ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 29-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2015 |
29-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
118-282 |
119-085 |
0-123 |
0.3% |
119-095 |
| High |
118-302 |
119-190 |
0-208 |
0.5% |
119-102 |
| Low |
118-185 |
118-302 |
0-117 |
0.3% |
118-185 |
| Close |
118-207 |
119-095 |
0-208 |
0.5% |
118-207 |
| Range |
0-117 |
0-208 |
0-091 |
77.8% |
0-237 |
| ATR |
0-123 |
0-136 |
0-013 |
10.4% |
0-000 |
| Volume |
483,458 |
882,562 |
399,104 |
82.6% |
2,610,387 |
|
| Daily Pivots for day following 29-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-073 |
120-292 |
119-209 |
|
| R3 |
120-185 |
120-084 |
119-152 |
|
| R2 |
119-297 |
119-297 |
119-133 |
|
| R1 |
119-196 |
119-196 |
119-114 |
119-246 |
| PP |
119-089 |
119-089 |
119-089 |
119-114 |
| S1 |
118-308 |
118-308 |
119-076 |
119-038 |
| S2 |
118-201 |
118-201 |
119-057 |
|
| S3 |
117-313 |
118-100 |
119-038 |
|
| S4 |
117-105 |
117-212 |
118-301 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-022 |
120-192 |
119-017 |
|
| R3 |
120-105 |
119-275 |
118-272 |
|
| R2 |
119-188 |
119-188 |
118-250 |
|
| R1 |
119-038 |
119-038 |
118-229 |
118-314 |
| PP |
118-271 |
118-271 |
118-271 |
118-250 |
| S1 |
118-121 |
118-121 |
118-185 |
118-078 |
| S2 |
118-034 |
118-034 |
118-164 |
|
| S3 |
117-117 |
117-204 |
118-142 |
|
| S4 |
116-200 |
116-287 |
118-077 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-190 |
118-185 |
1-005 |
0.9% |
0-120 |
0.3% |
71% |
True |
False |
602,874 |
| 10 |
119-190 |
118-127 |
1-063 |
1.0% |
0-133 |
0.3% |
75% |
True |
False |
632,645 |
| 20 |
119-190 |
118-037 |
1-153 |
1.2% |
0-134 |
0.4% |
80% |
True |
False |
674,596 |
| 40 |
119-235 |
118-037 |
1-198 |
1.4% |
0-124 |
0.3% |
73% |
False |
False |
471,169 |
| 60 |
120-080 |
118-037 |
2-043 |
1.8% |
0-093 |
0.2% |
55% |
False |
False |
314,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-114 |
|
2.618 |
121-095 |
|
1.618 |
120-207 |
|
1.000 |
120-078 |
|
0.618 |
119-319 |
|
HIGH |
119-190 |
|
0.618 |
119-111 |
|
0.500 |
119-086 |
|
0.382 |
119-061 |
|
LOW |
118-302 |
|
0.618 |
118-173 |
|
1.000 |
118-094 |
|
1.618 |
117-285 |
|
2.618 |
117-077 |
|
4.250 |
116-058 |
|
|
| Fisher Pivots for day following 29-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-092 |
119-072 |
| PP |
119-089 |
119-050 |
| S1 |
119-086 |
119-028 |
|