ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 04-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2015 |
04-May-2015 |
Change |
Change % |
Previous Week |
| Open |
128-145 |
127-280 |
-0-185 |
-0.5% |
129-135 |
| High |
128-145 |
128-025 |
-0-120 |
-0.3% |
129-185 |
| Low |
127-235 |
127-190 |
-0-045 |
-0.1% |
127-235 |
| Close |
127-250 |
127-245 |
-0-005 |
0.0% |
127-250 |
| Range |
0-230 |
0-155 |
-0-075 |
-32.6% |
1-270 |
| ATR |
0-199 |
0-196 |
-0-003 |
-1.6% |
0-000 |
| Volume |
890,606 |
880,995 |
-9,611 |
-1.1% |
6,713,750 |
|
| Daily Pivots for day following 04-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-085 |
129-000 |
128-010 |
|
| R3 |
128-250 |
128-165 |
127-288 |
|
| R2 |
128-095 |
128-095 |
127-273 |
|
| R1 |
128-010 |
128-010 |
127-259 |
127-295 |
| PP |
127-260 |
127-260 |
127-260 |
127-242 |
| S1 |
127-175 |
127-175 |
127-231 |
127-140 |
| S2 |
127-105 |
127-105 |
127-217 |
|
| S3 |
126-270 |
127-020 |
127-202 |
|
| S4 |
126-115 |
126-185 |
127-160 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-287 |
132-218 |
128-254 |
|
| R3 |
132-017 |
130-268 |
128-092 |
|
| R2 |
130-067 |
130-067 |
128-038 |
|
| R1 |
128-318 |
128-318 |
127-304 |
128-218 |
| PP |
128-117 |
128-117 |
128-117 |
128-066 |
| S1 |
127-048 |
127-048 |
127-196 |
126-268 |
| S2 |
126-167 |
126-167 |
127-142 |
|
| S3 |
124-217 |
125-098 |
127-088 |
|
| S4 |
122-267 |
123-148 |
126-246 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-130 |
127-190 |
1-260 |
1.4% |
0-227 |
0.6% |
9% |
False |
True |
1,379,536 |
| 10 |
129-230 |
127-190 |
2-040 |
1.7% |
0-200 |
0.5% |
8% |
False |
True |
1,175,511 |
| 20 |
129-310 |
127-190 |
2-120 |
1.9% |
0-179 |
0.4% |
7% |
False |
True |
1,056,759 |
| 40 |
130-010 |
125-305 |
4-025 |
3.2% |
0-191 |
0.5% |
44% |
False |
False |
1,047,366 |
| 60 |
130-010 |
125-295 |
4-035 |
3.2% |
0-213 |
0.5% |
45% |
False |
False |
889,856 |
| 80 |
130-200 |
125-295 |
4-225 |
3.7% |
0-219 |
0.5% |
39% |
False |
False |
668,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-044 |
|
2.618 |
129-111 |
|
1.618 |
128-276 |
|
1.000 |
128-180 |
|
0.618 |
128-121 |
|
HIGH |
128-025 |
|
0.618 |
127-286 |
|
0.500 |
127-268 |
|
0.382 |
127-249 |
|
LOW |
127-190 |
|
0.618 |
127-094 |
|
1.000 |
127-035 |
|
1.618 |
126-259 |
|
2.618 |
126-104 |
|
4.250 |
125-171 |
|
|
| Fisher Pivots for day following 04-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-268 |
128-038 |
| PP |
127-260 |
128-000 |
| S1 |
127-252 |
127-282 |
|