ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 14-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2015 |
14-May-2015 |
Change |
Change % |
Previous Week |
Open |
119-205 |
119-217 |
0-012 |
0.0% |
119-290 |
High |
120-002 |
120-007 |
0-005 |
0.0% |
120-045 |
Low |
119-192 |
119-210 |
0-018 |
0.0% |
119-055 |
Close |
119-227 |
119-312 |
0-085 |
0.2% |
119-302 |
Range |
0-130 |
0-117 |
-0-013 |
-10.0% |
0-310 |
ATR |
0-132 |
0-131 |
-0-001 |
-0.8% |
0-000 |
Volume |
836,574 |
723,708 |
-112,866 |
-13.5% |
3,973,035 |
|
Daily Pivots for day following 14-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-314 |
120-270 |
120-056 |
|
R3 |
120-197 |
120-153 |
120-024 |
|
R2 |
120-080 |
120-080 |
120-013 |
|
R1 |
120-036 |
120-036 |
120-003 |
120-058 |
PP |
119-283 |
119-283 |
119-283 |
119-294 |
S1 |
119-239 |
119-239 |
119-301 |
119-261 |
S2 |
119-166 |
119-166 |
119-291 |
|
S3 |
119-049 |
119-122 |
119-280 |
|
S4 |
118-252 |
119-005 |
119-248 |
|
|
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% |
0-165 |
0.4% |
83% |
False |
False |
810,842 |
10 |
120-062 |
119-045 |
1-017 |
0.9% |
0-144 |
0.4% |
79% |
False |
False |
749,566 |
20 |
120-287 |
119-045 |
1-242 |
1.5% |
0-127 |
0.3% |
48% |
False |
False |
681,131 |
40 |
120-292 |
119-045 |
1-247 |
1.5% |
0-116 |
0.3% |
47% |
False |
False |
601,583 |
60 |
120-292 |
118-092 |
2-200 |
2.2% |
0-125 |
0.3% |
64% |
False |
False |
610,612 |
80 |
120-292 |
118-092 |
2-200 |
2.2% |
0-121 |
0.3% |
64% |
False |
False |
459,016 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-184 |
2.618 |
120-313 |
1.618 |
120-196 |
1.000 |
120-124 |
0.618 |
120-079 |
HIGH |
120-007 |
0.618 |
119-282 |
0.500 |
119-268 |
0.382 |
119-255 |
LOW |
119-210 |
0.618 |
119-138 |
1.000 |
119-093 |
1.618 |
119-021 |
2.618 |
118-224 |
4.250 |
118-033 |
|
|
Fisher Pivots for day following 14-May-2015 |
Pivot |
1 day |
3 day |
R1 |
119-298 |
119-270 |
PP |
119-283 |
119-228 |
S1 |
119-268 |
119-186 |
|