ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 07-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2015 |
07-May-2015 |
Change |
Change % |
Previous Week |
| Open |
119-205 |
119-152 |
-0-053 |
-0.1% |
120-215 |
| High |
119-232 |
119-225 |
-0-007 |
0.0% |
120-230 |
| Low |
119-137 |
119-055 |
-0-082 |
-0.2% |
119-260 |
| Close |
119-165 |
119-190 |
0-025 |
0.1% |
119-267 |
| Range |
0-095 |
0-170 |
0-075 |
78.9% |
0-290 |
| ATR |
0-113 |
0-117 |
0-004 |
3.6% |
0-000 |
| Volume |
826,119 |
982,545 |
156,426 |
18.9% |
3,407,075 |
|
| Daily Pivots for day following 07-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-027 |
120-278 |
119-284 |
|
| R3 |
120-177 |
120-108 |
119-237 |
|
| R2 |
120-007 |
120-007 |
119-221 |
|
| R1 |
119-258 |
119-258 |
119-206 |
119-292 |
| PP |
119-157 |
119-157 |
119-157 |
119-174 |
| S1 |
119-088 |
119-088 |
119-174 |
119-122 |
| S2 |
118-307 |
118-307 |
119-159 |
|
| S3 |
118-137 |
118-238 |
119-143 |
|
| S4 |
117-287 |
118-068 |
119-096 |
|
|
| 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 |
120-062 |
119-055 |
1-007 |
0.9% |
0-123 |
0.3% |
41% |
False |
True |
688,289 |
| 10 |
120-230 |
119-055 |
1-175 |
1.3% |
0-124 |
0.3% |
27% |
False |
True |
693,024 |
| 20 |
120-287 |
119-055 |
1-232 |
1.4% |
0-109 |
0.3% |
24% |
False |
True |
597,774 |
| 40 |
120-292 |
118-235 |
2-057 |
1.8% |
0-114 |
0.3% |
39% |
False |
False |
579,961 |
| 60 |
120-292 |
118-092 |
2-200 |
2.2% |
0-124 |
0.3% |
50% |
False |
False |
544,199 |
| 80 |
120-292 |
118-092 |
2-200 |
2.2% |
0-115 |
0.3% |
50% |
False |
False |
408,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-308 |
|
2.618 |
121-030 |
|
1.618 |
120-180 |
|
1.000 |
120-075 |
|
0.618 |
120-010 |
|
HIGH |
119-225 |
|
0.618 |
119-160 |
|
0.500 |
119-140 |
|
0.382 |
119-120 |
|
LOW |
119-055 |
|
0.618 |
118-270 |
|
1.000 |
118-205 |
|
1.618 |
118-100 |
|
2.618 |
117-250 |
|
4.250 |
116-292 |
|
|
| Fisher Pivots for day following 07-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-173 |
119-189 |
| PP |
119-157 |
119-188 |
| S1 |
119-140 |
119-188 |
|