ECBOT 10 Year T-Note Future September 2015
Trading Metrics calculated at close of trading on 20-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2015 |
20-May-2015 |
Change |
Change % |
Previous Week |
Open |
126-210 |
126-060 |
-0-150 |
-0.4% |
127-070 |
High |
127-020 |
126-230 |
-0-110 |
-0.3% |
127-150 |
Low |
126-020 |
126-050 |
0-030 |
0.1% |
125-130 |
Close |
126-100 |
126-180 |
0-080 |
0.2% |
127-120 |
Range |
1-000 |
0-180 |
-0-140 |
-43.8% |
2-020 |
ATR |
0-225 |
0-221 |
-0-003 |
-1.4% |
0-000 |
Volume |
33,775 |
81,763 |
47,988 |
142.1% |
97,564 |
|
Daily Pivots for day following 20-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-053 |
127-297 |
126-279 |
|
R3 |
127-193 |
127-117 |
126-230 |
|
R2 |
127-013 |
127-013 |
126-213 |
|
R1 |
126-257 |
126-257 |
126-196 |
126-295 |
PP |
126-153 |
126-153 |
126-153 |
126-172 |
S1 |
126-077 |
126-077 |
126-164 |
126-115 |
S2 |
125-293 |
125-293 |
126-147 |
|
S3 |
125-113 |
125-217 |
126-130 |
|
S4 |
124-253 |
125-037 |
126-081 |
|
|
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 |
129-035 |
2.618 |
128-061 |
1.618 |
127-201 |
1.000 |
127-090 |
0.618 |
127-021 |
HIGH |
126-230 |
0.618 |
126-161 |
0.500 |
126-140 |
0.382 |
126-119 |
LOW |
126-050 |
0.618 |
125-259 |
1.000 |
125-190 |
1.618 |
125-079 |
2.618 |
124-219 |
4.250 |
123-245 |
|
|
Fisher Pivots for day following 20-May-2015 |
Pivot |
1 day |
3 day |
R1 |
126-167 |
126-235 |
PP |
126-153 |
126-217 |
S1 |
126-140 |
126-198 |
|