ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 24-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2015 |
24-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
119-292 |
120-015 |
0-043 |
0.1% |
118-300 |
| High |
120-022 |
120-080 |
0-058 |
0.2% |
120-040 |
| Low |
119-277 |
119-305 |
0-028 |
0.1% |
118-297 |
| Close |
120-005 |
120-060 |
0-055 |
0.1% |
119-290 |
| Range |
0-065 |
0-095 |
0-030 |
46.2% |
1-063 |
| ATR |
0-139 |
0-136 |
-0-003 |
-2.3% |
0-000 |
| Volume |
438,966 |
606,538 |
167,572 |
38.2% |
3,118,348 |
|
| Daily Pivots for day following 24-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-007 |
120-288 |
120-112 |
|
| R3 |
120-232 |
120-193 |
120-086 |
|
| R2 |
120-137 |
120-137 |
120-077 |
|
| R1 |
120-098 |
120-098 |
120-069 |
120-118 |
| PP |
120-042 |
120-042 |
120-042 |
120-051 |
| S1 |
120-003 |
120-003 |
120-051 |
120-022 |
| S2 |
119-267 |
119-267 |
120-043 |
|
| S3 |
119-172 |
119-228 |
120-034 |
|
| S4 |
119-077 |
119-133 |
120-008 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-078 |
122-247 |
120-181 |
|
| R3 |
122-015 |
121-184 |
120-075 |
|
| R2 |
120-272 |
120-272 |
120-040 |
|
| R1 |
120-121 |
120-121 |
120-005 |
120-196 |
| PP |
119-209 |
119-209 |
119-209 |
119-247 |
| S1 |
119-058 |
119-058 |
119-255 |
119-134 |
| S2 |
118-146 |
118-146 |
119-220 |
|
| S3 |
117-083 |
117-315 |
119-185 |
|
| S4 |
116-020 |
116-252 |
119-079 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-080 |
119-030 |
1-050 |
1.0% |
0-163 |
0.4% |
95% |
True |
False |
655,073 |
| 10 |
120-080 |
118-190 |
1-210 |
1.4% |
0-135 |
0.4% |
96% |
True |
False |
620,737 |
| 20 |
120-080 |
118-092 |
1-308 |
1.6% |
0-134 |
0.3% |
97% |
True |
False |
688,773 |
| 40 |
120-270 |
118-092 |
2-178 |
2.1% |
0-131 |
0.3% |
74% |
False |
False |
373,600 |
| 60 |
120-270 |
117-220 |
3-050 |
2.6% |
0-102 |
0.3% |
79% |
False |
False |
249,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-164 |
|
2.618 |
121-009 |
|
1.618 |
120-234 |
|
1.000 |
120-175 |
|
0.618 |
120-139 |
|
HIGH |
120-080 |
|
0.618 |
120-044 |
|
0.500 |
120-032 |
|
0.382 |
120-021 |
|
LOW |
119-305 |
|
0.618 |
119-246 |
|
1.000 |
119-210 |
|
1.618 |
119-151 |
|
2.618 |
119-056 |
|
4.250 |
118-221 |
|
|
| Fisher Pivots for day following 24-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-051 |
120-030 |
| PP |
120-042 |
120-001 |
| S1 |
120-032 |
119-291 |
|