ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 15-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2015 |
15-May-2015 |
Change |
Change % |
Previous Week |
| Open |
126-295 |
127-130 |
0-155 |
0.4% |
127-255 |
| High |
127-160 |
128-045 |
0-205 |
0.5% |
128-045 |
| Low |
126-270 |
127-130 |
0-180 |
0.4% |
126-065 |
| Close |
127-125 |
128-010 |
0-205 |
0.5% |
128-010 |
| Range |
0-210 |
0-235 |
0-025 |
11.9% |
1-300 |
| ATR |
0-234 |
0-235 |
0-000 |
0.2% |
0-000 |
| Volume |
1,485,118 |
1,212,825 |
-272,293 |
-18.3% |
8,072,280 |
|
| Daily Pivots for day following 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-020 |
129-250 |
128-139 |
|
| R3 |
129-105 |
129-015 |
128-075 |
|
| R2 |
128-190 |
128-190 |
128-053 |
|
| R1 |
128-100 |
128-100 |
128-032 |
128-145 |
| PP |
127-275 |
127-275 |
127-275 |
127-298 |
| S1 |
127-185 |
127-185 |
127-308 |
127-230 |
| S2 |
127-040 |
127-040 |
127-287 |
|
| S3 |
126-125 |
126-270 |
127-265 |
|
| S4 |
125-210 |
126-035 |
127-201 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-087 |
132-188 |
129-031 |
|
| R3 |
131-107 |
130-208 |
128-180 |
|
| R2 |
129-127 |
129-127 |
128-124 |
|
| R1 |
128-228 |
128-228 |
128-067 |
129-018 |
| PP |
127-147 |
127-147 |
127-147 |
127-201 |
| S1 |
126-248 |
126-248 |
127-273 |
127-038 |
| S2 |
125-167 |
125-167 |
127-216 |
|
| S3 |
123-187 |
124-268 |
127-160 |
|
| S4 |
121-207 |
122-288 |
126-309 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-045 |
126-065 |
1-300 |
1.5% |
0-282 |
0.7% |
94% |
True |
False |
1,614,456 |
| 10 |
128-065 |
126-065 |
2-000 |
1.6% |
0-264 |
0.6% |
91% |
False |
False |
1,563,640 |
| 20 |
129-255 |
126-065 |
3-190 |
2.8% |
0-230 |
0.6% |
51% |
False |
False |
1,364,982 |
| 40 |
130-010 |
126-065 |
3-265 |
3.0% |
0-201 |
0.5% |
48% |
False |
False |
1,152,735 |
| 60 |
130-010 |
125-295 |
4-035 |
3.2% |
0-213 |
0.5% |
51% |
False |
False |
1,132,050 |
| 80 |
130-200 |
125-295 |
4-225 |
3.7% |
0-226 |
0.6% |
45% |
False |
False |
852,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-084 |
|
2.618 |
130-020 |
|
1.618 |
129-105 |
|
1.000 |
128-280 |
|
0.618 |
128-190 |
|
HIGH |
128-045 |
|
0.618 |
127-275 |
|
0.500 |
127-248 |
|
0.382 |
127-220 |
|
LOW |
127-130 |
|
0.618 |
126-305 |
|
1.000 |
126-215 |
|
1.618 |
126-070 |
|
2.618 |
125-155 |
|
4.250 |
124-091 |
|
|
| Fisher Pivots for day following 15-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-302 |
127-272 |
| PP |
127-275 |
127-215 |
| S1 |
127-248 |
127-158 |
|