ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 18-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2015 |
18-May-2015 |
Change |
Change % |
Previous Week |
| Open |
126-220 |
127-110 |
0-210 |
0.5% |
127-070 |
| High |
127-150 |
127-130 |
-0-020 |
0.0% |
127-150 |
| Low |
126-220 |
126-180 |
-0-040 |
-0.1% |
125-130 |
| Close |
127-120 |
126-220 |
-0-220 |
-0.5% |
127-120 |
| Range |
0-250 |
0-270 |
0-020 |
8.0% |
2-020 |
| ATR |
0-213 |
0-217 |
0-004 |
1.9% |
0-000 |
| Volume |
16,331 |
31,823 |
15,492 |
94.9% |
97,564 |
|
| Daily Pivots for day following 18-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-133 |
128-287 |
127-048 |
|
| R3 |
128-183 |
128-017 |
126-294 |
|
| R2 |
127-233 |
127-233 |
126-270 |
|
| R1 |
127-067 |
127-067 |
126-245 |
127-015 |
| PP |
126-283 |
126-283 |
126-283 |
126-258 |
| S1 |
126-117 |
126-117 |
126-195 |
126-065 |
| S2 |
126-013 |
126-013 |
126-170 |
|
| S3 |
125-063 |
125-167 |
126-146 |
|
| S4 |
124-113 |
124-217 |
126-072 |
|
|
| 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 |
130-318 |
|
2.618 |
129-197 |
|
1.618 |
128-247 |
|
1.000 |
128-080 |
|
0.618 |
127-297 |
|
HIGH |
127-130 |
|
0.618 |
127-027 |
|
0.500 |
126-315 |
|
0.382 |
126-283 |
|
LOW |
126-180 |
|
0.618 |
126-013 |
|
1.000 |
125-230 |
|
1.618 |
125-063 |
|
2.618 |
124-113 |
|
4.250 |
122-312 |
|
|
| Fisher Pivots for day following 18-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-315 |
126-245 |
| PP |
126-283 |
126-237 |
| S1 |
126-252 |
126-228 |
|