ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 20-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2015 |
20-May-2015 |
Change |
Change % |
Previous Week |
| Open |
127-095 |
126-280 |
-0-135 |
-0.3% |
127-255 |
| High |
127-245 |
127-140 |
-0-105 |
-0.3% |
128-045 |
| Low |
126-250 |
126-275 |
0-025 |
0.1% |
126-065 |
| Close |
127-010 |
127-085 |
0-075 |
0.2% |
128-010 |
| Range |
0-315 |
0-185 |
-0-130 |
-41.3% |
1-300 |
| ATR |
0-242 |
0-238 |
-0-004 |
-1.7% |
0-000 |
| Volume |
1,691,402 |
1,271,848 |
-419,554 |
-24.8% |
8,072,280 |
|
| Daily Pivots for day following 20-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-295 |
128-215 |
127-187 |
|
| R3 |
128-110 |
128-030 |
127-136 |
|
| R2 |
127-245 |
127-245 |
127-119 |
|
| R1 |
127-165 |
127-165 |
127-102 |
127-205 |
| PP |
127-060 |
127-060 |
127-060 |
127-080 |
| S1 |
126-300 |
126-300 |
127-068 |
127-020 |
| S2 |
126-195 |
126-195 |
127-051 |
|
| S3 |
126-010 |
126-115 |
127-034 |
|
| S4 |
125-145 |
125-250 |
126-303 |
|
|
| 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 |
126-250 |
1-115 |
1.1% |
0-242 |
0.6% |
36% |
False |
False |
1,340,262 |
| 10 |
128-065 |
126-065 |
2-000 |
1.6% |
0-284 |
0.7% |
53% |
False |
False |
1,564,185 |
| 20 |
129-185 |
126-065 |
3-120 |
2.7% |
0-243 |
0.6% |
31% |
False |
False |
1,431,538 |
| 40 |
130-010 |
126-065 |
3-265 |
3.0% |
0-210 |
0.5% |
28% |
False |
False |
1,189,893 |
| 60 |
130-010 |
125-295 |
4-035 |
3.2% |
0-211 |
0.5% |
33% |
False |
False |
1,183,909 |
| 80 |
130-200 |
125-295 |
4-225 |
3.7% |
0-226 |
0.6% |
29% |
False |
False |
902,640 |
| 100 |
130-200 |
125-070 |
5-130 |
4.2% |
0-218 |
0.5% |
38% |
False |
False |
722,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-286 |
|
2.618 |
128-304 |
|
1.618 |
128-119 |
|
1.000 |
128-005 |
|
0.618 |
127-254 |
|
HIGH |
127-140 |
|
0.618 |
127-069 |
|
0.500 |
127-048 |
|
0.382 |
127-026 |
|
LOW |
126-275 |
|
0.618 |
126-161 |
|
1.000 |
126-090 |
|
1.618 |
125-296 |
|
2.618 |
125-111 |
|
4.250 |
124-129 |
|
|
| Fisher Pivots for day following 20-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-072 |
127-140 |
| PP |
127-060 |
127-122 |
| S1 |
127-048 |
127-103 |
|