ECBOT 10 Year T-Note Future September 2015
Trading Metrics calculated at close of trading on 19-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2015 |
19-May-2015 |
Change |
Change % |
Previous Week |
Open |
127-110 |
126-210 |
-0-220 |
-0.5% |
127-070 |
High |
127-130 |
127-020 |
-0-110 |
-0.3% |
127-150 |
Low |
126-180 |
126-020 |
-0-160 |
-0.4% |
125-130 |
Close |
126-220 |
126-100 |
-0-120 |
-0.3% |
127-120 |
Range |
0-270 |
1-000 |
0-050 |
18.5% |
2-020 |
ATR |
0-217 |
0-225 |
0-007 |
3.4% |
0-000 |
Volume |
31,823 |
33,775 |
1,952 |
6.1% |
97,564 |
|
Daily Pivots for day following 19-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-153 |
128-287 |
126-276 |
|
R3 |
128-153 |
127-287 |
126-188 |
|
R2 |
127-153 |
127-153 |
126-159 |
|
R1 |
126-287 |
126-287 |
126-129 |
126-220 |
PP |
126-153 |
126-153 |
126-153 |
126-120 |
S1 |
125-287 |
125-287 |
126-071 |
125-220 |
S2 |
125-153 |
125-153 |
126-041 |
|
S3 |
124-153 |
124-287 |
126-012 |
|
S4 |
123-153 |
123-287 |
125-244 |
|
|
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 |
131-100 |
2.618 |
129-218 |
1.618 |
128-218 |
1.000 |
128-020 |
0.618 |
127-218 |
HIGH |
127-020 |
0.618 |
126-218 |
0.500 |
126-180 |
0.382 |
126-142 |
LOW |
126-020 |
0.618 |
125-142 |
1.000 |
125-020 |
1.618 |
124-142 |
2.618 |
123-142 |
4.250 |
121-260 |
|
|
Fisher Pivots for day following 19-May-2015 |
Pivot |
1 day |
3 day |
R1 |
126-180 |
126-245 |
PP |
126-153 |
126-197 |
S1 |
126-127 |
126-148 |
|