ECBOT 10 Year T-Note Future September 2015
Trading Metrics calculated at close of trading on 02-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2015 |
02-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
127-155 |
127-005 |
-0-150 |
-0.4% |
126-255 |
High |
127-215 |
127-010 |
-0-205 |
-0.5% |
127-230 |
Low |
126-275 |
126-070 |
-0-205 |
-0.5% |
126-210 |
Close |
126-290 |
126-100 |
-0-190 |
-0.5% |
127-220 |
Range |
0-260 |
0-260 |
0-000 |
0.0% |
1-020 |
ATR |
0-208 |
0-211 |
0-004 |
1.8% |
0-000 |
Volume |
1,172,943 |
1,513,183 |
340,240 |
29.0% |
6,513,758 |
|
Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-307 |
128-143 |
126-243 |
|
R3 |
128-047 |
127-203 |
126-172 |
|
R2 |
127-107 |
127-107 |
126-148 |
|
R1 |
126-263 |
126-263 |
126-124 |
126-215 |
PP |
126-167 |
126-167 |
126-167 |
126-142 |
S1 |
126-003 |
126-003 |
126-076 |
125-275 |
S2 |
125-227 |
125-227 |
126-052 |
|
S3 |
124-287 |
125-063 |
126-028 |
|
S4 |
124-027 |
124-123 |
125-277 |
|
|
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 |
130-155 |
2.618 |
129-051 |
1.618 |
128-111 |
1.000 |
127-270 |
0.618 |
127-171 |
HIGH |
127-010 |
0.618 |
126-231 |
0.500 |
126-200 |
0.382 |
126-169 |
LOW |
126-070 |
0.618 |
125-229 |
1.000 |
125-130 |
1.618 |
124-289 |
2.618 |
124-029 |
4.250 |
122-245 |
|
|
Fisher Pivots for day following 02-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
126-200 |
126-310 |
PP |
126-167 |
126-240 |
S1 |
126-133 |
126-170 |
|