ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 23-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2015 |
23-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
120-172 |
120-085 |
-0-087 |
-0.2% |
120-055 |
| High |
120-192 |
120-155 |
-0-037 |
-0.1% |
120-287 |
| Low |
120-060 |
120-072 |
0-012 |
0.0% |
120-002 |
| Close |
120-087 |
120-142 |
0-055 |
0.1% |
120-225 |
| Range |
0-132 |
0-083 |
-0-049 |
-37.1% |
0-285 |
| ATR |
0-109 |
0-107 |
-0-002 |
-1.7% |
0-000 |
| Volume |
592,788 |
613,871 |
21,083 |
3.6% |
2,621,964 |
|
| Daily Pivots for day following 23-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-052 |
121-020 |
120-188 |
|
| R3 |
120-289 |
120-257 |
120-165 |
|
| R2 |
120-206 |
120-206 |
120-157 |
|
| R1 |
120-174 |
120-174 |
120-150 |
120-190 |
| PP |
120-123 |
120-123 |
120-123 |
120-131 |
| S1 |
120-091 |
120-091 |
120-134 |
120-107 |
| S2 |
120-040 |
120-040 |
120-127 |
|
| S3 |
119-277 |
120-008 |
120-119 |
|
| S4 |
119-194 |
119-245 |
120-096 |
|
|
| 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% |
0-097 |
0.3% |
36% |
False |
False |
527,634 |
| 10 |
120-287 |
120-002 |
0-285 |
0.7% |
0-094 |
0.2% |
49% |
False |
False |
502,524 |
| 20 |
120-292 |
119-220 |
1-072 |
1.0% |
0-098 |
0.3% |
62% |
False |
False |
508,024 |
| 40 |
120-292 |
118-092 |
2-200 |
2.2% |
0-118 |
0.3% |
82% |
False |
False |
587,572 |
| 60 |
120-292 |
118-092 |
2-200 |
2.2% |
0-120 |
0.3% |
82% |
False |
False |
428,899 |
| 80 |
120-292 |
117-300 |
2-312 |
2.5% |
0-103 |
0.3% |
84% |
False |
False |
321,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-188 |
|
2.618 |
121-052 |
|
1.618 |
120-289 |
|
1.000 |
120-238 |
|
0.618 |
120-206 |
|
HIGH |
120-155 |
|
0.618 |
120-123 |
|
0.500 |
120-114 |
|
0.382 |
120-104 |
|
LOW |
120-072 |
|
0.618 |
120-021 |
|
1.000 |
119-309 |
|
1.618 |
119-258 |
|
2.618 |
119-175 |
|
4.250 |
119-039 |
|
|
| Fisher Pivots for day following 23-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-132 |
120-141 |
| PP |
120-123 |
120-140 |
| S1 |
120-114 |
120-138 |
|