ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 10-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2015 |
10-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
120-130 |
120-055 |
-0-075 |
-0.2% |
120-270 |
| High |
120-172 |
120-097 |
-0-075 |
-0.2% |
120-292 |
| Low |
120-042 |
120-035 |
-0-007 |
0.0% |
120-035 |
| Close |
120-060 |
120-042 |
-0-018 |
0.0% |
120-042 |
| Range |
0-130 |
0-062 |
-0-068 |
-52.3% |
0-257 |
| ATR |
0-122 |
0-118 |
-0-004 |
-3.5% |
0-000 |
| Volume |
512,430 |
399,000 |
-113,430 |
-22.1% |
2,140,419 |
|
| Daily Pivots for day following 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-244 |
120-205 |
120-076 |
|
| R3 |
120-182 |
120-143 |
120-059 |
|
| R2 |
120-120 |
120-120 |
120-053 |
|
| R1 |
120-081 |
120-081 |
120-048 |
120-070 |
| PP |
120-058 |
120-058 |
120-058 |
120-052 |
| S1 |
120-019 |
120-019 |
120-036 |
120-008 |
| S2 |
119-316 |
119-316 |
120-031 |
|
| S3 |
119-254 |
119-277 |
120-025 |
|
| S4 |
119-192 |
119-215 |
120-008 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-254 |
122-085 |
120-183 |
|
| R3 |
121-317 |
121-148 |
120-113 |
|
| R2 |
121-060 |
121-060 |
120-089 |
|
| R1 |
120-211 |
120-211 |
120-066 |
120-167 |
| PP |
120-123 |
120-123 |
120-123 |
120-101 |
| S1 |
119-274 |
119-274 |
120-018 |
119-230 |
| S2 |
119-186 |
119-186 |
119-315 |
|
| S3 |
118-249 |
119-017 |
119-291 |
|
| S4 |
117-312 |
118-080 |
119-221 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-292 |
120-035 |
0-257 |
0.7% |
0-095 |
0.2% |
3% |
False |
True |
428,083 |
| 10 |
120-292 |
119-247 |
1-045 |
0.9% |
0-094 |
0.2% |
32% |
False |
False |
481,996 |
| 20 |
120-292 |
118-235 |
2-057 |
1.8% |
0-116 |
0.3% |
64% |
False |
False |
543,054 |
| 40 |
120-292 |
118-092 |
2-200 |
2.2% |
0-131 |
0.3% |
70% |
False |
False |
527,284 |
| 60 |
120-292 |
118-092 |
2-200 |
2.2% |
0-118 |
0.3% |
70% |
False |
False |
351,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-040 |
|
2.618 |
120-259 |
|
1.618 |
120-197 |
|
1.000 |
120-159 |
|
0.618 |
120-135 |
|
HIGH |
120-097 |
|
0.618 |
120-073 |
|
0.500 |
120-066 |
|
0.382 |
120-059 |
|
LOW |
120-035 |
|
0.618 |
119-317 |
|
1.000 |
119-293 |
|
1.618 |
119-255 |
|
2.618 |
119-193 |
|
4.250 |
119-092 |
|
|
| Fisher Pivots for day following 10-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-066 |
120-110 |
| PP |
120-058 |
120-087 |
| S1 |
120-050 |
120-065 |
|