ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 21-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2015 |
21-May-2015 |
Change |
Change % |
Previous Week |
| Open |
126-060 |
126-180 |
0-120 |
0.3% |
127-070 |
| High |
126-230 |
127-020 |
0-110 |
0.3% |
127-150 |
| Low |
126-050 |
126-150 |
0-100 |
0.2% |
125-130 |
| Close |
126-180 |
127-010 |
0-150 |
0.4% |
127-120 |
| Range |
0-180 |
0-190 |
0-010 |
5.6% |
2-020 |
| ATR |
0-221 |
0-219 |
-0-002 |
-1.0% |
0-000 |
| Volume |
81,763 |
90,890 |
9,127 |
11.2% |
97,564 |
|
| Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-203 |
128-137 |
127-114 |
|
| R3 |
128-013 |
127-267 |
127-062 |
|
| R2 |
127-143 |
127-143 |
127-045 |
|
| R1 |
127-077 |
127-077 |
127-027 |
127-110 |
| PP |
126-273 |
126-273 |
126-273 |
126-290 |
| S1 |
126-207 |
126-207 |
126-313 |
126-240 |
| S2 |
126-083 |
126-083 |
126-295 |
|
| S3 |
125-213 |
126-017 |
126-278 |
|
| S4 |
125-023 |
125-147 |
126-226 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-300 |
132-070 |
128-163 |
|
| R3 |
130-280 |
130-050 |
127-302 |
|
| R2 |
128-260 |
128-260 |
127-241 |
|
| R1 |
128-030 |
128-030 |
127-180 |
128-145 |
| PP |
126-240 |
126-240 |
126-240 |
126-298 |
| S1 |
126-010 |
126-010 |
127-060 |
126-125 |
| S2 |
124-220 |
124-220 |
126-319 |
|
| S3 |
122-200 |
123-310 |
126-258 |
|
| S4 |
120-180 |
121-290 |
126-077 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-188 |
|
2.618 |
128-197 |
|
1.618 |
128-007 |
|
1.000 |
127-210 |
|
0.618 |
127-137 |
|
HIGH |
127-020 |
|
0.618 |
126-267 |
|
0.500 |
126-245 |
|
0.382 |
126-223 |
|
LOW |
126-150 |
|
0.618 |
126-033 |
|
1.000 |
125-280 |
|
1.618 |
125-163 |
|
2.618 |
124-293 |
|
4.250 |
123-302 |
|
|
| Fisher Pivots for day following 21-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-302 |
126-280 |
| PP |
126-273 |
126-230 |
| S1 |
126-245 |
126-180 |
|