ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 29-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2015 |
29-May-2015 |
Change |
Change % |
Previous Week |
| Open |
127-290 |
127-310 |
0-020 |
0.0% |
127-170 |
| High |
128-035 |
128-105 |
0-070 |
0.2% |
128-105 |
| Low |
127-260 |
127-300 |
0-040 |
0.1% |
127-105 |
| Close |
128-010 |
128-100 |
0-090 |
0.2% |
128-100 |
| Range |
0-095 |
0-125 |
0-030 |
31.6% |
1-000 |
| ATR |
0-216 |
0-210 |
-0-007 |
-3.0% |
0-000 |
| Volume |
1,868,428 |
389,444 |
-1,478,984 |
-79.2% |
7,473,924 |
|
| Daily Pivots for day following 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-117 |
129-073 |
128-169 |
|
| R3 |
128-312 |
128-268 |
128-134 |
|
| R2 |
128-187 |
128-187 |
128-123 |
|
| R1 |
128-143 |
128-143 |
128-111 |
128-165 |
| PP |
128-062 |
128-062 |
128-062 |
128-072 |
| S1 |
128-018 |
128-018 |
128-089 |
128-040 |
| S2 |
127-257 |
127-257 |
128-077 |
|
| S3 |
127-132 |
127-213 |
128-066 |
|
| S4 |
127-007 |
127-088 |
128-031 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-317 |
130-208 |
128-276 |
|
| R3 |
129-317 |
129-208 |
128-188 |
|
| R2 |
128-317 |
128-317 |
128-159 |
|
| R1 |
128-208 |
128-208 |
128-129 |
128-262 |
| PP |
127-317 |
127-317 |
127-317 |
128-024 |
| S1 |
127-208 |
127-208 |
128-071 |
127-262 |
| S2 |
126-317 |
126-317 |
128-041 |
|
| S3 |
125-317 |
126-208 |
128-012 |
|
| S4 |
124-317 |
125-208 |
127-244 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-105 |
127-040 |
1-065 |
0.9% |
0-158 |
0.4% |
99% |
True |
False |
1,751,348 |
| 10 |
128-105 |
126-250 |
1-175 |
1.2% |
0-197 |
0.5% |
99% |
True |
False |
1,530,459 |
| 20 |
128-145 |
126-065 |
2-080 |
1.8% |
0-230 |
0.6% |
94% |
False |
False |
1,530,938 |
| 40 |
130-010 |
126-065 |
3-265 |
3.0% |
0-206 |
0.5% |
55% |
False |
False |
1,283,672 |
| 60 |
130-010 |
125-295 |
4-035 |
3.2% |
0-209 |
0.5% |
58% |
False |
False |
1,225,942 |
| 80 |
130-020 |
125-295 |
4-045 |
3.2% |
0-220 |
0.5% |
58% |
False |
False |
1,028,233 |
| 100 |
130-200 |
125-295 |
4-225 |
3.7% |
0-222 |
0.5% |
51% |
False |
False |
823,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-316 |
|
2.618 |
129-112 |
|
1.618 |
128-307 |
|
1.000 |
128-230 |
|
0.618 |
128-182 |
|
HIGH |
128-105 |
|
0.618 |
128-057 |
|
0.500 |
128-042 |
|
0.382 |
128-028 |
|
LOW |
127-300 |
|
0.618 |
127-223 |
|
1.000 |
127-175 |
|
1.618 |
127-098 |
|
2.618 |
126-293 |
|
4.250 |
126-089 |
|
|
| Fisher Pivots for day following 29-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-081 |
128-062 |
| PP |
128-062 |
128-023 |
| S1 |
128-042 |
127-305 |
|