ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 11-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2015 |
11-May-2015 |
Change |
Change % |
Previous Week |
| Open |
127-105 |
127-255 |
0-150 |
0.4% |
127-280 |
| High |
128-065 |
128-000 |
-0-065 |
-0.2% |
128-065 |
| Low |
127-075 |
126-255 |
-0-140 |
-0.3% |
126-135 |
| Close |
127-265 |
126-285 |
-0-300 |
-0.7% |
127-265 |
| Range |
0-310 |
1-065 |
0-075 |
24.2% |
1-250 |
| ATR |
0-216 |
0-228 |
0-012 |
5.6% |
0-000 |
| Volume |
1,678,106 |
1,329,172 |
-348,934 |
-20.8% |
7,564,120 |
|
| Daily Pivots for day following 11-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-268 |
130-022 |
127-177 |
|
| R3 |
129-203 |
128-277 |
127-071 |
|
| R2 |
128-138 |
128-138 |
127-036 |
|
| R1 |
127-212 |
127-212 |
127-000 |
127-142 |
| PP |
127-073 |
127-073 |
127-073 |
127-039 |
| S1 |
126-147 |
126-147 |
126-250 |
126-078 |
| S2 |
126-008 |
126-008 |
126-214 |
|
| S3 |
124-263 |
125-082 |
126-179 |
|
| S4 |
123-198 |
124-017 |
126-073 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-265 |
132-035 |
128-258 |
|
| R3 |
131-015 |
130-105 |
128-102 |
|
| R2 |
129-085 |
129-085 |
128-050 |
|
| R1 |
128-175 |
128-175 |
127-317 |
128-005 |
| PP |
127-155 |
127-155 |
127-155 |
127-070 |
| S1 |
126-245 |
126-245 |
127-213 |
126-075 |
| S2 |
125-225 |
125-225 |
127-160 |
|
| S3 |
123-295 |
124-315 |
127-108 |
|
| S4 |
122-045 |
123-065 |
126-272 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-065 |
126-135 |
1-250 |
1.4% |
0-292 |
0.7% |
26% |
False |
False |
1,602,459 |
| 10 |
129-130 |
126-135 |
2-315 |
2.4% |
0-260 |
0.6% |
16% |
False |
False |
1,490,997 |
| 20 |
129-310 |
126-135 |
3-175 |
2.8% |
0-212 |
0.5% |
13% |
False |
False |
1,241,696 |
| 40 |
130-010 |
126-135 |
3-195 |
2.8% |
0-202 |
0.5% |
13% |
False |
False |
1,091,573 |
| 60 |
130-010 |
125-295 |
4-035 |
3.2% |
0-216 |
0.5% |
24% |
False |
False |
1,022,348 |
| 80 |
130-200 |
125-295 |
4-225 |
3.7% |
0-228 |
0.6% |
21% |
False |
False |
768,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-036 |
|
2.618 |
131-048 |
|
1.618 |
129-303 |
|
1.000 |
129-065 |
|
0.618 |
128-238 |
|
HIGH |
128-000 |
|
0.618 |
127-173 |
|
0.500 |
127-128 |
|
0.382 |
127-082 |
|
LOW |
126-255 |
|
0.618 |
126-017 |
|
1.000 |
125-190 |
|
1.618 |
124-272 |
|
2.618 |
123-207 |
|
4.250 |
121-219 |
|
|
| Fisher Pivots for day following 11-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-128 |
127-100 |
| PP |
127-073 |
127-055 |
| S1 |
127-019 |
127-010 |
|