ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 12-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2015 |
12-May-2015 |
Change |
Change % |
Previous Week |
| Open |
119-300 |
119-145 |
-0-155 |
-0.4% |
119-290 |
| High |
120-015 |
119-225 |
-0-110 |
-0.3% |
120-045 |
| Low |
119-147 |
119-045 |
-0-102 |
-0.3% |
119-055 |
| Close |
119-157 |
119-197 |
0-040 |
0.1% |
119-302 |
| Range |
0-188 |
0-180 |
-0-008 |
-4.3% |
0-310 |
| ATR |
0-128 |
0-132 |
0-004 |
2.9% |
0-000 |
| Volume |
620,034 |
918,644 |
298,610 |
48.2% |
3,973,035 |
|
| Daily Pivots for day following 12-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-056 |
120-306 |
119-296 |
|
| R3 |
120-196 |
120-126 |
119-246 |
|
| R2 |
120-016 |
120-016 |
119-230 |
|
| R1 |
119-266 |
119-266 |
119-214 |
119-301 |
| PP |
119-156 |
119-156 |
119-156 |
119-173 |
| S1 |
119-086 |
119-086 |
119-180 |
119-121 |
| S2 |
118-296 |
118-296 |
119-164 |
|
| S3 |
118-116 |
118-226 |
119-148 |
|
| S4 |
117-256 |
118-046 |
119-098 |
|
|
| 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 |
119-045 |
1-000 |
0.8% |
0-169 |
0.4% |
48% |
False |
True |
860,519 |
| 10 |
120-137 |
119-045 |
1-092 |
1.1% |
0-151 |
0.4% |
37% |
False |
True |
789,460 |
| 20 |
120-287 |
119-045 |
1-242 |
1.5% |
0-123 |
0.3% |
27% |
False |
True |
655,153 |
| 40 |
120-292 |
119-020 |
1-272 |
1.5% |
0-120 |
0.3% |
30% |
False |
False |
599,211 |
| 60 |
120-292 |
118-092 |
2-200 |
2.2% |
0-129 |
0.3% |
51% |
False |
False |
585,419 |
| 80 |
120-292 |
118-092 |
2-200 |
2.2% |
0-120 |
0.3% |
51% |
False |
False |
439,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-030 |
|
2.618 |
121-056 |
|
1.618 |
120-196 |
|
1.000 |
120-085 |
|
0.618 |
120-016 |
|
HIGH |
119-225 |
|
0.618 |
119-156 |
|
0.500 |
119-135 |
|
0.382 |
119-114 |
|
LOW |
119-045 |
|
0.618 |
118-254 |
|
1.000 |
118-185 |
|
1.618 |
118-074 |
|
2.618 |
117-214 |
|
4.250 |
116-240 |
|
|
| Fisher Pivots for day following 12-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-176 |
119-205 |
| PP |
119-156 |
119-202 |
| S1 |
119-135 |
119-200 |
|