ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 13-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2015 |
13-May-2015 |
Change |
Change % |
Previous Week |
Open |
119-145 |
119-205 |
0-060 |
0.2% |
119-290 |
High |
119-225 |
120-002 |
0-097 |
0.3% |
120-045 |
Low |
119-045 |
119-192 |
0-147 |
0.4% |
119-055 |
Close |
119-197 |
119-227 |
0-030 |
0.1% |
119-302 |
Range |
0-180 |
0-130 |
-0-050 |
-27.8% |
0-310 |
ATR |
0-132 |
0-132 |
0-000 |
-0.1% |
0-000 |
Volume |
918,644 |
836,574 |
-82,070 |
-8.9% |
3,973,035 |
|
Daily Pivots for day following 13-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-317 |
120-242 |
119-298 |
|
R3 |
120-187 |
120-112 |
119-263 |
|
R2 |
120-057 |
120-057 |
119-251 |
|
R1 |
119-302 |
119-302 |
119-239 |
120-020 |
PP |
119-247 |
119-247 |
119-247 |
119-266 |
S1 |
119-172 |
119-172 |
119-215 |
119-210 |
S2 |
119-117 |
119-117 |
119-203 |
|
S3 |
118-307 |
119-042 |
119-191 |
|
S4 |
118-177 |
118-232 |
119-156 |
|
|
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% |
0-176 |
0.5% |
57% |
False |
False |
862,610 |
10 |
120-102 |
119-045 |
1-057 |
1.0% |
0-148 |
0.4% |
48% |
False |
False |
777,433 |
20 |
120-287 |
119-045 |
1-242 |
1.5% |
0-126 |
0.3% |
32% |
False |
False |
676,738 |
40 |
120-292 |
119-030 |
1-262 |
1.5% |
0-121 |
0.3% |
34% |
False |
False |
608,182 |
60 |
120-292 |
118-092 |
2-200 |
2.2% |
0-127 |
0.3% |
54% |
False |
False |
599,192 |
80 |
120-292 |
118-092 |
2-200 |
2.2% |
0-120 |
0.3% |
54% |
False |
False |
449,977 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-234 |
2.618 |
121-022 |
1.618 |
120-212 |
1.000 |
120-132 |
0.618 |
120-082 |
HIGH |
120-002 |
0.618 |
119-272 |
0.500 |
119-257 |
0.382 |
119-242 |
LOW |
119-192 |
0.618 |
119-112 |
1.000 |
119-062 |
1.618 |
118-302 |
2.618 |
118-172 |
4.250 |
117-280 |
|
|
Fisher Pivots for day following 13-May-2015 |
Pivot |
1 day |
3 day |
R1 |
119-257 |
119-215 |
PP |
119-247 |
119-202 |
S1 |
119-237 |
119-190 |
|