ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 30-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2015 |
30-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
119-085 |
119-097 |
0-012 |
0.0% |
119-095 |
| High |
119-190 |
119-120 |
-0-070 |
-0.2% |
119-102 |
| Low |
118-302 |
119-017 |
0-035 |
0.1% |
118-185 |
| Close |
119-095 |
119-082 |
-0-013 |
0.0% |
118-207 |
| Range |
0-208 |
0-103 |
-0-105 |
-50.5% |
0-237 |
| ATR |
0-136 |
0-134 |
-0-002 |
-1.7% |
0-000 |
| Volume |
882,562 |
812,453 |
-70,109 |
-7.9% |
2,610,387 |
|
| Daily Pivots for day following 30-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-062 |
120-015 |
119-139 |
|
| R3 |
119-279 |
119-232 |
119-110 |
|
| R2 |
119-176 |
119-176 |
119-101 |
|
| R1 |
119-129 |
119-129 |
119-091 |
119-101 |
| PP |
119-073 |
119-073 |
119-073 |
119-059 |
| S1 |
119-026 |
119-026 |
119-073 |
118-318 |
| S2 |
118-290 |
118-290 |
119-063 |
|
| S3 |
118-187 |
118-243 |
119-054 |
|
| S4 |
118-084 |
118-140 |
119-025 |
|
|
| 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% |
0-123 |
0.3% |
67% |
False |
False |
654,280 |
| 10 |
119-190 |
118-127 |
1-063 |
1.0% |
0-135 |
0.4% |
72% |
False |
False |
667,204 |
| 20 |
119-190 |
118-037 |
1-153 |
1.2% |
0-133 |
0.3% |
77% |
False |
False |
678,458 |
| 40 |
119-235 |
118-037 |
1-198 |
1.4% |
0-125 |
0.3% |
70% |
False |
False |
491,450 |
| 60 |
120-080 |
118-037 |
2-043 |
1.8% |
0-095 |
0.2% |
53% |
False |
False |
327,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-238 |
|
2.618 |
120-070 |
|
1.618 |
119-287 |
|
1.000 |
119-223 |
|
0.618 |
119-184 |
|
HIGH |
119-120 |
|
0.618 |
119-081 |
|
0.500 |
119-068 |
|
0.382 |
119-056 |
|
LOW |
119-017 |
|
0.618 |
118-273 |
|
1.000 |
118-234 |
|
1.618 |
118-170 |
|
2.618 |
118-067 |
|
4.250 |
117-219 |
|
|
| Fisher Pivots for day following 30-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-078 |
119-064 |
| PP |
119-073 |
119-046 |
| S1 |
119-068 |
119-028 |
|