 |
0.6% |
127-150 |
| Low |
126-020 |
126-220 |
0-200 |
0.5% |
125-130 |
| Close |
126-200 |
127-120 |
0-240 |
0.6% |
127-120 |
| Range |
0-210 |
0-250 |
0-040 |
19.0% |
2-020 |
| ATR |
0-209 |
0-213 |
0-004 |
2.1% |
0-000 |
| Volume |
22,330 |
16,331 |
-5,999 |
-26.9% |
97,564 |
|
| Daily Pivots for day following 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-167 |
129-073 |
127-258 |
|
| R3 |
128-237 |
128-143 |
127-189 |
|
| R2 |
127-307 |
127-307 |
127-166 |
|
| R1 |
127-213 |
127-213 |
127-143 |
127-260 |
| PP |
127-057 |
127-057 |
127-057 |
127-080 |
| S1 |
126-283 |
126-283 |
127-097 |
127-010 |
| S2 |
126-127 |
126-127 |
127-074 |
|
| S3 |
125-197 |
126-033 |
127-051 |
|
| S4 |
124-267 |
125-103 |
126-302 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-300 |
132-070 |
128-163 |
|
| R3 |
130-280 |
130-050 |
127-302 |
|
| R2 |
128-260 |
128-260 |
127-241 |
|
| R1 |
128-030 |
128-030 |
127-180 |
128-145 |
| PP |
126-240 |
126-240 |
126-240 |
126-298 |
| S1 |
126-010 |
126-010 |
127-060 |
126-125 |
| S2 |
124-220 |
124-220 |
126-319 |
|
| S3 |
122-200 |
123-310 |
126-258 |
|
| S4 |
120-180 |
121-290 |
126-077 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-252 |
|
2.618 |
129-164 |
|
1.618 |
128-234 |
|
1.000 |
128-080 |
|
0.618 |
127-304 |
|
HIGH |
127-150 |
|
0.618 |
127-054 |
|
0.500 |
127-025 |
|
0.382 |
126-316 |
|
LOW |
126-220 |
|
0.618 |
126-066 |
|
1.000 |
125-290 |
|
1.618 |
125-136 |
|
2.618 |
124-206 |
|
4.250 |
123-118 |
|
|
| Fisher Pivots for day following 15-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-088 |
127-055 |
| PP |
127-057 |
126-310 |
| S1 |
127-025 |
126-245 |
|