ECBOT 10 Year T-Note Future September 2015
Trading Metrics calculated at close of trading on 26-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2015 |
26-May-2015 |
Change |
Change % |
Previous Week |
Open |
127-010 |
126-255 |
-0-075 |
-0.2% |
127-110 |
High |
127-080 |
127-110 |
0-030 |
0.1% |
127-130 |
Low |
126-140 |
126-210 |
0-070 |
0.2% |
126-020 |
Close |
126-190 |
127-090 |
0-220 |
0.5% |
126-190 |
Range |
0-260 |
0-220 |
-0-040 |
-15.4% |
1-110 |
ATR |
0-222 |
0-223 |
0-001 |
0.6% |
0-000 |
Volume |
331,880 |
1,415,116 |
1,083,236 |
326.4% |
570,131 |
|
Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-050 |
128-290 |
127-211 |
|
R3 |
128-150 |
128-070 |
127-150 |
|
R2 |
127-250 |
127-250 |
127-130 |
|
R1 |
127-170 |
127-170 |
127-110 |
127-210 |
PP |
127-030 |
127-030 |
127-030 |
127-050 |
S1 |
126-270 |
126-270 |
127-070 |
126-310 |
S2 |
126-130 |
126-130 |
127-050 |
|
S3 |
125-230 |
126-050 |
127-030 |
|
S4 |
125-010 |
125-150 |
126-289 |
|
|
Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-230 |
130-000 |
127-106 |
|
R3 |
129-120 |
128-210 |
126-308 |
|
R2 |
128-010 |
128-010 |
126-269 |
|
R1 |
127-100 |
127-100 |
126-229 |
127-000 |
PP |
126-220 |
126-220 |
126-220 |
126-170 |
S1 |
125-310 |
125-310 |
126-151 |
125-210 |
S2 |
125-110 |
125-110 |
126-111 |
|
S3 |
124-000 |
124-200 |
126-072 |
|
S4 |
122-210 |
123-090 |
125-274 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-085 |
2.618 |
129-046 |
1.618 |
128-146 |
1.000 |
128-010 |
0.618 |
127-246 |
HIGH |
127-110 |
0.618 |
127-026 |
0.500 |
127-000 |
0.382 |
126-294 |
LOW |
126-210 |
0.618 |
126-074 |
1.000 |
125-310 |
1.618 |
125-174 |
2.618 |
124-274 |
4.250 |
123-235 |
|
|
Fisher Pivots for day following 26-May-2015 |
Pivot |
1 day |
3 day |
R1 |
127-060 |
127-048 |
PP |
127-030 |
127-007 |
S1 |
127-000 |
126-285 |
|