ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 08-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2015 |
08-May-2015 |
Change |
Change % |
Previous Week |
Open |
119-152 |
119-177 |
0-025 |
0.1% |
119-290 |
High |
119-225 |
120-045 |
0-140 |
0.4% |
120-045 |
Low |
119-055 |
119-155 |
0-100 |
0.3% |
119-055 |
Close |
119-190 |
119-302 |
0-112 |
0.3% |
119-302 |
Range |
0-170 |
0-210 |
0-040 |
23.5% |
0-310 |
ATR |
0-117 |
0-124 |
0-007 |
5.7% |
0-000 |
Volume |
982,545 |
955,254 |
-27,291 |
-2.8% |
3,973,035 |
|
Daily Pivots for day following 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-264 |
121-173 |
120-098 |
|
R3 |
121-054 |
120-283 |
120-040 |
|
R2 |
120-164 |
120-164 |
120-020 |
|
R1 |
120-073 |
120-073 |
120-001 |
120-118 |
PP |
119-274 |
119-274 |
119-274 |
119-297 |
S1 |
119-183 |
119-183 |
119-283 |
119-228 |
S2 |
119-064 |
119-064 |
119-264 |
|
S3 |
118-174 |
118-293 |
119-244 |
|
S4 |
117-284 |
118-083 |
119-186 |
|
|
Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-211 |
122-086 |
120-152 |
|
R3 |
121-221 |
121-096 |
120-067 |
|
R2 |
120-231 |
120-231 |
120-039 |
|
R1 |
120-106 |
120-106 |
120-010 |
120-168 |
PP |
119-241 |
119-241 |
119-241 |
119-272 |
S1 |
119-116 |
119-116 |
119-274 |
119-178 |
S2 |
118-251 |
118-251 |
119-245 |
|
S3 |
117-261 |
118-126 |
119-217 |
|
S4 |
116-271 |
117-136 |
119-132 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-045 |
119-055 |
0-310 |
0.8% |
0-141 |
0.4% |
80% |
True |
False |
794,607 |
10 |
120-230 |
119-055 |
1-175 |
1.3% |
0-133 |
0.3% |
50% |
False |
False |
738,011 |
20 |
120-287 |
119-055 |
1-232 |
1.4% |
0-116 |
0.3% |
45% |
False |
False |
625,586 |
40 |
120-292 |
118-235 |
2-057 |
1.8% |
0-116 |
0.3% |
56% |
False |
False |
584,320 |
60 |
120-292 |
118-092 |
2-200 |
2.2% |
0-126 |
0.3% |
63% |
False |
False |
560,052 |
80 |
120-292 |
118-092 |
2-200 |
2.2% |
0-117 |
0.3% |
63% |
False |
False |
420,290 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-298 |
2.618 |
121-275 |
1.618 |
121-065 |
1.000 |
120-255 |
0.618 |
120-175 |
HIGH |
120-045 |
0.618 |
119-285 |
0.500 |
119-260 |
0.382 |
119-235 |
LOW |
119-155 |
0.618 |
119-025 |
1.000 |
118-265 |
1.618 |
118-135 |
2.618 |
117-245 |
4.250 |
116-222 |
|
|
Fisher Pivots for day following 08-May-2015 |
Pivot |
1 day |
3 day |
R1 |
119-288 |
119-271 |
PP |
119-274 |
119-241 |
S1 |
119-260 |
119-210 |
|