ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 22-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2015 |
22-May-2015 |
Change |
Change % |
Previous Week |
| Open |
127-085 |
127-225 |
0-140 |
0.3% |
127-310 |
| High |
127-235 |
127-290 |
0-055 |
0.1% |
128-030 |
| Low |
127-055 |
127-040 |
-0-015 |
0.0% |
126-250 |
| Close |
127-230 |
127-090 |
-0-140 |
-0.3% |
127-090 |
| Range |
0-180 |
0-250 |
0-070 |
38.9% |
1-100 |
| ATR |
0-234 |
0-235 |
0-001 |
0.5% |
0-000 |
| Volume |
1,331,658 |
1,282,818 |
-48,840 |
-3.7% |
6,617,844 |
|
| Daily Pivots for day following 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-250 |
129-100 |
127-228 |
|
| R3 |
129-000 |
128-170 |
127-159 |
|
| R2 |
128-070 |
128-070 |
127-136 |
|
| R1 |
127-240 |
127-240 |
127-113 |
127-190 |
| PP |
127-140 |
127-140 |
127-140 |
127-115 |
| S1 |
126-310 |
126-310 |
127-067 |
126-260 |
| S2 |
126-210 |
126-210 |
127-044 |
|
| S3 |
125-280 |
126-060 |
127-021 |
|
| S4 |
125-030 |
125-130 |
126-272 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-103 |
130-197 |
128-001 |
|
| R3 |
130-003 |
129-097 |
127-206 |
|
| R2 |
128-223 |
128-223 |
127-167 |
|
| R1 |
127-317 |
127-317 |
127-128 |
127-220 |
| PP |
127-123 |
127-123 |
127-123 |
127-075 |
| S1 |
126-217 |
126-217 |
127-052 |
126-120 |
| S2 |
126-023 |
126-023 |
127-013 |
|
| S3 |
124-243 |
125-117 |
126-294 |
|
| S4 |
123-143 |
124-017 |
126-179 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-030 |
126-250 |
1-100 |
1.0% |
0-239 |
0.6% |
38% |
False |
False |
1,323,568 |
| 10 |
128-045 |
126-065 |
1-300 |
1.5% |
0-260 |
0.6% |
56% |
False |
False |
1,469,012 |
| 20 |
129-185 |
126-065 |
3-120 |
2.7% |
0-248 |
0.6% |
32% |
False |
False |
1,448,399 |
| 40 |
130-010 |
126-065 |
3-265 |
3.0% |
0-208 |
0.5% |
28% |
False |
False |
1,196,695 |
| 60 |
130-010 |
125-295 |
4-035 |
3.2% |
0-211 |
0.5% |
33% |
False |
False |
1,178,632 |
| 80 |
130-200 |
125-295 |
4-225 |
3.7% |
0-225 |
0.6% |
29% |
False |
False |
935,091 |
| 100 |
130-200 |
125-230 |
4-290 |
3.9% |
0-222 |
0.5% |
32% |
False |
False |
748,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-072 |
|
2.618 |
129-304 |
|
1.618 |
129-054 |
|
1.000 |
128-220 |
|
0.618 |
128-124 |
|
HIGH |
127-290 |
|
0.618 |
127-194 |
|
0.500 |
127-165 |
|
0.382 |
127-136 |
|
LOW |
127-040 |
|
0.618 |
126-206 |
|
1.000 |
126-110 |
|
1.618 |
125-276 |
|
2.618 |
125-026 |
|
4.250 |
123-258 |
|
|
| Fisher Pivots for day following 22-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-165 |
127-122 |
| PP |
127-140 |
127-112 |
| S1 |
127-115 |
127-101 |
|