ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 08-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2015 |
08-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
120-195 |
120-157 |
-0-038 |
-0.1% |
119-307 |
| High |
120-197 |
120-185 |
-0-012 |
0.0% |
120-197 |
| Low |
120-117 |
120-095 |
-0-022 |
-0.1% |
119-285 |
| Close |
120-155 |
120-150 |
-0-005 |
0.0% |
120-120 |
| Range |
0-080 |
0-090 |
0-010 |
12.5% |
0-232 |
| ATR |
0-124 |
0-121 |
-0-002 |
-1.9% |
0-000 |
| Volume |
440,269 |
422,798 |
-17,471 |
-4.0% |
2,153,336 |
|
| Daily Pivots for day following 08-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-093 |
121-052 |
120-200 |
|
| R3 |
121-003 |
120-282 |
120-175 |
|
| R2 |
120-233 |
120-233 |
120-166 |
|
| R1 |
120-192 |
120-192 |
120-158 |
120-168 |
| PP |
120-143 |
120-143 |
120-143 |
120-131 |
| S1 |
120-102 |
120-102 |
120-142 |
120-078 |
| S2 |
120-053 |
120-053 |
120-134 |
|
| S3 |
119-283 |
120-012 |
120-125 |
|
| S4 |
119-193 |
119-242 |
120-100 |
|
|
| 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 |
120-027 |
0-265 |
0.7% |
0-102 |
0.3% |
46% |
False |
False |
460,782 |
| 10 |
120-292 |
119-220 |
1-072 |
1.0% |
0-102 |
0.3% |
64% |
False |
False |
525,349 |
| 20 |
120-292 |
118-190 |
2-102 |
1.9% |
0-119 |
0.3% |
81% |
False |
False |
573,043 |
| 40 |
120-292 |
118-092 |
2-200 |
2.2% |
0-130 |
0.3% |
83% |
False |
False |
504,675 |
| 60 |
120-292 |
118-092 |
2-200 |
2.2% |
0-115 |
0.3% |
83% |
False |
False |
336,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-248 |
|
2.618 |
121-101 |
|
1.618 |
121-011 |
|
1.000 |
120-275 |
|
0.618 |
120-241 |
|
HIGH |
120-185 |
|
0.618 |
120-151 |
|
0.500 |
120-140 |
|
0.382 |
120-129 |
|
LOW |
120-095 |
|
0.618 |
120-039 |
|
1.000 |
120-005 |
|
1.618 |
119-269 |
|
2.618 |
119-179 |
|
4.250 |
119-032 |
|
|
| Fisher Pivots for day following 08-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-147 |
120-194 |
| PP |
120-143 |
120-179 |
| S1 |
120-140 |
120-164 |
|