ECBOT 10 Year T-Note Future September 2015
Trading Metrics calculated at close of trading on 04-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2015 |
04-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
126-105 |
125-165 |
-0-260 |
-0.6% |
126-255 |
High |
126-130 |
126-020 |
-0-110 |
-0.3% |
127-230 |
Low |
125-110 |
124-315 |
-0-115 |
-0.3% |
126-210 |
Close |
125-155 |
125-300 |
0-145 |
0.4% |
127-220 |
Range |
1-020 |
1-025 |
0-005 |
1.5% |
1-020 |
ATR |
0-220 |
0-229 |
0-009 |
4.0% |
0-000 |
Volume |
1,793,298 |
1,847,702 |
54,404 |
3.0% |
6,513,758 |
|
Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-287 |
128-158 |
126-170 |
|
R3 |
127-262 |
127-133 |
126-075 |
|
R2 |
126-237 |
126-237 |
126-043 |
|
R1 |
126-108 |
126-108 |
126-012 |
126-172 |
PP |
125-212 |
125-212 |
125-212 |
125-244 |
S1 |
125-083 |
125-083 |
125-268 |
125-148 |
S2 |
124-187 |
124-187 |
125-237 |
|
S3 |
123-162 |
124-058 |
125-205 |
|
S4 |
122-137 |
123-033 |
125-110 |
|
|
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 |
130-206 |
2.618 |
128-283 |
1.618 |
127-258 |
1.000 |
127-045 |
0.618 |
126-233 |
HIGH |
126-020 |
0.618 |
125-208 |
0.500 |
125-168 |
0.382 |
125-127 |
LOW |
124-315 |
0.618 |
124-102 |
1.000 |
123-290 |
1.618 |
123-077 |
2.618 |
122-052 |
4.250 |
120-129 |
|
|
Fisher Pivots for day following 04-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
125-256 |
126-002 |
PP |
125-212 |
125-315 |
S1 |
125-168 |
125-308 |
|