ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 01-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2015 |
01-May-2015 |
Change |
Change % |
Previous Week |
| Open |
120-080 |
120-060 |
-0-020 |
-0.1% |
120-215 |
| High |
120-102 |
120-062 |
-0-040 |
-0.1% |
120-230 |
| Low |
119-262 |
119-260 |
-0-002 |
0.0% |
119-260 |
| Close |
120-042 |
119-267 |
-0-095 |
-0.2% |
119-267 |
| Range |
0-160 |
0-122 |
-0-038 |
-23.8% |
0-290 |
| ATR |
0-113 |
0-114 |
0-001 |
0.5% |
0-000 |
| Volume |
1,002,381 |
423,668 |
-578,713 |
-57.7% |
3,407,075 |
|
| Daily Pivots for day following 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-029 |
120-270 |
120-014 |
|
| R3 |
120-227 |
120-148 |
119-301 |
|
| R2 |
120-105 |
120-105 |
119-289 |
|
| R1 |
120-026 |
120-026 |
119-278 |
120-004 |
| PP |
119-303 |
119-303 |
119-303 |
119-292 |
| S1 |
119-224 |
119-224 |
119-256 |
119-202 |
| S2 |
119-181 |
119-181 |
119-245 |
|
| S3 |
119-059 |
119-102 |
119-233 |
|
| S4 |
118-257 |
118-300 |
119-200 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-269 |
122-078 |
120-106 |
|
| R3 |
121-299 |
121-108 |
120-027 |
|
| R2 |
121-009 |
121-009 |
120-000 |
|
| R1 |
120-138 |
120-138 |
119-294 |
120-088 |
| PP |
120-039 |
120-039 |
120-039 |
120-014 |
| S1 |
119-168 |
119-168 |
119-240 |
119-118 |
| S2 |
119-069 |
119-069 |
119-214 |
|
| S3 |
118-099 |
118-198 |
119-187 |
|
| S4 |
117-129 |
117-228 |
119-108 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-230 |
119-260 |
0-290 |
0.8% |
0-125 |
0.3% |
2% |
False |
True |
681,415 |
| 10 |
120-235 |
119-260 |
0-295 |
0.8% |
0-110 |
0.3% |
2% |
False |
True |
591,673 |
| 20 |
120-292 |
119-260 |
1-032 |
0.9% |
0-105 |
0.3% |
2% |
False |
True |
533,956 |
| 40 |
120-292 |
118-092 |
2-200 |
2.2% |
0-119 |
0.3% |
59% |
False |
False |
582,328 |
| 60 |
120-292 |
118-092 |
2-200 |
2.2% |
0-125 |
0.3% |
59% |
False |
False |
494,041 |
| 80 |
120-292 |
118-092 |
2-200 |
2.2% |
0-110 |
0.3% |
59% |
False |
False |
370,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-260 |
|
2.618 |
121-061 |
|
1.618 |
120-259 |
|
1.000 |
120-184 |
|
0.618 |
120-137 |
|
HIGH |
120-062 |
|
0.618 |
120-015 |
|
0.500 |
120-001 |
|
0.382 |
119-307 |
|
LOW |
119-260 |
|
0.618 |
119-185 |
|
1.000 |
119-138 |
|
1.618 |
119-063 |
|
2.618 |
118-261 |
|
4.250 |
118-062 |
|
|
| Fisher Pivots for day following 01-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-001 |
120-038 |
| PP |
119-303 |
120-008 |
| S1 |
119-285 |
119-298 |
|