ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 04-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2015 |
04-May-2015 |
Change |
Change % |
Previous Week |
| Open |
120-060 |
119-290 |
-0-090 |
-0.2% |
120-215 |
| High |
120-062 |
120-005 |
-0-057 |
-0.1% |
120-230 |
| Low |
119-260 |
119-230 |
-0-030 |
-0.1% |
119-260 |
| Close |
119-267 |
119-280 |
0-013 |
0.0% |
119-267 |
| Range |
0-122 |
0-095 |
-0-027 |
-22.1% |
0-290 |
| ATR |
0-114 |
0-113 |
-0-001 |
-1.2% |
0-000 |
| Volume |
423,668 |
488,073 |
64,405 |
15.2% |
3,407,075 |
|
| Daily Pivots for day following 04-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-243 |
120-197 |
120-012 |
|
| R3 |
120-148 |
120-102 |
119-306 |
|
| R2 |
120-053 |
120-053 |
119-297 |
|
| R1 |
120-007 |
120-007 |
119-289 |
119-302 |
| PP |
119-278 |
119-278 |
119-278 |
119-266 |
| S1 |
119-232 |
119-232 |
119-271 |
119-208 |
| S2 |
119-183 |
119-183 |
119-263 |
|
| S3 |
119-088 |
119-137 |
119-254 |
|
| S4 |
118-313 |
119-042 |
119-228 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-269 |
122-078 |
120-106 |
|
| R3 |
121-299 |
121-108 |
120-027 |
|
| R2 |
121-009 |
121-009 |
120-000 |
|
| R1 |
120-138 |
120-138 |
119-294 |
120-088 |
| PP |
120-039 |
120-039 |
120-039 |
120-014 |
| S1 |
119-168 |
119-168 |
119-240 |
119-118 |
| S2 |
119-069 |
119-069 |
119-214 |
|
| S3 |
118-099 |
118-198 |
119-187 |
|
| S4 |
117-129 |
117-228 |
119-108 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-195 |
119-230 |
0-285 |
0.7% |
0-127 |
0.3% |
18% |
False |
True |
698,300 |
| 10 |
120-230 |
119-230 |
1-000 |
0.8% |
0-112 |
0.3% |
16% |
False |
True |
597,416 |
| 20 |
120-287 |
119-230 |
1-057 |
1.0% |
0-104 |
0.3% |
13% |
False |
True |
540,063 |
| 40 |
120-292 |
118-095 |
2-197 |
2.2% |
0-113 |
0.3% |
60% |
False |
False |
568,008 |
| 60 |
120-292 |
118-092 |
2-200 |
2.2% |
0-126 |
0.3% |
60% |
False |
False |
502,136 |
| 80 |
120-292 |
118-092 |
2-200 |
2.2% |
0-111 |
0.3% |
60% |
False |
False |
376,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-089 |
|
2.618 |
120-254 |
|
1.618 |
120-159 |
|
1.000 |
120-100 |
|
0.618 |
120-064 |
|
HIGH |
120-005 |
|
0.618 |
119-289 |
|
0.500 |
119-278 |
|
0.382 |
119-266 |
|
LOW |
119-230 |
|
0.618 |
119-171 |
|
1.000 |
119-135 |
|
1.618 |
119-076 |
|
2.618 |
118-301 |
|
4.250 |
118-146 |
|
|
| Fisher Pivots for day following 04-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-279 |
120-006 |
| PP |
119-278 |
119-311 |
| S1 |
119-278 |
119-295 |
|