ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 06-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2015 |
06-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
120-140 |
120-270 |
0-130 |
0.3% |
119-307 |
| High |
120-197 |
120-292 |
0-095 |
0.2% |
120-197 |
| Low |
120-105 |
120-177 |
0-072 |
0.2% |
119-285 |
| Close |
120-120 |
120-192 |
0-072 |
0.2% |
120-120 |
| Range |
0-092 |
0-115 |
0-023 |
25.0% |
0-232 |
| ATR |
0-124 |
0-127 |
0-003 |
2.8% |
0-000 |
| Volume |
440,616 |
365,922 |
-74,694 |
-17.0% |
2,153,336 |
|
| Daily Pivots for day following 06-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-245 |
121-174 |
120-255 |
|
| R3 |
121-130 |
121-059 |
120-224 |
|
| R2 |
121-015 |
121-015 |
120-213 |
|
| R1 |
120-264 |
120-264 |
120-203 |
120-242 |
| PP |
120-220 |
120-220 |
120-220 |
120-210 |
| S1 |
120-149 |
120-149 |
120-181 |
120-127 |
| S2 |
120-105 |
120-105 |
120-171 |
|
| S3 |
119-310 |
120-034 |
120-160 |
|
| S4 |
119-195 |
119-239 |
120-129 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-150 |
122-047 |
120-248 |
|
| R3 |
121-238 |
121-135 |
120-184 |
|
| R2 |
121-006 |
121-006 |
120-163 |
|
| R1 |
120-223 |
120-223 |
120-141 |
120-274 |
| PP |
120-094 |
120-094 |
120-094 |
120-120 |
| S1 |
119-311 |
119-311 |
120-099 |
120-042 |
| S2 |
119-182 |
119-182 |
120-077 |
|
| S3 |
118-270 |
119-079 |
120-056 |
|
| S4 |
118-038 |
118-167 |
119-312 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-292 |
119-285 |
1-007 |
0.8% |
0-097 |
0.3% |
69% |
True |
False |
503,851 |
| 10 |
120-292 |
119-220 |
1-072 |
1.0% |
0-101 |
0.3% |
74% |
True |
False |
543,593 |
| 20 |
120-292 |
118-095 |
2-197 |
2.2% |
0-122 |
0.3% |
88% |
True |
False |
595,953 |
| 40 |
120-292 |
118-092 |
2-200 |
2.2% |
0-137 |
0.4% |
88% |
True |
False |
483,172 |
| 60 |
120-292 |
118-092 |
2-200 |
2.2% |
0-114 |
0.3% |
88% |
True |
False |
322,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-141 |
|
2.618 |
121-273 |
|
1.618 |
121-158 |
|
1.000 |
121-087 |
|
0.618 |
121-043 |
|
HIGH |
120-292 |
|
0.618 |
120-248 |
|
0.500 |
120-234 |
|
0.382 |
120-221 |
|
LOW |
120-177 |
|
0.618 |
120-106 |
|
1.000 |
120-062 |
|
1.618 |
119-311 |
|
2.618 |
119-196 |
|
4.250 |
119-008 |
|
|
| Fisher Pivots for day following 06-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-234 |
120-181 |
| PP |
120-220 |
120-170 |
| S1 |
120-206 |
120-160 |
|