ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 28-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2015 |
28-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
120-215 |
120-190 |
-0-025 |
-0.1% |
120-197 |
High |
120-230 |
120-195 |
-0-035 |
-0.1% |
120-235 |
Low |
120-145 |
120-090 |
-0-055 |
-0.1% |
120-060 |
Close |
120-180 |
120-125 |
-0-055 |
-0.1% |
120-205 |
Range |
0-085 |
0-105 |
0-020 |
23.5% |
0-175 |
ATR |
0-107 |
0-106 |
0-000 |
-0.1% |
0-000 |
Volume |
403,648 |
620,533 |
216,885 |
53.7% |
2,509,662 |
|
Daily Pivots for day following 28-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-132 |
121-073 |
120-183 |
|
R3 |
121-027 |
120-288 |
120-154 |
|
R2 |
120-242 |
120-242 |
120-144 |
|
R1 |
120-183 |
120-183 |
120-135 |
120-160 |
PP |
120-137 |
120-137 |
120-137 |
120-125 |
S1 |
120-078 |
120-078 |
120-115 |
120-055 |
S2 |
120-032 |
120-032 |
120-106 |
|
S3 |
119-247 |
119-293 |
120-096 |
|
S4 |
119-142 |
119-188 |
120-067 |
|
|
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 |
120-230 |
120-060 |
0-170 |
0.4% |
0-105 |
0.3% |
38% |
False |
False |
547,244 |
10 |
120-287 |
120-060 |
0-227 |
0.6% |
0-096 |
0.2% |
29% |
False |
False |
520,846 |
20 |
120-292 |
120-002 |
0-290 |
0.8% |
0-098 |
0.3% |
42% |
False |
False |
500,518 |
40 |
120-292 |
118-092 |
2-200 |
2.2% |
0-114 |
0.3% |
80% |
False |
False |
564,854 |
60 |
120-292 |
118-092 |
2-200 |
2.2% |
0-123 |
0.3% |
80% |
False |
False |
454,370 |
80 |
120-292 |
118-092 |
2-200 |
2.2% |
0-106 |
0.3% |
80% |
False |
False |
340,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-001 |
2.618 |
121-150 |
1.618 |
121-045 |
1.000 |
120-300 |
0.618 |
120-260 |
HIGH |
120-195 |
0.618 |
120-155 |
0.500 |
120-142 |
0.382 |
120-130 |
LOW |
120-090 |
0.618 |
120-025 |
1.000 |
119-305 |
1.618 |
119-240 |
2.618 |
119-135 |
4.250 |
118-284 |
|
|
Fisher Pivots for day following 28-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
120-142 |
120-160 |
PP |
120-137 |
120-148 |
S1 |
120-131 |
120-137 |
|