ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 30-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2015 |
30-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
119-270 |
119-307 |
0-037 |
0.1% |
119-292 |
| High |
120-017 |
120-042 |
0-025 |
0.1% |
120-107 |
| Low |
119-247 |
119-285 |
0-038 |
0.1% |
119-220 |
| Close |
120-010 |
120-002 |
-0-008 |
0.0% |
120-010 |
| Range |
0-090 |
0-077 |
-0-013 |
-14.4% |
0-207 |
| ATR |
0-133 |
0-129 |
-0-004 |
-3.0% |
0-000 |
| Volume |
526,206 |
439,190 |
-87,016 |
-16.5% |
2,916,678 |
|
| Daily Pivots for day following 30-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-234 |
120-195 |
120-044 |
|
| R3 |
120-157 |
120-118 |
120-023 |
|
| R2 |
120-080 |
120-080 |
120-016 |
|
| R1 |
120-041 |
120-041 |
120-009 |
120-060 |
| PP |
120-003 |
120-003 |
120-003 |
120-013 |
| S1 |
119-284 |
119-284 |
119-315 |
119-304 |
| S2 |
119-246 |
119-246 |
119-308 |
|
| S3 |
119-169 |
119-207 |
119-301 |
|
| S4 |
119-092 |
119-130 |
119-280 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-307 |
121-205 |
120-124 |
|
| R3 |
121-100 |
120-318 |
120-067 |
|
| R2 |
120-213 |
120-213 |
120-048 |
|
| R1 |
120-111 |
120-111 |
120-029 |
120-162 |
| PP |
120-006 |
120-006 |
120-006 |
120-031 |
| S1 |
119-224 |
119-224 |
119-311 |
119-275 |
| S2 |
119-119 |
119-119 |
119-292 |
|
| S3 |
118-232 |
119-017 |
119-273 |
|
| S4 |
118-025 |
118-130 |
119-216 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-107 |
119-220 |
0-207 |
0.5% |
0-107 |
0.3% |
49% |
False |
False |
583,380 |
| 10 |
120-107 |
119-020 |
1-087 |
1.1% |
0-133 |
0.3% |
74% |
False |
False |
606,349 |
| 20 |
120-107 |
118-092 |
2-015 |
1.7% |
0-130 |
0.3% |
84% |
False |
False |
629,190 |
| 40 |
120-270 |
118-092 |
2-178 |
2.1% |
0-135 |
0.4% |
67% |
False |
False |
431,296 |
| 60 |
120-270 |
118-092 |
2-178 |
2.1% |
0-109 |
0.3% |
67% |
False |
False |
287,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-049 |
|
2.618 |
120-244 |
|
1.618 |
120-167 |
|
1.000 |
120-119 |
|
0.618 |
120-090 |
|
HIGH |
120-042 |
|
0.618 |
120-013 |
|
0.500 |
120-004 |
|
0.382 |
119-314 |
|
LOW |
119-285 |
|
0.618 |
119-237 |
|
1.000 |
119-208 |
|
1.618 |
119-160 |
|
2.618 |
119-083 |
|
4.250 |
118-278 |
|
|
| Fisher Pivots for day following 30-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-004 |
119-312 |
| PP |
120-003 |
119-302 |
| S1 |
120-002 |
119-292 |
|