ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 06-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2015 |
06-May-2015 |
Change |
Change % |
Previous Week |
| Open |
119-275 |
119-205 |
-0-070 |
-0.2% |
120-215 |
| High |
120-000 |
119-232 |
-0-088 |
-0.2% |
120-230 |
| Low |
119-187 |
119-137 |
-0-050 |
-0.1% |
119-260 |
| Close |
119-210 |
119-165 |
-0-045 |
-0.1% |
119-267 |
| Range |
0-133 |
0-095 |
-0-038 |
-28.6% |
0-290 |
| ATR |
0-114 |
0-113 |
-0-001 |
-1.2% |
0-000 |
| Volume |
721,044 |
826,119 |
105,075 |
14.6% |
3,407,075 |
|
| Daily Pivots for day following 06-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-143 |
120-089 |
119-217 |
|
| R3 |
120-048 |
119-314 |
119-191 |
|
| R2 |
119-273 |
119-273 |
119-182 |
|
| R1 |
119-219 |
119-219 |
119-174 |
119-198 |
| PP |
119-178 |
119-178 |
119-178 |
119-168 |
| S1 |
119-124 |
119-124 |
119-156 |
119-104 |
| S2 |
119-083 |
119-083 |
119-148 |
|
| S3 |
118-308 |
119-029 |
119-139 |
|
| S4 |
118-213 |
118-254 |
119-113 |
|
|
| 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 |
120-102 |
119-137 |
0-285 |
0.7% |
0-121 |
0.3% |
10% |
False |
True |
692,257 |
| 10 |
120-230 |
119-137 |
1-093 |
1.1% |
0-115 |
0.3% |
7% |
False |
True |
656,156 |
| 20 |
120-287 |
119-137 |
1-150 |
1.2% |
0-107 |
0.3% |
6% |
False |
True |
574,268 |
| 40 |
120-292 |
118-190 |
2-102 |
1.9% |
0-113 |
0.3% |
40% |
False |
False |
573,655 |
| 60 |
120-292 |
118-092 |
2-200 |
2.2% |
0-122 |
0.3% |
47% |
False |
False |
527,872 |
| 80 |
120-292 |
118-092 |
2-200 |
2.2% |
0-113 |
0.3% |
47% |
False |
False |
396,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-316 |
|
2.618 |
120-161 |
|
1.618 |
120-066 |
|
1.000 |
120-007 |
|
0.618 |
119-291 |
|
HIGH |
119-232 |
|
0.618 |
119-196 |
|
0.500 |
119-184 |
|
0.382 |
119-173 |
|
LOW |
119-137 |
|
0.618 |
119-078 |
|
1.000 |
119-042 |
|
1.618 |
118-303 |
|
2.618 |
118-208 |
|
4.250 |
118-053 |
|
|
| Fisher Pivots for day following 06-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-184 |
119-231 |
| PP |
119-178 |
119-209 |
| S1 |
119-172 |
119-187 |
|