ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 09-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2015 |
09-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
120-157 |
120-130 |
-0-027 |
-0.1% |
119-307 |
| High |
120-185 |
120-172 |
-0-013 |
0.0% |
120-197 |
| Low |
120-095 |
120-042 |
-0-053 |
-0.1% |
119-285 |
| Close |
120-150 |
120-060 |
-0-090 |
-0.2% |
120-120 |
| Range |
0-090 |
0-130 |
0-040 |
44.4% |
0-232 |
| ATR |
0-121 |
0-122 |
0-001 |
0.5% |
0-000 |
| Volume |
422,798 |
512,430 |
89,632 |
21.2% |
2,153,336 |
|
| Daily Pivots for day following 09-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-161 |
121-081 |
120-132 |
|
| R3 |
121-031 |
120-271 |
120-096 |
|
| R2 |
120-221 |
120-221 |
120-084 |
|
| R1 |
120-141 |
120-141 |
120-072 |
120-116 |
| PP |
120-091 |
120-091 |
120-091 |
120-079 |
| S1 |
120-011 |
120-011 |
120-048 |
119-306 |
| S2 |
119-281 |
119-281 |
120-036 |
|
| S3 |
119-151 |
119-201 |
120-024 |
|
| S4 |
119-021 |
119-071 |
119-308 |
|
|
| 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 |
120-042 |
0-250 |
0.7% |
0-101 |
0.3% |
7% |
False |
True |
436,407 |
| 10 |
120-292 |
119-220 |
1-072 |
1.0% |
0-102 |
0.3% |
41% |
False |
False |
513,523 |
| 20 |
120-292 |
118-235 |
2-057 |
1.8% |
0-120 |
0.3% |
67% |
False |
False |
562,149 |
| 40 |
120-292 |
118-092 |
2-200 |
2.2% |
0-132 |
0.3% |
72% |
False |
False |
517,412 |
| 60 |
120-292 |
118-092 |
2-200 |
2.2% |
0-117 |
0.3% |
72% |
False |
False |
345,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-084 |
|
2.618 |
121-192 |
|
1.618 |
121-062 |
|
1.000 |
120-302 |
|
0.618 |
120-252 |
|
HIGH |
120-172 |
|
0.618 |
120-122 |
|
0.500 |
120-107 |
|
0.382 |
120-092 |
|
LOW |
120-042 |
|
0.618 |
119-282 |
|
1.000 |
119-232 |
|
1.618 |
119-152 |
|
2.618 |
119-022 |
|
4.250 |
118-130 |
|
|
| Fisher Pivots for day following 09-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-107 |
120-120 |
| PP |
120-091 |
120-100 |
| S1 |
120-076 |
120-080 |
|