ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 15-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2015 |
15-May-2015 |
Change |
Change % |
Previous Week |
| Open |
119-217 |
119-312 |
0-095 |
0.2% |
119-300 |
| High |
120-007 |
120-090 |
0-083 |
0.2% |
120-090 |
| Low |
119-210 |
119-312 |
0-102 |
0.3% |
119-045 |
| Close |
119-312 |
120-062 |
0-070 |
0.2% |
120-062 |
| Range |
0-117 |
0-098 |
-0-019 |
-16.2% |
1-045 |
| ATR |
0-131 |
0-128 |
-0-002 |
-1.8% |
0-000 |
| Volume |
723,708 |
578,674 |
-145,034 |
-20.0% |
3,677,634 |
|
| Daily Pivots for day following 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-022 |
120-300 |
120-116 |
|
| R3 |
120-244 |
120-202 |
120-089 |
|
| R2 |
120-146 |
120-146 |
120-080 |
|
| R1 |
120-104 |
120-104 |
120-071 |
120-125 |
| PP |
120-048 |
120-048 |
120-048 |
120-058 |
| S1 |
120-006 |
120-006 |
120-053 |
120-027 |
| S2 |
119-270 |
119-270 |
120-044 |
|
| S3 |
119-172 |
119-228 |
120-035 |
|
| S4 |
119-074 |
119-130 |
120-008 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-094 |
122-283 |
120-263 |
|
| R3 |
122-049 |
121-238 |
120-162 |
|
| R2 |
121-004 |
121-004 |
120-129 |
|
| R1 |
120-193 |
120-193 |
120-095 |
120-258 |
| PP |
119-279 |
119-279 |
119-279 |
119-312 |
| S1 |
119-148 |
119-148 |
120-029 |
119-214 |
| S2 |
118-234 |
118-234 |
119-315 |
|
| S3 |
117-189 |
118-103 |
119-282 |
|
| S4 |
116-144 |
117-058 |
119-181 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-090 |
119-045 |
1-045 |
0.9% |
0-143 |
0.4% |
92% |
True |
False |
735,526 |
| 10 |
120-090 |
119-045 |
1-045 |
0.9% |
0-142 |
0.4% |
92% |
True |
False |
765,066 |
| 20 |
120-235 |
119-045 |
1-190 |
1.3% |
0-126 |
0.3% |
66% |
False |
False |
678,370 |
| 40 |
120-292 |
119-045 |
1-247 |
1.5% |
0-113 |
0.3% |
59% |
False |
False |
597,235 |
| 60 |
120-292 |
118-092 |
2-200 |
2.2% |
0-124 |
0.3% |
73% |
False |
False |
619,343 |
| 80 |
120-292 |
118-092 |
2-200 |
2.2% |
0-121 |
0.3% |
73% |
False |
False |
466,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-186 |
|
2.618 |
121-027 |
|
1.618 |
120-249 |
|
1.000 |
120-188 |
|
0.618 |
120-151 |
|
HIGH |
120-090 |
|
0.618 |
120-053 |
|
0.500 |
120-041 |
|
0.382 |
120-029 |
|
LOW |
119-312 |
|
0.618 |
119-251 |
|
1.000 |
119-214 |
|
1.618 |
119-153 |
|
2.618 |
119-055 |
|
4.250 |
118-216 |
|
|
| Fisher Pivots for day following 15-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-055 |
120-035 |
| PP |
120-048 |
120-008 |
| S1 |
120-041 |
119-301 |
|