ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 17-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2015 |
17-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
120-187 |
120-212 |
0-025 |
0.1% |
120-055 |
High |
120-242 |
120-287 |
0-045 |
0.1% |
120-287 |
Low |
120-145 |
120-157 |
0-012 |
0.0% |
120-002 |
Close |
120-232 |
120-225 |
-0-007 |
0.0% |
120-225 |
Range |
0-097 |
0-130 |
0-033 |
34.0% |
0-285 |
ATR |
0-112 |
0-114 |
0-001 |
1.1% |
0-000 |
Volume |
635,845 |
633,892 |
-1,953 |
-0.3% |
2,621,964 |
|
Daily Pivots for day following 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-293 |
121-229 |
120-296 |
|
R3 |
121-163 |
121-099 |
120-261 |
|
R2 |
121-033 |
121-033 |
120-249 |
|
R1 |
120-289 |
120-289 |
120-237 |
121-001 |
PP |
120-223 |
120-223 |
120-223 |
120-239 |
S1 |
120-159 |
120-159 |
120-213 |
120-191 |
S2 |
120-093 |
120-093 |
120-201 |
|
S3 |
119-283 |
120-029 |
120-189 |
|
S4 |
119-153 |
119-219 |
120-154 |
|
|
Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-066 |
122-271 |
121-062 |
|
R3 |
122-101 |
121-306 |
120-303 |
|
R2 |
121-136 |
121-136 |
120-277 |
|
R1 |
121-021 |
121-021 |
120-251 |
121-078 |
PP |
120-171 |
120-171 |
120-171 |
120-200 |
S1 |
120-056 |
120-056 |
120-199 |
120-114 |
S2 |
119-206 |
119-206 |
120-173 |
|
S3 |
118-241 |
119-091 |
120-147 |
|
S4 |
117-276 |
118-126 |
120-068 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-287 |
120-002 |
0-285 |
0.7% |
0-104 |
0.3% |
78% |
True |
False |
524,392 |
10 |
120-292 |
120-002 |
0-290 |
0.8% |
0-100 |
0.3% |
77% |
False |
False |
476,238 |
20 |
120-292 |
119-182 |
1-110 |
1.1% |
0-101 |
0.3% |
84% |
False |
False |
516,100 |
40 |
120-292 |
118-092 |
2-200 |
2.2% |
0-124 |
0.3% |
92% |
False |
False |
589,830 |
60 |
120-292 |
118-092 |
2-200 |
2.2% |
0-119 |
0.3% |
92% |
False |
False |
395,533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-200 |
2.618 |
121-307 |
1.618 |
121-177 |
1.000 |
121-097 |
0.618 |
121-047 |
HIGH |
120-287 |
0.618 |
120-237 |
0.500 |
120-222 |
0.382 |
120-207 |
LOW |
120-157 |
0.618 |
120-077 |
1.000 |
120-027 |
1.618 |
119-267 |
2.618 |
119-137 |
4.250 |
118-244 |
|
|
Fisher Pivots for day following 17-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
120-224 |
120-220 |
PP |
120-223 |
120-216 |
S1 |
120-222 |
120-211 |
|