ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 27-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2015 |
27-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
119-305 |
119-270 |
-0-035 |
-0.1% |
119-292 |
| High |
120-045 |
120-017 |
-0-028 |
-0.1% |
120-107 |
| Low |
119-220 |
119-247 |
0-027 |
0.1% |
119-220 |
| Close |
119-240 |
120-010 |
0-090 |
0.2% |
120-010 |
| Range |
0-145 |
0-090 |
-0-055 |
-37.9% |
0-207 |
| ATR |
0-136 |
0-133 |
-0-003 |
-2.1% |
0-000 |
| Volume |
714,277 |
526,206 |
-188,071 |
-26.3% |
2,916,678 |
|
| Daily Pivots for day following 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-255 |
120-222 |
120-060 |
|
| R3 |
120-165 |
120-132 |
120-035 |
|
| R2 |
120-075 |
120-075 |
120-026 |
|
| R1 |
120-042 |
120-042 |
120-018 |
120-058 |
| PP |
119-305 |
119-305 |
119-305 |
119-313 |
| S1 |
119-272 |
119-272 |
120-002 |
119-288 |
| S2 |
119-215 |
119-215 |
119-314 |
|
| S3 |
119-125 |
119-182 |
119-305 |
|
| S4 |
119-035 |
119-092 |
119-280 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-307 |
121-205 |
120-124 |
|
| R3 |
121-100 |
120-318 |
120-067 |
|
| R2 |
120-213 |
120-213 |
120-048 |
|
| R1 |
120-111 |
120-111 |
120-029 |
120-162 |
| PP |
120-006 |
120-006 |
120-006 |
120-031 |
| S1 |
119-224 |
119-224 |
119-311 |
119-275 |
| S2 |
119-119 |
119-119 |
119-292 |
|
| S3 |
118-232 |
119-017 |
119-273 |
|
| S4 |
118-025 |
118-130 |
119-216 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-107 |
119-220 |
0-207 |
0.5% |
0-104 |
0.3% |
53% |
False |
False |
583,335 |
| 10 |
120-107 |
118-297 |
1-130 |
1.2% |
0-134 |
0.3% |
78% |
False |
False |
603,502 |
| 20 |
120-107 |
118-092 |
2-015 |
1.7% |
0-134 |
0.3% |
85% |
False |
False |
638,258 |
| 40 |
120-270 |
118-092 |
2-178 |
2.1% |
0-135 |
0.4% |
68% |
False |
False |
420,331 |
| 60 |
120-270 |
118-070 |
2-200 |
2.2% |
0-108 |
0.3% |
69% |
False |
False |
280,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-080 |
|
2.618 |
120-253 |
|
1.618 |
120-163 |
|
1.000 |
120-107 |
|
0.618 |
120-073 |
|
HIGH |
120-017 |
|
0.618 |
119-303 |
|
0.500 |
119-292 |
|
0.382 |
119-281 |
|
LOW |
119-247 |
|
0.618 |
119-191 |
|
1.000 |
119-157 |
|
1.618 |
119-101 |
|
2.618 |
119-011 |
|
4.250 |
118-184 |
|
|
| Fisher Pivots for day following 27-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-317 |
120-008 |
| PP |
119-305 |
120-006 |
| S1 |
119-292 |
120-004 |
|