ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 16-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2015 |
16-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
120-152 |
120-187 |
0-035 |
0.1% |
120-270 |
| High |
120-202 |
120-242 |
0-040 |
0.1% |
120-292 |
| Low |
120-135 |
120-145 |
0-010 |
0.0% |
120-035 |
| Close |
120-177 |
120-232 |
0-055 |
0.1% |
120-042 |
| Range |
0-067 |
0-097 |
0-030 |
44.8% |
0-257 |
| ATR |
0-114 |
0-112 |
-0-001 |
-1.0% |
0-000 |
| Volume |
404,888 |
635,845 |
230,957 |
57.0% |
2,140,419 |
|
| Daily Pivots for day following 16-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-177 |
121-142 |
120-285 |
|
| R3 |
121-080 |
121-045 |
120-259 |
|
| R2 |
120-303 |
120-303 |
120-250 |
|
| R1 |
120-268 |
120-268 |
120-241 |
120-286 |
| PP |
120-206 |
120-206 |
120-206 |
120-215 |
| S1 |
120-171 |
120-171 |
120-223 |
120-188 |
| S2 |
120-109 |
120-109 |
120-214 |
|
| S3 |
120-012 |
120-074 |
120-205 |
|
| S4 |
119-235 |
119-297 |
120-179 |
|
|
| 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 |
120-242 |
120-002 |
0-240 |
0.6% |
0-091 |
0.2% |
96% |
True |
False |
477,414 |
| 10 |
120-292 |
120-002 |
0-290 |
0.8% |
0-096 |
0.2% |
79% |
False |
False |
456,910 |
| 20 |
120-292 |
119-155 |
1-137 |
1.2% |
0-104 |
0.3% |
87% |
False |
False |
522,036 |
| 40 |
120-292 |
118-092 |
2-200 |
2.2% |
0-124 |
0.3% |
93% |
False |
False |
575,353 |
| 60 |
120-292 |
118-092 |
2-200 |
2.2% |
0-119 |
0.3% |
93% |
False |
False |
384,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-014 |
|
2.618 |
121-176 |
|
1.618 |
121-079 |
|
1.000 |
121-019 |
|
0.618 |
120-302 |
|
HIGH |
120-242 |
|
0.618 |
120-205 |
|
0.500 |
120-194 |
|
0.382 |
120-182 |
|
LOW |
120-145 |
|
0.618 |
120-085 |
|
1.000 |
120-048 |
|
1.618 |
119-308 |
|
2.618 |
119-211 |
|
4.250 |
119-053 |
|
|
| Fisher Pivots for day following 16-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-219 |
120-209 |
| PP |
120-206 |
120-186 |
| S1 |
120-194 |
120-164 |
|