ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 26-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2015 |
26-May-2015 |
Change |
Change % |
Previous Week |
| Open |
127-225 |
127-170 |
-0-055 |
-0.1% |
127-310 |
| High |
127-290 |
127-305 |
0-015 |
0.0% |
128-030 |
| Low |
127-040 |
127-105 |
0-065 |
0.2% |
126-250 |
| Close |
127-090 |
127-290 |
0-200 |
0.5% |
127-090 |
| Range |
0-250 |
0-200 |
-0-050 |
-20.0% |
1-100 |
| ATR |
0-235 |
0-234 |
-0-001 |
-0.6% |
0-000 |
| Volume |
1,282,818 |
2,478,344 |
1,195,526 |
93.2% |
6,617,844 |
|
| Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-193 |
129-122 |
128-080 |
|
| R3 |
128-313 |
128-242 |
128-025 |
|
| R2 |
128-113 |
128-113 |
128-007 |
|
| R1 |
128-042 |
128-042 |
127-308 |
128-078 |
| PP |
127-233 |
127-233 |
127-233 |
127-251 |
| S1 |
127-162 |
127-162 |
127-272 |
127-198 |
| S2 |
127-033 |
127-033 |
127-253 |
|
| S3 |
126-153 |
126-282 |
127-235 |
|
| S4 |
125-273 |
126-082 |
127-180 |
|
|
| 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 |
127-305 |
126-250 |
1-055 |
0.9% |
0-226 |
0.6% |
96% |
True |
False |
1,611,214 |
| 10 |
128-045 |
126-065 |
1-300 |
1.5% |
0-242 |
0.6% |
88% |
False |
False |
1,583,929 |
| 20 |
129-130 |
126-065 |
3-065 |
2.5% |
0-251 |
0.6% |
53% |
False |
False |
1,537,463 |
| 40 |
130-010 |
126-065 |
3-265 |
3.0% |
0-209 |
0.5% |
44% |
False |
False |
1,234,910 |
| 60 |
130-010 |
125-295 |
4-035 |
3.2% |
0-212 |
0.5% |
48% |
False |
False |
1,197,680 |
| 80 |
130-200 |
125-295 |
4-225 |
3.7% |
0-225 |
0.6% |
42% |
False |
False |
965,999 |
| 100 |
130-200 |
125-230 |
4-290 |
3.8% |
0-224 |
0.5% |
45% |
False |
False |
773,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-195 |
|
2.618 |
129-189 |
|
1.618 |
128-309 |
|
1.000 |
128-185 |
|
0.618 |
128-109 |
|
HIGH |
127-305 |
|
0.618 |
127-229 |
|
0.500 |
127-205 |
|
0.382 |
127-181 |
|
LOW |
127-105 |
|
0.618 |
126-301 |
|
1.000 |
126-225 |
|
1.618 |
126-101 |
|
2.618 |
125-221 |
|
4.250 |
124-215 |
|
|
| Fisher Pivots for day following 26-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-262 |
127-251 |
| PP |
127-233 |
127-212 |
| S1 |
127-205 |
127-172 |
|