ECBOT 10 Year T-Note Future September 2015
Trading Metrics calculated at close of trading on 01-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2015 |
01-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
127-105 |
127-155 |
0-050 |
0.1% |
126-255 |
High |
127-230 |
127-215 |
-0-015 |
0.0% |
127-230 |
Low |
127-090 |
126-275 |
-0-135 |
-0.3% |
126-210 |
Close |
127-220 |
126-290 |
-0-250 |
-0.6% |
127-220 |
Range |
0-140 |
0-260 |
0-120 |
85.7% |
1-020 |
ATR |
0-203 |
0-208 |
0-004 |
2.2% |
0-000 |
Volume |
1,339,840 |
1,172,943 |
-166,897 |
-12.5% |
6,513,758 |
|
Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-187 |
129-018 |
127-113 |
|
R3 |
128-247 |
128-078 |
127-042 |
|
R2 |
127-307 |
127-307 |
127-018 |
|
R1 |
127-138 |
127-138 |
126-314 |
127-092 |
PP |
127-047 |
127-047 |
127-047 |
127-024 |
S1 |
126-198 |
126-198 |
126-266 |
126-152 |
S2 |
126-107 |
126-107 |
126-242 |
|
S3 |
125-167 |
125-258 |
126-218 |
|
S4 |
124-227 |
124-318 |
126-147 |
|
|
Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-173 |
130-057 |
128-087 |
|
R3 |
129-153 |
129-037 |
127-314 |
|
R2 |
128-133 |
128-133 |
127-282 |
|
R1 |
128-017 |
128-017 |
127-251 |
128-075 |
PP |
127-113 |
127-113 |
127-113 |
127-142 |
S1 |
126-317 |
126-317 |
127-189 |
127-055 |
S2 |
126-093 |
126-093 |
127-158 |
|
S3 |
125-073 |
125-297 |
127-126 |
|
S4 |
124-053 |
124-277 |
127-033 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-040 |
2.618 |
129-256 |
1.618 |
128-316 |
1.000 |
128-155 |
0.618 |
128-056 |
HIGH |
127-215 |
0.618 |
127-116 |
0.500 |
127-085 |
0.382 |
127-054 |
LOW |
126-275 |
0.618 |
126-114 |
1.000 |
126-015 |
1.618 |
125-174 |
2.618 |
124-234 |
4.250 |
123-130 |
|
|
Fisher Pivots for day following 01-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
127-085 |
127-092 |
PP |
127-047 |
127-052 |
S1 |
127-008 |
127-011 |
|