ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 19-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2015 |
19-May-2015 |
Change |
Change % |
Previous Week |
| Open |
120-055 |
119-265 |
-0-110 |
-0.3% |
119-300 |
| High |
120-080 |
120-020 |
-0-060 |
-0.2% |
120-090 |
| Low |
119-260 |
119-155 |
-0-105 |
-0.3% |
119-045 |
| Close |
119-275 |
119-190 |
-0-085 |
-0.2% |
120-062 |
| Range |
0-140 |
0-185 |
0-045 |
32.1% |
1-045 |
| ATR |
0-129 |
0-133 |
0-004 |
3.1% |
0-000 |
| Volume |
482,617 |
727,188 |
244,571 |
50.7% |
3,677,634 |
|
| Daily Pivots for day following 19-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-143 |
121-032 |
119-292 |
|
| R3 |
120-278 |
120-167 |
119-241 |
|
| R2 |
120-093 |
120-093 |
119-224 |
|
| R1 |
119-302 |
119-302 |
119-207 |
119-265 |
| PP |
119-228 |
119-228 |
119-228 |
119-210 |
| S1 |
119-117 |
119-117 |
119-173 |
119-080 |
| S2 |
119-043 |
119-043 |
119-156 |
|
| S3 |
118-178 |
118-252 |
119-139 |
|
| S4 |
117-313 |
118-067 |
119-088 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-094 |
122-283 |
120-263 |
|
| R3 |
122-049 |
121-238 |
120-162 |
|
| R2 |
121-004 |
121-004 |
120-129 |
|
| R1 |
120-193 |
120-193 |
120-095 |
120-258 |
| PP |
119-279 |
119-279 |
119-279 |
119-312 |
| S1 |
119-148 |
119-148 |
120-029 |
119-214 |
| S2 |
118-234 |
118-234 |
119-315 |
|
| S3 |
117-189 |
118-103 |
119-282 |
|
| S4 |
116-144 |
117-058 |
119-181 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-090 |
119-155 |
0-255 |
0.7% |
0-134 |
0.4% |
14% |
False |
True |
669,752 |
| 10 |
120-090 |
119-045 |
1-045 |
1.0% |
0-151 |
0.4% |
40% |
False |
False |
765,135 |
| 20 |
120-230 |
119-045 |
1-185 |
1.3% |
0-135 |
0.4% |
29% |
False |
False |
698,979 |
| 40 |
120-292 |
119-045 |
1-247 |
1.5% |
0-117 |
0.3% |
26% |
False |
False |
604,266 |
| 60 |
120-292 |
118-092 |
2-200 |
2.2% |
0-125 |
0.3% |
50% |
False |
False |
634,505 |
| 80 |
120-292 |
118-092 |
2-200 |
2.2% |
0-123 |
0.3% |
50% |
False |
False |
481,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-166 |
|
2.618 |
121-184 |
|
1.618 |
120-319 |
|
1.000 |
120-205 |
|
0.618 |
120-134 |
|
HIGH |
120-020 |
|
0.618 |
119-269 |
|
0.500 |
119-248 |
|
0.382 |
119-226 |
|
LOW |
119-155 |
|
0.618 |
119-041 |
|
1.000 |
118-290 |
|
1.618 |
118-176 |
|
2.618 |
117-311 |
|
4.250 |
117-009 |
|
|
| Fisher Pivots for day following 19-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-248 |
119-282 |
| PP |
119-228 |
119-252 |
| S1 |
119-209 |
119-221 |
|