ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 26-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2015 |
26-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
120-070 |
119-305 |
-0-085 |
-0.2% |
118-300 |
| High |
120-107 |
120-045 |
-0-062 |
-0.2% |
120-040 |
| Low |
119-300 |
119-220 |
-0-080 |
-0.2% |
118-297 |
| Close |
120-000 |
119-240 |
-0-080 |
-0.2% |
119-290 |
| Range |
0-127 |
0-145 |
0-018 |
14.2% |
1-063 |
| ATR |
0-135 |
0-136 |
0-001 |
0.5% |
0-000 |
| Volume |
630,691 |
714,277 |
83,586 |
13.3% |
3,118,348 |
|
| Daily Pivots for day following 26-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-070 |
120-300 |
120-000 |
|
| R3 |
120-245 |
120-155 |
119-280 |
|
| R2 |
120-100 |
120-100 |
119-267 |
|
| R1 |
120-010 |
120-010 |
119-253 |
119-302 |
| PP |
119-275 |
119-275 |
119-275 |
119-261 |
| S1 |
119-185 |
119-185 |
119-227 |
119-158 |
| S2 |
119-130 |
119-130 |
119-213 |
|
| S3 |
118-305 |
119-040 |
119-200 |
|
| S4 |
118-160 |
118-215 |
119-160 |
|
|
| 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 |
120-107 |
119-182 |
0-245 |
0.6% |
0-111 |
0.3% |
24% |
False |
False |
576,018 |
| 10 |
120-107 |
118-235 |
1-192 |
1.3% |
0-138 |
0.4% |
63% |
False |
False |
604,112 |
| 20 |
120-107 |
118-092 |
2-015 |
1.7% |
0-135 |
0.4% |
71% |
False |
False |
655,379 |
| 40 |
120-270 |
118-092 |
2-178 |
2.1% |
0-134 |
0.4% |
57% |
False |
False |
407,179 |
| 60 |
120-270 |
118-020 |
2-250 |
2.3% |
0-107 |
0.3% |
61% |
False |
False |
271,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-021 |
|
2.618 |
121-105 |
|
1.618 |
120-280 |
|
1.000 |
120-190 |
|
0.618 |
120-135 |
|
HIGH |
120-045 |
|
0.618 |
119-310 |
|
0.500 |
119-292 |
|
0.382 |
119-275 |
|
LOW |
119-220 |
|
0.618 |
119-130 |
|
1.000 |
119-075 |
|
1.618 |
118-305 |
|
2.618 |
118-160 |
|
4.250 |
117-244 |
|
|
| Fisher Pivots for day following 26-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-292 |
120-004 |
| PP |
119-275 |
119-296 |
| S1 |
119-258 |
119-268 |
|