ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 12-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2015 |
12-May-2015 |
Change |
Change % |
Previous Week |
| Open |
127-070 |
126-030 |
-1-040 |
-0.9% |
127-060 |
| High |
127-110 |
126-150 |
-0-280 |
-0.7% |
127-190 |
| Low |
126-020 |
125-130 |
-0-210 |
-0.5% |
125-280 |
| Close |
126-060 |
126-090 |
0-030 |
0.1% |
127-070 |
| Range |
1-090 |
1-020 |
-0-070 |
-17.1% |
1-230 |
| ATR |
0-194 |
0-205 |
0-010 |
5.4% |
0-000 |
| Volume |
10,484 |
14,312 |
3,828 |
36.5% |
61,585 |
|
| Daily Pivots for day following 12-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-077 |
128-263 |
126-277 |
|
| R3 |
128-057 |
127-243 |
126-184 |
|
| R2 |
127-037 |
127-037 |
126-152 |
|
| R1 |
126-223 |
126-223 |
126-121 |
126-290 |
| PP |
126-017 |
126-017 |
126-017 |
126-050 |
| S1 |
125-203 |
125-203 |
126-059 |
125-270 |
| S2 |
124-317 |
124-317 |
126-028 |
|
| S3 |
123-297 |
124-183 |
125-316 |
|
| S4 |
122-277 |
123-163 |
125-223 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-017 |
131-113 |
128-052 |
|
| R3 |
130-107 |
129-203 |
127-221 |
|
| R2 |
128-197 |
128-197 |
127-171 |
|
| R1 |
127-293 |
127-293 |
127-120 |
128-085 |
| PP |
126-287 |
126-287 |
126-287 |
127-022 |
| S1 |
126-063 |
126-063 |
127-020 |
126-175 |
| S2 |
125-057 |
125-057 |
126-289 |
|
| S3 |
123-147 |
124-153 |
126-239 |
|
| S4 |
121-237 |
122-243 |
126-088 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-315 |
|
2.618 |
129-080 |
|
1.618 |
128-060 |
|
1.000 |
127-170 |
|
0.618 |
127-040 |
|
HIGH |
126-150 |
|
0.618 |
126-020 |
|
0.500 |
125-300 |
|
0.382 |
125-260 |
|
LOW |
125-130 |
|
0.618 |
124-240 |
|
1.000 |
124-110 |
|
1.618 |
123-220 |
|
2.618 |
122-200 |
|
4.250 |
120-285 |
|
|
| Fisher Pivots for day following 12-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-053 |
126-160 |
| PP |
126-017 |
126-137 |
| S1 |
125-300 |
126-113 |
|