ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 30-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2015 |
30-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
120-090 |
120-080 |
-0-010 |
0.0% |
120-197 |
High |
120-137 |
120-102 |
-0-035 |
-0.1% |
120-235 |
Low |
119-302 |
119-262 |
-0-040 |
-0.1% |
120-060 |
Close |
120-075 |
120-042 |
-0-033 |
-0.1% |
120-205 |
Range |
0-155 |
0-160 |
0-005 |
3.2% |
0-175 |
ATR |
0-110 |
0-113 |
0-004 |
3.3% |
0-000 |
Volume |
956,845 |
1,002,381 |
45,536 |
4.8% |
2,509,662 |
|
Daily Pivots for day following 30-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-189 |
121-115 |
120-130 |
|
R3 |
121-029 |
120-275 |
120-086 |
|
R2 |
120-189 |
120-189 |
120-071 |
|
R1 |
120-115 |
120-115 |
120-057 |
120-072 |
PP |
120-029 |
120-029 |
120-029 |
120-007 |
S1 |
119-275 |
119-275 |
120-027 |
119-232 |
S2 |
119-189 |
119-189 |
120-013 |
|
S3 |
119-029 |
119-115 |
119-318 |
|
S4 |
118-189 |
118-275 |
119-274 |
|
|
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 |
119-262 |
0-288 |
0.7% |
0-125 |
0.3% |
35% |
False |
True |
697,758 |
10 |
120-287 |
119-262 |
1-025 |
0.9% |
0-111 |
0.3% |
29% |
False |
True |
612,696 |
20 |
120-292 |
119-262 |
1-030 |
0.9% |
0-103 |
0.3% |
29% |
False |
True |
534,803 |
40 |
120-292 |
118-092 |
2-200 |
2.2% |
0-118 |
0.3% |
70% |
False |
False |
584,912 |
60 |
120-292 |
118-092 |
2-200 |
2.2% |
0-125 |
0.3% |
70% |
False |
False |
486,988 |
80 |
120-292 |
118-092 |
2-200 |
2.2% |
0-110 |
0.3% |
70% |
False |
False |
365,337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-142 |
2.618 |
121-201 |
1.618 |
121-041 |
1.000 |
120-262 |
0.618 |
120-201 |
HIGH |
120-102 |
0.618 |
120-041 |
0.500 |
120-022 |
0.382 |
120-003 |
LOW |
119-262 |
0.618 |
119-163 |
1.000 |
119-102 |
1.618 |
119-003 |
2.618 |
118-163 |
4.250 |
117-222 |
|
|
Fisher Pivots for day following 30-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
120-035 |
120-068 |
PP |
120-029 |
120-060 |
S1 |
120-022 |
120-051 |
|