ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 29-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2015 |
29-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
120-190 |
120-090 |
-0-100 |
-0.3% |
120-197 |
High |
120-195 |
120-137 |
-0-058 |
-0.2% |
120-235 |
Low |
120-090 |
119-302 |
-0-108 |
-0.3% |
120-060 |
Close |
120-125 |
120-075 |
-0-050 |
-0.1% |
120-205 |
Range |
0-105 |
0-155 |
0-050 |
47.6% |
0-175 |
ATR |
0-106 |
0-110 |
0-003 |
3.3% |
0-000 |
Volume |
620,533 |
956,845 |
336,312 |
54.2% |
2,509,662 |
|
Daily Pivots for day following 29-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-210 |
121-137 |
120-160 |
|
R3 |
121-055 |
120-302 |
120-118 |
|
R2 |
120-220 |
120-220 |
120-103 |
|
R1 |
120-147 |
120-147 |
120-089 |
120-106 |
PP |
120-065 |
120-065 |
120-065 |
120-044 |
S1 |
119-312 |
119-312 |
120-061 |
119-271 |
S2 |
119-230 |
119-230 |
120-047 |
|
S3 |
119-075 |
119-157 |
120-032 |
|
S4 |
118-240 |
119-002 |
119-310 |
|
|
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 |
119-302 |
0-248 |
0.6% |
0-109 |
0.3% |
38% |
False |
True |
620,056 |
10 |
120-287 |
119-302 |
0-305 |
0.8% |
0-104 |
0.3% |
30% |
False |
True |
576,042 |
20 |
120-292 |
119-302 |
0-310 |
0.8% |
0-102 |
0.3% |
30% |
False |
True |
516,399 |
40 |
120-292 |
118-092 |
2-200 |
2.2% |
0-116 |
0.3% |
74% |
False |
False |
572,310 |
60 |
120-292 |
118-092 |
2-200 |
2.2% |
0-124 |
0.3% |
74% |
False |
False |
470,310 |
80 |
120-292 |
118-092 |
2-200 |
2.2% |
0-108 |
0.3% |
74% |
False |
False |
352,810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-156 |
2.618 |
121-223 |
1.618 |
121-068 |
1.000 |
120-292 |
0.618 |
120-233 |
HIGH |
120-137 |
0.618 |
120-078 |
0.500 |
120-060 |
0.382 |
120-041 |
LOW |
119-302 |
0.618 |
119-206 |
1.000 |
119-147 |
1.618 |
119-051 |
2.618 |
118-216 |
4.250 |
117-283 |
|
|
Fisher Pivots for day following 29-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
120-070 |
120-106 |
PP |
120-065 |
120-096 |
S1 |
120-060 |
120-085 |
|