ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 22-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2015 |
22-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
120-187 |
120-172 |
-0-015 |
0.0% |
120-055 |
| High |
120-217 |
120-192 |
-0-025 |
-0.1% |
120-287 |
| Low |
120-147 |
120-060 |
-0-087 |
-0.2% |
120-002 |
| Close |
120-160 |
120-087 |
-0-073 |
-0.2% |
120-225 |
| Range |
0-070 |
0-132 |
0-062 |
88.6% |
0-285 |
| ATR |
0-108 |
0-109 |
0-002 |
1.6% |
0-000 |
| Volume |
366,975 |
592,788 |
225,813 |
61.5% |
2,621,964 |
|
| Daily Pivots for day following 22-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-189 |
121-110 |
120-160 |
|
| R3 |
121-057 |
120-298 |
120-123 |
|
| R2 |
120-245 |
120-245 |
120-111 |
|
| R1 |
120-166 |
120-166 |
120-099 |
120-140 |
| PP |
120-113 |
120-113 |
120-113 |
120-100 |
| S1 |
120-034 |
120-034 |
120-075 |
120-008 |
| S2 |
119-301 |
119-301 |
120-063 |
|
| S3 |
119-169 |
119-222 |
120-051 |
|
| S4 |
119-037 |
119-090 |
120-014 |
|
|
| 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 |
120-060 |
0-227 |
0.6% |
0-100 |
0.3% |
12% |
False |
True |
532,028 |
| 10 |
120-287 |
120-002 |
0-285 |
0.7% |
0-098 |
0.3% |
30% |
False |
False |
492,380 |
| 20 |
120-292 |
119-220 |
1-072 |
1.0% |
0-100 |
0.3% |
48% |
False |
False |
508,865 |
| 40 |
120-292 |
118-092 |
2-200 |
2.2% |
0-117 |
0.3% |
76% |
False |
False |
598,819 |
| 60 |
120-292 |
118-092 |
2-200 |
2.2% |
0-121 |
0.3% |
76% |
False |
False |
418,688 |
| 80 |
120-292 |
117-220 |
3-072 |
2.7% |
0-102 |
0.3% |
80% |
False |
False |
314,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-113 |
|
2.618 |
121-218 |
|
1.618 |
121-086 |
|
1.000 |
121-004 |
|
0.618 |
120-274 |
|
HIGH |
120-192 |
|
0.618 |
120-142 |
|
0.500 |
120-126 |
|
0.382 |
120-110 |
|
LOW |
120-060 |
|
0.618 |
119-298 |
|
1.000 |
119-248 |
|
1.618 |
119-166 |
|
2.618 |
119-034 |
|
4.250 |
118-139 |
|
|
| Fisher Pivots for day following 22-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-126 |
120-148 |
| PP |
120-113 |
120-127 |
| S1 |
120-100 |
120-107 |
|