ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 31-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2015 |
31-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
119-307 |
120-027 |
0-040 |
0.1% |
119-292 |
| High |
120-042 |
120-075 |
0-033 |
0.1% |
120-107 |
| Low |
119-285 |
120-007 |
0-042 |
0.1% |
119-220 |
| Close |
120-002 |
120-067 |
0-065 |
0.2% |
120-010 |
| Range |
0-077 |
0-068 |
-0-009 |
-11.7% |
0-207 |
| ATR |
0-129 |
0-125 |
-0-004 |
-3.1% |
0-000 |
| Volume |
439,190 |
639,222 |
200,032 |
45.5% |
2,916,678 |
|
| Daily Pivots for day following 31-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-254 |
120-228 |
120-104 |
|
| R3 |
120-186 |
120-160 |
120-086 |
|
| R2 |
120-118 |
120-118 |
120-079 |
|
| R1 |
120-092 |
120-092 |
120-073 |
120-105 |
| PP |
120-050 |
120-050 |
120-050 |
120-056 |
| S1 |
120-024 |
120-024 |
120-061 |
120-037 |
| S2 |
119-302 |
119-302 |
120-055 |
|
| S3 |
119-234 |
119-276 |
120-048 |
|
| S4 |
119-166 |
119-208 |
120-030 |
|
|
| 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% |
0-101 |
0.3% |
81% |
False |
False |
589,917 |
| 10 |
120-107 |
119-030 |
1-077 |
1.0% |
0-132 |
0.3% |
90% |
False |
False |
622,495 |
| 20 |
120-107 |
118-092 |
2-015 |
1.7% |
0-129 |
0.3% |
94% |
False |
False |
628,220 |
| 40 |
120-200 |
118-092 |
2-108 |
1.9% |
0-135 |
0.4% |
82% |
False |
False |
447,265 |
| 60 |
120-270 |
118-092 |
2-178 |
2.1% |
0-110 |
0.3% |
75% |
False |
False |
298,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-044 |
|
2.618 |
120-253 |
|
1.618 |
120-185 |
|
1.000 |
120-143 |
|
0.618 |
120-117 |
|
HIGH |
120-075 |
|
0.618 |
120-049 |
|
0.500 |
120-041 |
|
0.382 |
120-033 |
|
LOW |
120-007 |
|
0.618 |
119-285 |
|
1.000 |
119-259 |
|
1.618 |
119-217 |
|
2.618 |
119-149 |
|
4.250 |
119-038 |
|
|
| Fisher Pivots for day following 31-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-058 |
120-045 |
| PP |
120-050 |
120-023 |
| S1 |
120-041 |
120-001 |
|