ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 07-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2015 |
07-May-2015 |
Change |
Change % |
Previous Week |
| Open |
127-125 |
126-315 |
-0-130 |
-0.3% |
129-135 |
| High |
127-155 |
127-165 |
0-010 |
0.0% |
129-185 |
| Low |
126-290 |
126-135 |
-0-155 |
-0.4% |
127-235 |
| Close |
127-030 |
127-125 |
0-095 |
0.2% |
127-250 |
| Range |
0-185 |
1-030 |
0-165 |
89.2% |
1-270 |
| ATR |
0-198 |
0-209 |
0-011 |
5.5% |
0-000 |
| Volume |
1,614,071 |
1,888,100 |
274,029 |
17.0% |
6,713,750 |
|
| Daily Pivots for day following 07-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-125 |
129-315 |
127-318 |
|
| R3 |
129-095 |
128-285 |
127-221 |
|
| R2 |
128-065 |
128-065 |
127-189 |
|
| R1 |
127-255 |
127-255 |
127-157 |
128-000 |
| PP |
127-035 |
127-035 |
127-035 |
127-068 |
| S1 |
126-225 |
126-225 |
127-093 |
126-290 |
| S2 |
126-005 |
126-005 |
127-061 |
|
| S3 |
124-295 |
125-195 |
127-029 |
|
| S4 |
123-265 |
124-165 |
126-252 |
|
|
| 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 |
128-145 |
126-135 |
2-010 |
1.6% |
0-230 |
0.6% |
48% |
False |
True |
1,355,324 |
| 10 |
129-185 |
126-135 |
3-050 |
2.5% |
0-222 |
0.5% |
31% |
False |
True |
1,366,550 |
| 20 |
129-310 |
126-135 |
3-175 |
2.8% |
0-192 |
0.5% |
27% |
False |
True |
1,170,886 |
| 40 |
130-010 |
126-135 |
3-195 |
2.8% |
0-195 |
0.5% |
27% |
False |
True |
1,078,484 |
| 60 |
130-010 |
125-295 |
4-035 |
3.2% |
0-212 |
0.5% |
36% |
False |
False |
972,708 |
| 80 |
130-200 |
125-295 |
4-225 |
3.7% |
0-225 |
0.6% |
31% |
False |
False |
730,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-052 |
|
2.618 |
130-121 |
|
1.618 |
129-091 |
|
1.000 |
128-195 |
|
0.618 |
128-061 |
|
HIGH |
127-165 |
|
0.618 |
127-031 |
|
0.500 |
126-310 |
|
0.382 |
126-269 |
|
LOW |
126-135 |
|
0.618 |
125-239 |
|
1.000 |
125-105 |
|
1.618 |
124-209 |
|
2.618 |
123-179 |
|
4.250 |
121-248 |
|
|
| Fisher Pivots for day following 07-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-080 |
127-104 |
| PP |
127-035 |
127-083 |
| S1 |
126-310 |
127-062 |
|