ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 18-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2015 |
18-May-2015 |
Change |
Change % |
Previous Week |
| Open |
119-312 |
120-055 |
0-063 |
0.2% |
119-300 |
| High |
120-090 |
120-080 |
-0-010 |
0.0% |
120-090 |
| Low |
119-312 |
119-260 |
-0-052 |
-0.1% |
119-045 |
| Close |
120-062 |
119-275 |
-0-107 |
-0.3% |
120-062 |
| Range |
0-098 |
0-140 |
0-042 |
42.9% |
1-045 |
| ATR |
0-128 |
0-129 |
0-001 |
0.6% |
0-000 |
| Volume |
578,674 |
482,617 |
-96,057 |
-16.6% |
3,677,634 |
|
| Daily Pivots for day following 18-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-092 |
121-003 |
120-032 |
|
| R3 |
120-272 |
120-183 |
119-314 |
|
| R2 |
120-132 |
120-132 |
119-301 |
|
| R1 |
120-043 |
120-043 |
119-288 |
120-018 |
| PP |
119-312 |
119-312 |
119-312 |
119-299 |
| S1 |
119-223 |
119-223 |
119-262 |
119-198 |
| S2 |
119-172 |
119-172 |
119-249 |
|
| S3 |
119-032 |
119-083 |
119-236 |
|
| S4 |
118-212 |
118-263 |
119-198 |
|
|
| 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 |
1.0% |
0-133 |
0.3% |
63% |
False |
False |
708,043 |
| 10 |
120-090 |
119-045 |
1-045 |
1.0% |
0-146 |
0.4% |
63% |
False |
False |
764,521 |
| 20 |
120-230 |
119-045 |
1-185 |
1.3% |
0-129 |
0.3% |
46% |
False |
False |
680,968 |
| 40 |
120-292 |
119-045 |
1-247 |
1.5% |
0-114 |
0.3% |
41% |
False |
False |
597,060 |
| 60 |
120-292 |
118-092 |
2-200 |
2.2% |
0-124 |
0.3% |
60% |
False |
False |
624,777 |
| 80 |
120-292 |
118-092 |
2-200 |
2.2% |
0-121 |
0.3% |
60% |
False |
False |
472,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-035 |
|
2.618 |
121-127 |
|
1.618 |
120-307 |
|
1.000 |
120-220 |
|
0.618 |
120-167 |
|
HIGH |
120-080 |
|
0.618 |
120-027 |
|
0.500 |
120-010 |
|
0.382 |
119-313 |
|
LOW |
119-260 |
|
0.618 |
119-173 |
|
1.000 |
119-120 |
|
1.618 |
119-033 |
|
2.618 |
118-213 |
|
4.250 |
117-305 |
|
|
| Fisher Pivots for day following 18-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-010 |
119-310 |
| PP |
119-312 |
119-298 |
| S1 |
119-293 |
119-287 |
|