ECBOT 10 Year T-Note Future September 2015
Trading Metrics calculated at close of trading on 28-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2015 |
28-May-2015 |
Change |
Change % |
Previous Week |
Open |
127-085 |
127-085 |
0-000 |
0.0% |
127-110 |
High |
127-110 |
127-155 |
0-045 |
0.1% |
127-130 |
Low |
126-305 |
127-055 |
0-070 |
0.2% |
126-020 |
Close |
127-085 |
127-125 |
0-040 |
0.1% |
126-190 |
Range |
0-125 |
0-100 |
-0-025 |
-20.0% |
1-110 |
ATR |
0-216 |
0-208 |
-0-008 |
-3.8% |
0-000 |
Volume |
2,076,585 |
1,682,217 |
-394,368 |
-19.0% |
570,131 |
|
Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-092 |
128-048 |
127-180 |
|
R3 |
127-312 |
127-268 |
127-152 |
|
R2 |
127-212 |
127-212 |
127-143 |
|
R1 |
127-168 |
127-168 |
127-134 |
127-190 |
PP |
127-112 |
127-112 |
127-112 |
127-122 |
S1 |
127-068 |
127-068 |
127-116 |
127-090 |
S2 |
127-012 |
127-012 |
127-107 |
|
S3 |
126-232 |
126-288 |
127-098 |
|
S4 |
126-132 |
126-188 |
127-070 |
|
|
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 |
128-260 |
2.618 |
128-097 |
1.618 |
127-317 |
1.000 |
127-255 |
0.618 |
127-217 |
HIGH |
127-155 |
0.618 |
127-117 |
0.500 |
127-105 |
0.382 |
127-093 |
LOW |
127-055 |
0.618 |
126-313 |
1.000 |
126-275 |
1.618 |
126-213 |
2.618 |
126-113 |
4.250 |
125-270 |
|
|
Fisher Pivots for day following 28-May-2015 |
Pivot |
1 day |
3 day |
R1 |
127-118 |
127-091 |
PP |
127-112 |
127-057 |
S1 |
127-105 |
127-022 |
|