ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 13-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2015 |
13-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
120-055 |
120-055 |
0-000 |
0.0% |
120-270 |
| High |
120-097 |
120-107 |
0-010 |
0.0% |
120-292 |
| Low |
120-035 |
120-002 |
-0-033 |
-0.1% |
120-035 |
| Close |
120-042 |
120-085 |
0-043 |
0.1% |
120-042 |
| Range |
0-062 |
0-105 |
0-043 |
69.4% |
0-257 |
| ATR |
0-118 |
0-117 |
-0-001 |
-0.8% |
0-000 |
| Volume |
399,000 |
378,052 |
-20,948 |
-5.3% |
2,140,419 |
|
| Daily Pivots for day following 13-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-060 |
121-017 |
120-143 |
|
| R3 |
120-275 |
120-232 |
120-114 |
|
| R2 |
120-170 |
120-170 |
120-104 |
|
| R1 |
120-127 |
120-127 |
120-095 |
120-148 |
| PP |
120-065 |
120-065 |
120-065 |
120-075 |
| S1 |
120-022 |
120-022 |
120-075 |
120-044 |
| S2 |
119-280 |
119-280 |
120-066 |
|
| S3 |
119-175 |
119-237 |
120-056 |
|
| S4 |
119-070 |
119-132 |
120-027 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-254 |
122-085 |
120-183 |
|
| R3 |
121-317 |
121-148 |
120-113 |
|
| R2 |
121-060 |
121-060 |
120-089 |
|
| R1 |
120-211 |
120-211 |
120-066 |
120-167 |
| PP |
120-123 |
120-123 |
120-123 |
120-101 |
| S1 |
119-274 |
119-274 |
120-018 |
119-230 |
| S2 |
119-186 |
119-186 |
119-315 |
|
| S3 |
118-249 |
119-017 |
119-291 |
|
| S4 |
117-312 |
118-080 |
119-221 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-197 |
120-002 |
0-195 |
0.5% |
0-093 |
0.2% |
43% |
False |
True |
430,509 |
| 10 |
120-292 |
119-285 |
1-007 |
0.8% |
0-095 |
0.2% |
37% |
False |
False |
467,180 |
| 20 |
120-292 |
118-297 |
1-315 |
1.6% |
0-115 |
0.3% |
67% |
False |
False |
535,341 |
| 40 |
120-292 |
118-092 |
2-200 |
2.2% |
0-130 |
0.3% |
75% |
False |
False |
536,511 |
| 60 |
120-292 |
118-092 |
2-200 |
2.2% |
0-118 |
0.3% |
75% |
False |
False |
358,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-233 |
|
2.618 |
121-062 |
|
1.618 |
120-277 |
|
1.000 |
120-212 |
|
0.618 |
120-172 |
|
HIGH |
120-107 |
|
0.618 |
120-067 |
|
0.500 |
120-054 |
|
0.382 |
120-042 |
|
LOW |
120-002 |
|
0.618 |
119-257 |
|
1.000 |
119-217 |
|
1.618 |
119-152 |
|
2.618 |
119-047 |
|
4.250 |
118-196 |
|
|
| Fisher Pivots for day following 13-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-075 |
120-087 |
| PP |
120-065 |
120-086 |
| S1 |
120-054 |
120-086 |
|