ECBOT 10 Year T-Note Future September 2015
Trading Metrics calculated at close of trading on 27-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2015 |
27-May-2015 |
Change |
Change % |
Previous Week |
Open |
126-255 |
127-085 |
0-150 |
0.4% |
127-110 |
High |
127-110 |
127-110 |
0-000 |
0.0% |
127-130 |
Low |
126-210 |
126-305 |
0-095 |
0.2% |
126-020 |
Close |
127-090 |
127-085 |
-0-005 |
0.0% |
126-190 |
Range |
0-220 |
0-125 |
-0-095 |
-43.2% |
1-110 |
ATR |
0-223 |
0-216 |
-0-007 |
-3.1% |
0-000 |
Volume |
1,415,116 |
2,076,585 |
661,469 |
46.7% |
570,131 |
|
Daily Pivots for day following 27-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-115 |
128-065 |
127-154 |
|
R3 |
127-310 |
127-260 |
127-119 |
|
R2 |
127-185 |
127-185 |
127-108 |
|
R1 |
127-135 |
127-135 |
127-096 |
127-148 |
PP |
127-060 |
127-060 |
127-060 |
127-066 |
S1 |
127-010 |
127-010 |
127-074 |
127-022 |
S2 |
126-255 |
126-255 |
127-062 |
|
S3 |
126-130 |
126-205 |
127-051 |
|
S4 |
126-005 |
126-080 |
127-016 |
|
|
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 |
129-001 |
2.618 |
128-117 |
1.618 |
127-312 |
1.000 |
127-235 |
0.618 |
127-187 |
HIGH |
127-110 |
0.618 |
127-062 |
0.500 |
127-048 |
0.382 |
127-033 |
LOW |
126-305 |
0.618 |
126-228 |
1.000 |
126-180 |
1.618 |
126-103 |
2.618 |
125-298 |
4.250 |
125-094 |
|
|
Fisher Pivots for day following 27-May-2015 |
Pivot |
1 day |
3 day |
R1 |
127-072 |
127-045 |
PP |
127-060 |
127-005 |
S1 |
127-048 |
126-285 |
|