ECBOT 10 Year T-Note Future September 2015
Trading Metrics calculated at close of trading on 03-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2015 |
03-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
127-005 |
126-105 |
-0-220 |
-0.5% |
126-255 |
High |
127-010 |
126-130 |
-0-200 |
-0.5% |
127-230 |
Low |
126-070 |
125-110 |
-0-280 |
-0.7% |
126-210 |
Close |
126-100 |
125-155 |
-0-265 |
-0.7% |
127-220 |
Range |
0-260 |
1-020 |
0-080 |
30.8% |
1-020 |
ATR |
0-211 |
0-220 |
0-009 |
4.4% |
0-000 |
Volume |
1,513,183 |
1,793,298 |
280,115 |
18.5% |
6,513,758 |
|
Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-298 |
128-087 |
126-022 |
|
R3 |
127-278 |
127-067 |
125-248 |
|
R2 |
126-258 |
126-258 |
125-217 |
|
R1 |
126-047 |
126-047 |
125-186 |
125-302 |
PP |
125-238 |
125-238 |
125-238 |
125-206 |
S1 |
125-027 |
125-027 |
125-124 |
124-282 |
S2 |
124-218 |
124-218 |
125-093 |
|
S3 |
123-198 |
124-007 |
125-062 |
|
S4 |
122-178 |
122-307 |
124-288 |
|
|
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 |
130-295 |
2.618 |
129-060 |
1.618 |
128-040 |
1.000 |
127-150 |
0.618 |
127-020 |
HIGH |
126-130 |
0.618 |
126-000 |
0.500 |
125-280 |
0.382 |
125-240 |
LOW |
125-110 |
0.618 |
124-220 |
1.000 |
124-090 |
1.618 |
123-200 |
2.618 |
122-180 |
4.250 |
120-265 |
|
|
Fisher Pivots for day following 03-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
125-280 |
126-162 |
PP |
125-238 |
126-053 |
S1 |
125-197 |
125-264 |
|