ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 21-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2015 |
21-May-2015 |
Change |
Change % |
Previous Week |
| Open |
119-167 |
119-255 |
0-088 |
0.2% |
119-300 |
| High |
119-272 |
120-002 |
0-050 |
0.1% |
120-090 |
| Low |
119-162 |
119-232 |
0-070 |
0.2% |
119-045 |
| Close |
119-250 |
119-317 |
0-067 |
0.2% |
120-062 |
| Range |
0-110 |
0-090 |
-0-020 |
-18.2% |
1-045 |
| ATR |
0-131 |
0-129 |
-0-003 |
-2.3% |
0-000 |
| Volume |
738,147 |
610,494 |
-127,653 |
-17.3% |
3,677,634 |
|
| Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-240 |
120-209 |
120-046 |
|
| R3 |
120-150 |
120-119 |
120-022 |
|
| R2 |
120-060 |
120-060 |
120-014 |
|
| R1 |
120-029 |
120-029 |
120-005 |
120-044 |
| PP |
119-290 |
119-290 |
119-290 |
119-298 |
| S1 |
119-259 |
119-259 |
119-309 |
119-274 |
| S2 |
119-200 |
119-200 |
119-300 |
|
| S3 |
119-110 |
119-169 |
119-292 |
|
| S4 |
119-020 |
119-079 |
119-268 |
|
|
| 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% |
0-125 |
0.3% |
64% |
False |
False |
627,424 |
| 10 |
120-090 |
119-045 |
1-045 |
1.0% |
0-145 |
0.4% |
75% |
False |
False |
719,133 |
| 20 |
120-230 |
119-045 |
1-185 |
1.3% |
0-134 |
0.3% |
54% |
False |
False |
706,078 |
| 40 |
120-292 |
119-045 |
1-247 |
1.5% |
0-116 |
0.3% |
48% |
False |
False |
607,051 |
| 60 |
120-292 |
118-092 |
2-200 |
2.2% |
0-123 |
0.3% |
65% |
False |
False |
627,074 |
| 80 |
120-292 |
118-092 |
2-200 |
2.2% |
0-124 |
0.3% |
65% |
False |
False |
498,194 |
| 100 |
120-292 |
117-300 |
2-312 |
2.5% |
0-109 |
0.3% |
69% |
False |
False |
398,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-064 |
|
2.618 |
120-238 |
|
1.618 |
120-148 |
|
1.000 |
120-092 |
|
0.618 |
120-058 |
|
HIGH |
120-002 |
|
0.618 |
119-288 |
|
0.500 |
119-277 |
|
0.382 |
119-266 |
|
LOW |
119-232 |
|
0.618 |
119-176 |
|
1.000 |
119-142 |
|
1.618 |
119-086 |
|
2.618 |
118-316 |
|
4.250 |
118-170 |
|
|
| Fisher Pivots for day following 21-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-304 |
119-294 |
| PP |
119-290 |
119-271 |
| S1 |
119-277 |
119-248 |
|