ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 26-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2015 |
26-May-2015 |
Change |
Change % |
Previous Week |
| Open |
120-000 |
119-242 |
-0-078 |
-0.2% |
120-055 |
| High |
120-030 |
119-307 |
-0-043 |
-0.1% |
120-080 |
| Low |
119-182 |
119-190 |
0-008 |
0.0% |
119-155 |
| Close |
119-210 |
119-300 |
0-090 |
0.2% |
119-210 |
| Range |
0-168 |
0-117 |
-0-051 |
-30.4% |
0-245 |
| ATR |
0-131 |
0-130 |
-0-001 |
-0.8% |
0-000 |
| Volume |
770,294 |
1,812,251 |
1,041,957 |
135.3% |
3,328,740 |
|
| Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-297 |
120-255 |
120-044 |
|
| R3 |
120-180 |
120-138 |
120-012 |
|
| R2 |
120-063 |
120-063 |
120-001 |
|
| R1 |
120-021 |
120-021 |
119-311 |
120-042 |
| PP |
119-266 |
119-266 |
119-266 |
119-276 |
| S1 |
119-224 |
119-224 |
119-289 |
119-245 |
| S2 |
119-149 |
119-149 |
119-279 |
|
| S3 |
119-032 |
119-107 |
119-268 |
|
| S4 |
118-235 |
118-310 |
119-236 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-030 |
121-205 |
120-025 |
|
| R3 |
121-105 |
120-280 |
119-277 |
|
| R2 |
120-180 |
120-180 |
119-255 |
|
| R1 |
120-035 |
120-035 |
119-232 |
119-305 |
| PP |
119-255 |
119-255 |
119-255 |
119-230 |
| S1 |
119-110 |
119-110 |
119-188 |
119-060 |
| S2 |
119-010 |
119-010 |
119-165 |
|
| S3 |
118-085 |
118-185 |
119-143 |
|
| S4 |
117-160 |
117-260 |
119-075 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-030 |
119-155 |
0-195 |
0.5% |
0-134 |
0.3% |
74% |
False |
False |
931,674 |
| 10 |
120-090 |
119-045 |
1-045 |
1.0% |
0-134 |
0.3% |
70% |
False |
False |
819,859 |
| 20 |
120-195 |
119-045 |
1-150 |
1.2% |
0-138 |
0.4% |
54% |
False |
False |
789,754 |
| 40 |
120-292 |
119-045 |
1-247 |
1.5% |
0-117 |
0.3% |
45% |
False |
False |
640,602 |
| 60 |
120-292 |
118-092 |
2-200 |
2.2% |
0-123 |
0.3% |
63% |
False |
False |
639,821 |
| 80 |
120-292 |
118-092 |
2-200 |
2.2% |
0-126 |
0.3% |
63% |
False |
False |
530,467 |
| 100 |
120-292 |
118-070 |
2-222 |
2.2% |
0-112 |
0.3% |
64% |
False |
False |
424,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-164 |
|
2.618 |
120-293 |
|
1.618 |
120-176 |
|
1.000 |
120-104 |
|
0.618 |
120-059 |
|
HIGH |
119-307 |
|
0.618 |
119-262 |
|
0.500 |
119-248 |
|
0.382 |
119-235 |
|
LOW |
119-190 |
|
0.618 |
119-118 |
|
1.000 |
119-073 |
|
1.618 |
119-001 |
|
2.618 |
118-204 |
|
4.250 |
118-013 |
|
|
| Fisher Pivots for day following 26-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-283 |
119-289 |
| PP |
119-266 |
119-277 |
| S1 |
119-248 |
119-266 |
|