ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 07-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2015 |
07-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
120-270 |
120-195 |
-0-075 |
-0.2% |
119-307 |
| High |
120-292 |
120-197 |
-0-095 |
-0.2% |
120-197 |
| Low |
120-177 |
120-117 |
-0-060 |
-0.2% |
119-285 |
| Close |
120-192 |
120-155 |
-0-037 |
-0.1% |
120-120 |
| Range |
0-115 |
0-080 |
-0-035 |
-30.4% |
0-232 |
| ATR |
0-127 |
0-124 |
-0-003 |
-2.6% |
0-000 |
| Volume |
365,922 |
440,269 |
74,347 |
20.3% |
2,153,336 |
|
| Daily Pivots for day following 07-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-076 |
121-036 |
120-199 |
|
| R3 |
120-316 |
120-276 |
120-177 |
|
| R2 |
120-236 |
120-236 |
120-170 |
|
| R1 |
120-196 |
120-196 |
120-162 |
120-176 |
| PP |
120-156 |
120-156 |
120-156 |
120-146 |
| S1 |
120-116 |
120-116 |
120-148 |
120-096 |
| S2 |
120-076 |
120-076 |
120-140 |
|
| S3 |
119-316 |
120-036 |
120-133 |
|
| S4 |
119-236 |
119-276 |
120-111 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-150 |
122-047 |
120-248 |
|
| R3 |
121-238 |
121-135 |
120-184 |
|
| R2 |
121-006 |
121-006 |
120-163 |
|
| R1 |
120-223 |
120-223 |
120-141 |
120-274 |
| PP |
120-094 |
120-094 |
120-094 |
120-120 |
| S1 |
119-311 |
119-311 |
120-099 |
120-042 |
| S2 |
119-182 |
119-182 |
120-077 |
|
| S3 |
118-270 |
119-079 |
120-056 |
|
| S4 |
118-038 |
118-167 |
119-312 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-292 |
120-007 |
0-285 |
0.7% |
0-098 |
0.3% |
52% |
False |
False |
504,067 |
| 10 |
120-292 |
119-220 |
1-072 |
1.0% |
0-102 |
0.3% |
65% |
False |
False |
543,723 |
| 20 |
120-292 |
118-160 |
2-132 |
2.0% |
0-121 |
0.3% |
82% |
False |
False |
589,593 |
| 40 |
120-292 |
118-092 |
2-200 |
2.2% |
0-131 |
0.3% |
84% |
False |
False |
494,162 |
| 60 |
120-292 |
118-092 |
2-200 |
2.2% |
0-115 |
0.3% |
84% |
False |
False |
329,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-217 |
|
2.618 |
121-086 |
|
1.618 |
121-006 |
|
1.000 |
120-277 |
|
0.618 |
120-246 |
|
HIGH |
120-197 |
|
0.618 |
120-166 |
|
0.500 |
120-157 |
|
0.382 |
120-148 |
|
LOW |
120-117 |
|
0.618 |
120-068 |
|
1.000 |
120-037 |
|
1.618 |
119-308 |
|
2.618 |
119-228 |
|
4.250 |
119-097 |
|
|
| Fisher Pivots for day following 07-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-157 |
120-198 |
| PP |
120-156 |
120-184 |
| S1 |
120-156 |
120-170 |
|