ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 14-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2015 |
14-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
120-055 |
120-110 |
0-055 |
0.1% |
120-270 |
| High |
120-107 |
120-207 |
0-100 |
0.3% |
120-292 |
| Low |
120-002 |
120-085 |
0-083 |
0.2% |
120-035 |
| Close |
120-085 |
120-142 |
0-057 |
0.1% |
120-042 |
| Range |
0-105 |
0-122 |
0-017 |
16.2% |
0-257 |
| ATR |
0-117 |
0-117 |
0-000 |
0.3% |
0-000 |
| Volume |
378,052 |
569,287 |
191,235 |
50.6% |
2,140,419 |
|
| Daily Pivots for day following 14-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-191 |
121-128 |
120-209 |
|
| R3 |
121-069 |
121-006 |
120-176 |
|
| R2 |
120-267 |
120-267 |
120-164 |
|
| R1 |
120-204 |
120-204 |
120-153 |
120-236 |
| PP |
120-145 |
120-145 |
120-145 |
120-160 |
| S1 |
120-082 |
120-082 |
120-131 |
120-114 |
| S2 |
120-023 |
120-023 |
120-120 |
|
| S3 |
119-221 |
119-280 |
120-108 |
|
| S4 |
119-099 |
119-158 |
120-075 |
|
|
| 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 |
120-207 |
120-002 |
0-205 |
0.5% |
0-102 |
0.3% |
68% |
True |
False |
456,313 |
| 10 |
120-292 |
120-002 |
0-290 |
0.8% |
0-100 |
0.3% |
48% |
False |
False |
480,190 |
| 20 |
120-292 |
119-020 |
1-272 |
1.5% |
0-116 |
0.3% |
75% |
False |
False |
543,269 |
| 40 |
120-292 |
118-092 |
2-200 |
2.2% |
0-132 |
0.3% |
82% |
False |
False |
550,551 |
| 60 |
120-292 |
118-092 |
2-200 |
2.2% |
0-119 |
0.3% |
82% |
False |
False |
367,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-086 |
|
2.618 |
121-206 |
|
1.618 |
121-084 |
|
1.000 |
121-009 |
|
0.618 |
120-282 |
|
HIGH |
120-207 |
|
0.618 |
120-160 |
|
0.500 |
120-146 |
|
0.382 |
120-132 |
|
LOW |
120-085 |
|
0.618 |
120-010 |
|
1.000 |
119-283 |
|
1.618 |
119-208 |
|
2.618 |
119-086 |
|
4.250 |
118-206 |
|
|
| Fisher Pivots for day following 14-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-146 |
120-130 |
| PP |
120-145 |
120-117 |
| S1 |
120-143 |
120-104 |
|