ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 20-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2015 |
20-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
120-212 |
120-197 |
-0-015 |
0.0% |
120-055 |
High |
120-287 |
120-235 |
-0-052 |
-0.1% |
120-287 |
Low |
120-157 |
120-165 |
0-008 |
0.0% |
120-002 |
Close |
120-225 |
120-187 |
-0-038 |
-0.1% |
120-225 |
Range |
0-130 |
0-070 |
-0-060 |
-46.2% |
0-285 |
ATR |
0-114 |
0-110 |
-0-003 |
-2.7% |
0-000 |
Volume |
633,892 |
430,644 |
-203,248 |
-32.1% |
2,621,964 |
|
Daily Pivots for day following 20-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-086 |
121-046 |
120-226 |
|
R3 |
121-016 |
120-296 |
120-206 |
|
R2 |
120-266 |
120-266 |
120-200 |
|
R1 |
120-226 |
120-226 |
120-193 |
120-211 |
PP |
120-196 |
120-196 |
120-196 |
120-188 |
S1 |
120-156 |
120-156 |
120-181 |
120-141 |
S2 |
120-126 |
120-126 |
120-174 |
|
S3 |
120-056 |
120-086 |
120-168 |
|
S4 |
119-306 |
120-016 |
120-148 |
|
|
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 |
120-085 |
0-202 |
0.5% |
0-097 |
0.3% |
50% |
False |
False |
534,911 |
10 |
120-287 |
120-002 |
0-285 |
0.7% |
0-095 |
0.2% |
65% |
False |
False |
482,710 |
20 |
120-292 |
119-220 |
1-072 |
1.0% |
0-098 |
0.3% |
73% |
False |
False |
513,152 |
40 |
120-292 |
118-092 |
2-200 |
2.2% |
0-121 |
0.3% |
88% |
False |
False |
596,681 |
60 |
120-292 |
118-092 |
2-200 |
2.2% |
0-119 |
0.3% |
88% |
False |
False |
402,697 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-212 |
2.618 |
121-098 |
1.618 |
121-028 |
1.000 |
120-305 |
0.618 |
120-278 |
HIGH |
120-235 |
0.618 |
120-208 |
0.500 |
120-200 |
0.382 |
120-192 |
LOW |
120-165 |
0.618 |
120-122 |
1.000 |
120-095 |
1.618 |
120-052 |
2.618 |
119-302 |
4.250 |
119-188 |
|
|
Fisher Pivots for day following 20-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
120-200 |
120-216 |
PP |
120-196 |
120-206 |
S1 |
120-191 |
120-197 |
|