ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 13-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2015 |
13-May-2015 |
Change |
Change % |
Previous Week |
| Open |
126-260 |
127-025 |
0-085 |
0.2% |
127-280 |
| High |
127-070 |
127-215 |
0-145 |
0.4% |
128-065 |
| Low |
126-065 |
126-280 |
0-215 |
0.5% |
126-135 |
| Close |
127-015 |
126-315 |
-0-020 |
0.0% |
127-265 |
| Range |
1-005 |
0-255 |
-0-070 |
-21.5% |
1-250 |
| ATR |
0-235 |
0-236 |
0-001 |
0.6% |
0-000 |
| Volume |
2,099,725 |
1,945,440 |
-154,285 |
-7.3% |
7,564,120 |
|
| Daily Pivots for day following 13-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-182 |
129-023 |
127-135 |
|
| R3 |
128-247 |
128-088 |
127-065 |
|
| R2 |
127-312 |
127-312 |
127-042 |
|
| R1 |
127-153 |
127-153 |
127-018 |
127-105 |
| PP |
127-057 |
127-057 |
127-057 |
127-032 |
| S1 |
126-218 |
126-218 |
126-292 |
126-170 |
| S2 |
126-122 |
126-122 |
126-268 |
|
| S3 |
125-187 |
125-283 |
126-245 |
|
| S4 |
124-252 |
125-028 |
126-175 |
|
|
| 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 |
126-065 |
2-000 |
1.6% |
1-005 |
0.8% |
39% |
False |
False |
1,788,108 |
| 10 |
128-205 |
126-065 |
2-140 |
1.9% |
0-269 |
0.7% |
32% |
False |
False |
1,580,239 |
| 20 |
129-310 |
126-065 |
3-245 |
3.0% |
0-225 |
0.6% |
21% |
False |
False |
1,347,414 |
| 40 |
130-010 |
126-065 |
3-265 |
3.0% |
0-209 |
0.5% |
20% |
False |
False |
1,154,194 |
| 60 |
130-010 |
125-295 |
4-035 |
3.2% |
0-216 |
0.5% |
26% |
False |
False |
1,089,277 |
| 80 |
130-200 |
125-295 |
4-225 |
3.7% |
0-225 |
0.6% |
23% |
False |
False |
818,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-019 |
|
2.618 |
129-243 |
|
1.618 |
128-308 |
|
1.000 |
128-150 |
|
0.618 |
128-053 |
|
HIGH |
127-215 |
|
0.618 |
127-118 |
|
0.500 |
127-088 |
|
0.382 |
127-057 |
|
LOW |
126-280 |
|
0.618 |
126-122 |
|
1.000 |
126-025 |
|
1.618 |
125-187 |
|
2.618 |
124-252 |
|
4.250 |
123-156 |
|
|
| Fisher Pivots for day following 13-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-088 |
127-032 |
| PP |
127-057 |
127-020 |
| S1 |
127-026 |
127-008 |
|