ECBOT 10 Year T-Note Future September 2015
Trading Metrics calculated at close of trading on 05-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2015 |
05-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
125-165 |
125-295 |
0-130 |
0.3% |
127-155 |
High |
126-020 |
125-300 |
-0-040 |
-0.1% |
127-215 |
Low |
124-315 |
124-220 |
-0-095 |
-0.2% |
124-220 |
Close |
125-300 |
125-035 |
-0-265 |
-0.7% |
125-035 |
Range |
1-025 |
1-080 |
0-055 |
15.9% |
2-315 |
ATR |
0-229 |
0-242 |
0-012 |
5.3% |
0-000 |
Volume |
1,847,702 |
1,602,854 |
-244,848 |
-13.3% |
7,929,980 |
|
Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-318 |
128-097 |
125-255 |
|
R3 |
127-238 |
127-017 |
125-145 |
|
R2 |
126-158 |
126-158 |
125-108 |
|
R1 |
125-257 |
125-257 |
125-072 |
125-168 |
PP |
125-078 |
125-078 |
125-078 |
125-034 |
S1 |
124-177 |
124-177 |
124-318 |
124-088 |
S2 |
123-318 |
123-318 |
124-282 |
|
S3 |
122-238 |
123-097 |
124-245 |
|
S4 |
121-158 |
122-017 |
124-135 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-248 |
132-297 |
126-240 |
|
R3 |
131-253 |
129-302 |
125-298 |
|
R2 |
128-258 |
128-258 |
125-210 |
|
R1 |
126-307 |
126-307 |
125-123 |
126-125 |
PP |
125-263 |
125-263 |
125-263 |
125-172 |
S1 |
123-312 |
123-312 |
124-267 |
123-130 |
S2 |
122-268 |
122-268 |
124-180 |
|
S3 |
119-273 |
120-317 |
124-092 |
|
S4 |
116-278 |
118-002 |
123-150 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-080 |
2.618 |
129-067 |
1.618 |
127-307 |
1.000 |
127-060 |
0.618 |
126-227 |
HIGH |
125-300 |
0.618 |
125-147 |
0.500 |
125-100 |
0.382 |
125-053 |
LOW |
124-220 |
0.618 |
123-293 |
1.000 |
123-140 |
1.618 |
122-213 |
2.618 |
121-133 |
4.250 |
119-120 |
|
|
Fisher Pivots for day following 05-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
125-100 |
125-175 |
PP |
125-078 |
125-128 |
S1 |
125-057 |
125-082 |
|