ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 19-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2015 |
19-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
119-297 |
119-285 |
-0-012 |
0.0% |
119-100 |
| High |
119-310 |
120-012 |
0-022 |
0.1% |
120-012 |
| Low |
119-217 |
119-285 |
0-068 |
0.2% |
119-040 |
| Close |
119-220 |
120-000 |
0-100 |
0.3% |
120-000 |
| Range |
0-093 |
0-047 |
-0-046 |
-49.5% |
0-292 |
| ATR |
0-118 |
0-118 |
0-000 |
-0.4% |
0-000 |
| Volume |
581 |
1,176 |
595 |
102.4% |
15,183 |
|
| Daily Pivots for day following 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-133 |
120-114 |
120-026 |
|
| R3 |
120-086 |
120-067 |
120-013 |
|
| R2 |
120-039 |
120-039 |
120-009 |
|
| R1 |
120-020 |
120-020 |
120-004 |
120-030 |
| PP |
119-312 |
119-312 |
119-312 |
119-317 |
| S1 |
119-293 |
119-293 |
119-316 |
119-302 |
| S2 |
119-265 |
119-265 |
119-311 |
|
| S3 |
119-218 |
119-246 |
119-307 |
|
| S4 |
119-171 |
119-199 |
119-294 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-147 |
122-045 |
120-161 |
|
| R3 |
121-175 |
121-073 |
120-080 |
|
| R2 |
120-203 |
120-203 |
120-054 |
|
| R1 |
120-101 |
120-101 |
120-027 |
120-152 |
| PP |
119-231 |
119-231 |
119-231 |
119-256 |
| S1 |
119-129 |
119-129 |
119-293 |
119-180 |
| S2 |
118-259 |
118-259 |
119-266 |
|
| S3 |
117-287 |
118-157 |
119-240 |
|
| S4 |
116-315 |
117-185 |
119-159 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-012 |
119-040 |
0-292 |
0.8% |
0-090 |
0.2% |
96% |
True |
False |
3,036 |
| 10 |
120-012 |
118-287 |
1-045 |
1.0% |
0-088 |
0.2% |
97% |
True |
False |
4,962 |
| 20 |
120-085 |
118-257 |
1-148 |
1.2% |
0-106 |
0.3% |
82% |
False |
False |
290,679 |
| 40 |
120-230 |
118-257 |
1-293 |
1.6% |
0-120 |
0.3% |
62% |
False |
False |
498,379 |
| 60 |
120-292 |
118-257 |
2-035 |
1.8% |
0-113 |
0.3% |
57% |
False |
False |
501,594 |
| 80 |
120-292 |
118-092 |
2-200 |
2.2% |
0-119 |
0.3% |
65% |
False |
False |
542,976 |
| 100 |
120-292 |
118-092 |
2-200 |
2.2% |
0-120 |
0.3% |
65% |
False |
False |
456,691 |
| 120 |
120-292 |
117-300 |
2-312 |
2.5% |
0-108 |
0.3% |
69% |
False |
False |
380,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-212 |
|
2.618 |
120-135 |
|
1.618 |
120-088 |
|
1.000 |
120-059 |
|
0.618 |
120-041 |
|
HIGH |
120-012 |
|
0.618 |
119-314 |
|
0.500 |
119-308 |
|
0.382 |
119-303 |
|
LOW |
119-285 |
|
0.618 |
119-256 |
|
1.000 |
119-238 |
|
1.618 |
119-209 |
|
2.618 |
119-162 |
|
4.250 |
119-085 |
|
|
| Fisher Pivots for day following 19-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-316 |
119-275 |
| PP |
119-312 |
119-231 |
| S1 |
119-308 |
119-186 |
|