ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 15-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2015 |
15-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
120-110 |
120-152 |
0-042 |
0.1% |
120-270 |
| High |
120-207 |
120-202 |
-0-005 |
0.0% |
120-292 |
| Low |
120-085 |
120-135 |
0-050 |
0.1% |
120-035 |
| Close |
120-142 |
120-177 |
0-035 |
0.1% |
120-042 |
| Range |
0-122 |
0-067 |
-0-055 |
-45.1% |
0-257 |
| ATR |
0-117 |
0-114 |
-0-004 |
-3.1% |
0-000 |
| Volume |
569,287 |
404,888 |
-164,399 |
-28.9% |
2,140,419 |
|
| Daily Pivots for day following 15-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-052 |
121-022 |
120-214 |
|
| R3 |
120-305 |
120-275 |
120-195 |
|
| R2 |
120-238 |
120-238 |
120-189 |
|
| R1 |
120-208 |
120-208 |
120-183 |
120-223 |
| PP |
120-171 |
120-171 |
120-171 |
120-179 |
| S1 |
120-141 |
120-141 |
120-171 |
120-156 |
| S2 |
120-104 |
120-104 |
120-165 |
|
| S3 |
120-037 |
120-074 |
120-159 |
|
| S4 |
119-290 |
120-007 |
120-140 |
|
|
| 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% |
0-097 |
0.3% |
85% |
False |
False |
452,731 |
| 10 |
120-292 |
120-002 |
0-290 |
0.8% |
0-100 |
0.3% |
60% |
False |
False |
456,757 |
| 20 |
120-292 |
119-030 |
1-262 |
1.5% |
0-116 |
0.3% |
80% |
False |
False |
539,626 |
| 40 |
120-292 |
118-092 |
2-200 |
2.2% |
0-128 |
0.3% |
86% |
False |
False |
560,419 |
| 60 |
120-292 |
118-092 |
2-200 |
2.2% |
0-118 |
0.3% |
86% |
False |
False |
374,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-167 |
|
2.618 |
121-057 |
|
1.618 |
120-310 |
|
1.000 |
120-269 |
|
0.618 |
120-243 |
|
HIGH |
120-202 |
|
0.618 |
120-176 |
|
0.500 |
120-168 |
|
0.382 |
120-161 |
|
LOW |
120-135 |
|
0.618 |
120-094 |
|
1.000 |
120-068 |
|
1.618 |
120-027 |
|
2.618 |
119-280 |
|
4.250 |
119-170 |
|
|
| Fisher Pivots for day following 15-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-174 |
120-153 |
| PP |
120-171 |
120-129 |
| S1 |
120-168 |
120-104 |
|