ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 05-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2015 |
05-May-2015 |
Change |
Change % |
Previous Week |
| Open |
119-290 |
119-275 |
-0-015 |
0.0% |
120-215 |
| High |
120-005 |
120-000 |
-0-005 |
0.0% |
120-230 |
| Low |
119-230 |
119-187 |
-0-043 |
-0.1% |
119-260 |
| Close |
119-280 |
119-210 |
-0-070 |
-0.2% |
119-267 |
| Range |
0-095 |
0-133 |
0-038 |
40.0% |
0-290 |
| ATR |
0-113 |
0-114 |
0-001 |
1.3% |
0-000 |
| Volume |
488,073 |
721,044 |
232,971 |
47.7% |
3,407,075 |
|
| Daily Pivots for day following 05-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-318 |
120-237 |
119-283 |
|
| R3 |
120-185 |
120-104 |
119-247 |
|
| R2 |
120-052 |
120-052 |
119-234 |
|
| R1 |
119-291 |
119-291 |
119-222 |
119-265 |
| PP |
119-239 |
119-239 |
119-239 |
119-226 |
| S1 |
119-158 |
119-158 |
119-198 |
119-132 |
| S2 |
119-106 |
119-106 |
119-186 |
|
| S3 |
118-293 |
119-025 |
119-173 |
|
| S4 |
118-160 |
118-212 |
119-137 |
|
|
| 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 |
120-137 |
119-187 |
0-270 |
0.7% |
0-133 |
0.3% |
9% |
False |
True |
718,402 |
| 10 |
120-230 |
119-187 |
1-043 |
0.9% |
0-119 |
0.3% |
6% |
False |
True |
632,823 |
| 20 |
120-287 |
119-187 |
1-100 |
1.1% |
0-107 |
0.3% |
5% |
False |
True |
554,102 |
| 40 |
120-292 |
118-160 |
2-132 |
2.0% |
0-114 |
0.3% |
48% |
False |
False |
571,847 |
| 60 |
120-292 |
118-092 |
2-200 |
2.2% |
0-123 |
0.3% |
52% |
False |
False |
514,142 |
| 80 |
120-292 |
118-092 |
2-200 |
2.2% |
0-113 |
0.3% |
52% |
False |
False |
385,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-245 |
|
2.618 |
121-028 |
|
1.618 |
120-215 |
|
1.000 |
120-133 |
|
0.618 |
120-082 |
|
HIGH |
120-000 |
|
0.618 |
119-269 |
|
0.500 |
119-254 |
|
0.382 |
119-238 |
|
LOW |
119-187 |
|
0.618 |
119-105 |
|
1.000 |
119-054 |
|
1.618 |
118-292 |
|
2.618 |
118-159 |
|
4.250 |
117-262 |
|
|
| Fisher Pivots for day following 05-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-254 |
119-284 |
| PP |
119-239 |
119-260 |
| S1 |
119-224 |
119-235 |
|