ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 25-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2015 |
25-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
120-015 |
120-070 |
0-055 |
0.1% |
118-300 |
| High |
120-080 |
120-107 |
0-027 |
0.1% |
120-040 |
| Low |
119-305 |
119-300 |
-0-005 |
0.0% |
118-297 |
| Close |
120-060 |
120-000 |
-0-060 |
-0.2% |
119-290 |
| Range |
0-095 |
0-127 |
0-032 |
33.7% |
1-063 |
| ATR |
0-136 |
0-135 |
-0-001 |
-0.5% |
0-000 |
| Volume |
606,538 |
630,691 |
24,153 |
4.0% |
3,118,348 |
|
| Daily Pivots for day following 25-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-090 |
121-012 |
120-070 |
|
| R3 |
120-283 |
120-205 |
120-035 |
|
| R2 |
120-156 |
120-156 |
120-023 |
|
| R1 |
120-078 |
120-078 |
120-012 |
120-054 |
| PP |
120-029 |
120-029 |
120-029 |
120-017 |
| S1 |
119-271 |
119-271 |
119-308 |
119-246 |
| S2 |
119-222 |
119-222 |
119-297 |
|
| S3 |
119-095 |
119-144 |
119-285 |
|
| S4 |
118-288 |
119-017 |
119-250 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-078 |
122-247 |
120-181 |
|
| R3 |
122-015 |
121-184 |
120-075 |
|
| R2 |
120-272 |
120-272 |
120-040 |
|
| R1 |
120-121 |
120-121 |
120-005 |
120-196 |
| PP |
119-209 |
119-209 |
119-209 |
119-247 |
| S1 |
119-058 |
119-058 |
119-255 |
119-134 |
| S2 |
118-146 |
118-146 |
119-220 |
|
| S3 |
117-083 |
117-315 |
119-185 |
|
| S4 |
116-020 |
116-252 |
119-079 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-107 |
119-155 |
0-272 |
0.7% |
0-123 |
0.3% |
61% |
True |
False |
583,685 |
| 10 |
120-107 |
118-235 |
1-192 |
1.3% |
0-138 |
0.4% |
79% |
True |
False |
610,774 |
| 20 |
120-107 |
118-092 |
2-015 |
1.7% |
0-137 |
0.4% |
84% |
True |
False |
667,121 |
| 40 |
120-270 |
118-092 |
2-178 |
2.1% |
0-131 |
0.3% |
67% |
False |
False |
389,337 |
| 60 |
120-270 |
117-300 |
2-290 |
2.4% |
0-104 |
0.3% |
71% |
False |
False |
259,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-007 |
|
2.618 |
121-119 |
|
1.618 |
120-312 |
|
1.000 |
120-234 |
|
0.618 |
120-185 |
|
HIGH |
120-107 |
|
0.618 |
120-058 |
|
0.500 |
120-044 |
|
0.382 |
120-029 |
|
LOW |
119-300 |
|
0.618 |
119-222 |
|
1.000 |
119-173 |
|
1.618 |
119-095 |
|
2.618 |
118-288 |
|
4.250 |
118-080 |
|
|
| Fisher Pivots for day following 25-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-044 |
120-032 |
| PP |
120-029 |
120-021 |
| S1 |
120-014 |
120-011 |
|