ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 21-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2015 |
21-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
120-197 |
120-187 |
-0-010 |
0.0% |
120-055 |
| High |
120-235 |
120-217 |
-0-018 |
0.0% |
120-287 |
| Low |
120-165 |
120-147 |
-0-018 |
0.0% |
120-002 |
| Close |
120-187 |
120-160 |
-0-027 |
-0.1% |
120-225 |
| Range |
0-070 |
0-070 |
0-000 |
0.0% |
0-285 |
| ATR |
0-110 |
0-108 |
-0-003 |
-2.6% |
0-000 |
| Volume |
430,644 |
366,975 |
-63,669 |
-14.8% |
2,621,964 |
|
| Daily Pivots for day following 21-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-065 |
121-022 |
120-198 |
|
| R3 |
120-315 |
120-272 |
120-179 |
|
| R2 |
120-245 |
120-245 |
120-173 |
|
| R1 |
120-202 |
120-202 |
120-166 |
120-188 |
| PP |
120-175 |
120-175 |
120-175 |
120-168 |
| S1 |
120-132 |
120-132 |
120-154 |
120-118 |
| S2 |
120-105 |
120-105 |
120-147 |
|
| S3 |
120-035 |
120-062 |
120-141 |
|
| S4 |
119-285 |
119-312 |
120-122 |
|
|
| Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-066 |
122-271 |
121-062 |
|
| R3 |
122-101 |
121-306 |
120-303 |
|
| R2 |
121-136 |
121-136 |
120-277 |
|
| R1 |
121-021 |
121-021 |
120-251 |
121-078 |
| PP |
120-171 |
120-171 |
120-171 |
120-200 |
| S1 |
120-056 |
120-056 |
120-199 |
120-114 |
| S2 |
119-206 |
119-206 |
120-173 |
|
| S3 |
118-241 |
119-091 |
120-147 |
|
| S4 |
117-276 |
118-126 |
120-068 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-287 |
120-135 |
0-152 |
0.4% |
0-087 |
0.2% |
16% |
False |
False |
494,448 |
| 10 |
120-287 |
120-002 |
0-285 |
0.7% |
0-094 |
0.2% |
55% |
False |
False |
475,381 |
| 20 |
120-292 |
119-220 |
1-072 |
1.0% |
0-098 |
0.3% |
66% |
False |
False |
509,552 |
| 40 |
120-292 |
118-092 |
2-200 |
2.2% |
0-120 |
0.3% |
84% |
False |
False |
602,268 |
| 60 |
120-292 |
118-092 |
2-200 |
2.2% |
0-119 |
0.3% |
84% |
False |
False |
408,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-194 |
|
2.618 |
121-080 |
|
1.618 |
121-010 |
|
1.000 |
120-287 |
|
0.618 |
120-260 |
|
HIGH |
120-217 |
|
0.618 |
120-190 |
|
0.500 |
120-182 |
|
0.382 |
120-174 |
|
LOW |
120-147 |
|
0.618 |
120-104 |
|
1.000 |
120-077 |
|
1.618 |
120-034 |
|
2.618 |
119-284 |
|
4.250 |
119-170 |
|
|
| Fisher Pivots for day following 21-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-182 |
120-217 |
| PP |
120-175 |
120-198 |
| S1 |
120-167 |
120-179 |
|