ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 01-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2015 |
01-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
120-027 |
120-067 |
0-040 |
0.1% |
119-292 |
| High |
120-075 |
120-162 |
0-087 |
0.2% |
120-107 |
| Low |
120-007 |
120-027 |
0-020 |
0.1% |
119-220 |
| Close |
120-067 |
120-137 |
0-070 |
0.2% |
120-010 |
| Range |
0-068 |
0-135 |
0-067 |
98.5% |
0-207 |
| ATR |
0-125 |
0-126 |
0-001 |
0.6% |
0-000 |
| Volume |
639,222 |
634,308 |
-4,914 |
-0.8% |
2,916,678 |
|
| Daily Pivots for day following 01-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-194 |
121-140 |
120-211 |
|
| R3 |
121-059 |
121-005 |
120-174 |
|
| R2 |
120-244 |
120-244 |
120-162 |
|
| R1 |
120-190 |
120-190 |
120-149 |
120-217 |
| PP |
120-109 |
120-109 |
120-109 |
120-122 |
| S1 |
120-055 |
120-055 |
120-125 |
120-082 |
| S2 |
119-294 |
119-294 |
120-112 |
|
| S3 |
119-159 |
119-240 |
120-100 |
|
| S4 |
119-024 |
119-105 |
120-063 |
|
|
| 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 |
120-162 |
119-220 |
0-262 |
0.7% |
0-103 |
0.3% |
90% |
True |
False |
590,640 |
| 10 |
120-162 |
119-155 |
1-007 |
0.8% |
0-113 |
0.3% |
92% |
True |
False |
587,162 |
| 20 |
120-162 |
118-092 |
2-070 |
1.8% |
0-132 |
0.3% |
96% |
True |
False |
635,020 |
| 40 |
120-162 |
118-092 |
2-070 |
1.8% |
0-136 |
0.4% |
96% |
True |
False |
463,081 |
| 60 |
120-270 |
118-092 |
2-178 |
2.1% |
0-112 |
0.3% |
84% |
False |
False |
308,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-096 |
|
2.618 |
121-195 |
|
1.618 |
121-060 |
|
1.000 |
120-297 |
|
0.618 |
120-245 |
|
HIGH |
120-162 |
|
0.618 |
120-110 |
|
0.500 |
120-094 |
|
0.382 |
120-079 |
|
LOW |
120-027 |
|
0.618 |
119-264 |
|
1.000 |
119-212 |
|
1.618 |
119-129 |
|
2.618 |
118-314 |
|
4.250 |
118-093 |
|
|
| Fisher Pivots for day following 01-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-123 |
120-112 |
| PP |
120-109 |
120-088 |
| S1 |
120-094 |
120-064 |
|