ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 24-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2015 |
24-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
120-085 |
120-132 |
0-047 |
0.1% |
120-197 |
High |
120-155 |
120-220 |
0-065 |
0.2% |
120-235 |
Low |
120-072 |
120-102 |
0-030 |
0.1% |
120-060 |
Close |
120-142 |
120-205 |
0-063 |
0.2% |
120-205 |
Range |
0-083 |
0-118 |
0-035 |
42.2% |
0-175 |
ATR |
0-107 |
0-108 |
0-001 |
0.7% |
0-000 |
Volume |
613,871 |
505,384 |
-108,487 |
-17.7% |
2,509,662 |
|
Daily Pivots for day following 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-210 |
121-165 |
120-270 |
|
R3 |
121-092 |
121-047 |
120-237 |
|
R2 |
120-294 |
120-294 |
120-227 |
|
R1 |
120-249 |
120-249 |
120-216 |
120-272 |
PP |
120-176 |
120-176 |
120-176 |
120-187 |
S1 |
120-131 |
120-131 |
120-194 |
120-154 |
S2 |
120-058 |
120-058 |
120-183 |
|
S3 |
119-260 |
120-013 |
120-173 |
|
S4 |
119-142 |
119-215 |
120-140 |
|
|
Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-052 |
121-303 |
120-301 |
|
R3 |
121-197 |
121-128 |
120-253 |
|
R2 |
121-022 |
121-022 |
120-237 |
|
R1 |
120-273 |
120-273 |
120-221 |
120-308 |
PP |
120-167 |
120-167 |
120-167 |
120-184 |
S1 |
120-098 |
120-098 |
120-189 |
120-132 |
S2 |
119-312 |
119-312 |
120-173 |
|
S3 |
119-137 |
119-243 |
120-157 |
|
S4 |
118-282 |
119-068 |
120-109 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-235 |
120-060 |
0-175 |
0.5% |
0-095 |
0.2% |
83% |
False |
False |
501,932 |
10 |
120-287 |
120-002 |
0-285 |
0.7% |
0-099 |
0.3% |
71% |
False |
False |
513,162 |
20 |
120-292 |
119-247 |
1-045 |
0.9% |
0-097 |
0.3% |
76% |
False |
False |
497,579 |
40 |
120-292 |
118-092 |
2-200 |
2.2% |
0-116 |
0.3% |
90% |
False |
False |
576,479 |
60 |
120-292 |
118-092 |
2-200 |
2.2% |
0-122 |
0.3% |
90% |
False |
False |
437,312 |
80 |
120-292 |
118-020 |
2-272 |
2.4% |
0-104 |
0.3% |
90% |
False |
False |
328,056 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-082 |
2.618 |
121-209 |
1.618 |
121-091 |
1.000 |
121-018 |
0.618 |
120-293 |
HIGH |
120-220 |
0.618 |
120-175 |
0.500 |
120-161 |
0.382 |
120-147 |
LOW |
120-102 |
0.618 |
120-029 |
1.000 |
119-304 |
1.618 |
119-231 |
2.618 |
119-113 |
4.250 |
118-240 |
|
|
Fisher Pivots for day following 24-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
120-190 |
120-183 |
PP |
120-176 |
120-162 |
S1 |
120-161 |
120-140 |
|