ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 14-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2015 |
14-May-2015 |
Change |
Change % |
Previous Week |
| Open |
127-025 |
126-295 |
-0-050 |
-0.1% |
127-280 |
| High |
127-215 |
127-160 |
-0-055 |
-0.1% |
128-065 |
| Low |
126-280 |
126-270 |
-0-010 |
0.0% |
126-135 |
| Close |
126-315 |
127-125 |
0-130 |
0.3% |
127-265 |
| Range |
0-255 |
0-210 |
-0-045 |
-17.6% |
1-250 |
| ATR |
0-236 |
0-234 |
-0-002 |
-0.8% |
0-000 |
| Volume |
1,945,440 |
1,485,118 |
-460,322 |
-23.7% |
7,564,120 |
|
| Daily Pivots for day following 14-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-068 |
128-307 |
127-240 |
|
| R3 |
128-178 |
128-097 |
127-183 |
|
| R2 |
127-288 |
127-288 |
127-164 |
|
| R1 |
127-207 |
127-207 |
127-144 |
127-248 |
| PP |
127-078 |
127-078 |
127-078 |
127-099 |
| S1 |
126-317 |
126-317 |
127-106 |
127-038 |
| S2 |
126-188 |
126-188 |
127-086 |
|
| S3 |
125-298 |
126-107 |
127-067 |
|
| S4 |
125-088 |
125-217 |
127-010 |
|
|
| 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% |
0-297 |
0.7% |
59% |
False |
False |
1,707,512 |
| 10 |
128-145 |
126-065 |
2-080 |
1.8% |
0-264 |
0.6% |
53% |
False |
False |
1,531,418 |
| 20 |
129-310 |
126-065 |
3-245 |
3.0% |
0-228 |
0.6% |
32% |
False |
False |
1,363,198 |
| 40 |
130-010 |
126-065 |
3-265 |
3.0% |
0-203 |
0.5% |
31% |
False |
False |
1,156,319 |
| 60 |
130-010 |
125-295 |
4-035 |
3.2% |
0-213 |
0.5% |
36% |
False |
False |
1,112,785 |
| 80 |
130-200 |
125-295 |
4-225 |
3.7% |
0-225 |
0.6% |
31% |
False |
False |
837,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-092 |
|
2.618 |
129-070 |
|
1.618 |
128-180 |
|
1.000 |
128-050 |
|
0.618 |
127-290 |
|
HIGH |
127-160 |
|
0.618 |
127-080 |
|
0.500 |
127-055 |
|
0.382 |
127-030 |
|
LOW |
126-270 |
|
0.618 |
126-140 |
|
1.000 |
126-060 |
|
1.618 |
125-250 |
|
2.618 |
125-040 |
|
4.250 |
124-018 |
|
|
| Fisher Pivots for day following 14-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-102 |
127-077 |
| PP |
127-078 |
127-028 |
| S1 |
127-055 |
126-300 |
|