ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 02-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2015 |
02-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
120-067 |
120-140 |
0-073 |
0.2% |
119-292 |
High |
120-162 |
120-197 |
0-035 |
0.1% |
120-107 |
Low |
120-027 |
120-105 |
0-078 |
0.2% |
119-220 |
Close |
120-137 |
120-120 |
-0-017 |
0.0% |
120-010 |
Range |
0-135 |
0-092 |
-0-043 |
-31.9% |
0-207 |
ATR |
0-126 |
0-124 |
-0-002 |
-1.9% |
0-000 |
Volume |
634,308 |
440,616 |
-193,692 |
-30.5% |
2,916,678 |
|
Daily Pivots for day following 02-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-097 |
121-040 |
120-171 |
|
R3 |
121-005 |
120-268 |
120-145 |
|
R2 |
120-233 |
120-233 |
120-137 |
|
R1 |
120-176 |
120-176 |
120-128 |
120-158 |
PP |
120-141 |
120-141 |
120-141 |
120-132 |
S1 |
120-084 |
120-084 |
120-112 |
120-066 |
S2 |
120-049 |
120-049 |
120-103 |
|
S3 |
119-277 |
119-312 |
120-095 |
|
S4 |
119-185 |
119-220 |
120-069 |
|
|
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 |
120-197 |
119-247 |
0-270 |
0.7% |
0-092 |
0.2% |
71% |
True |
False |
535,908 |
10 |
120-197 |
119-182 |
1-015 |
0.9% |
0-102 |
0.3% |
77% |
True |
False |
555,963 |
20 |
120-197 |
118-092 |
2-105 |
1.9% |
0-133 |
0.3% |
90% |
True |
False |
630,701 |
40 |
120-197 |
118-092 |
2-105 |
1.9% |
0-135 |
0.4% |
90% |
True |
False |
474,083 |
60 |
120-270 |
118-092 |
2-178 |
2.1% |
0-112 |
0.3% |
82% |
False |
False |
316,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-268 |
2.618 |
121-118 |
1.618 |
121-026 |
1.000 |
120-289 |
0.618 |
120-254 |
HIGH |
120-197 |
0.618 |
120-162 |
0.500 |
120-151 |
0.382 |
120-140 |
LOW |
120-105 |
0.618 |
120-048 |
1.000 |
120-013 |
1.618 |
119-276 |
2.618 |
119-184 |
4.250 |
119-034 |
|
|
Fisher Pivots for day following 02-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
120-151 |
120-114 |
PP |
120-141 |
120-108 |
S1 |
120-130 |
120-102 |
|