ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 22-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2015 |
22-May-2015 |
Change |
Change % |
Previous Week |
| Open |
119-255 |
120-000 |
0-065 |
0.2% |
120-055 |
| High |
120-002 |
120-030 |
0-028 |
0.1% |
120-080 |
| Low |
119-232 |
119-182 |
-0-050 |
-0.1% |
119-155 |
| Close |
119-317 |
119-210 |
-0-107 |
-0.3% |
119-210 |
| Range |
0-090 |
0-168 |
0-078 |
86.7% |
0-245 |
| ATR |
0-129 |
0-131 |
0-003 |
2.2% |
0-000 |
| Volume |
610,494 |
770,294 |
159,800 |
26.2% |
3,328,740 |
|
| Daily Pivots for day following 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-111 |
121-009 |
119-302 |
|
| R3 |
120-263 |
120-161 |
119-256 |
|
| R2 |
120-095 |
120-095 |
119-241 |
|
| R1 |
119-313 |
119-313 |
119-225 |
119-280 |
| PP |
119-247 |
119-247 |
119-247 |
119-231 |
| S1 |
119-145 |
119-145 |
119-195 |
119-112 |
| S2 |
119-079 |
119-079 |
119-179 |
|
| S3 |
118-231 |
118-297 |
119-164 |
|
| S4 |
118-063 |
118-129 |
119-118 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-030 |
121-205 |
120-025 |
|
| R3 |
121-105 |
120-280 |
119-277 |
|
| R2 |
120-180 |
120-180 |
119-255 |
|
| R1 |
120-035 |
120-035 |
119-232 |
119-305 |
| PP |
119-255 |
119-255 |
119-255 |
119-230 |
| S1 |
119-110 |
119-110 |
119-188 |
119-060 |
| S2 |
119-010 |
119-010 |
119-165 |
|
| S3 |
118-085 |
118-185 |
119-143 |
|
| S4 |
117-160 |
117-260 |
119-075 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-080 |
119-155 |
0-245 |
0.6% |
0-139 |
0.4% |
22% |
False |
False |
665,748 |
| 10 |
120-090 |
119-045 |
1-045 |
1.0% |
0-141 |
0.4% |
45% |
False |
False |
700,637 |
| 20 |
120-230 |
119-045 |
1-185 |
1.3% |
0-137 |
0.4% |
33% |
False |
False |
719,324 |
| 40 |
120-292 |
119-045 |
1-247 |
1.5% |
0-117 |
0.3% |
29% |
False |
False |
608,451 |
| 60 |
120-292 |
118-092 |
2-200 |
2.2% |
0-123 |
0.3% |
52% |
False |
False |
624,094 |
| 80 |
120-292 |
118-092 |
2-200 |
2.2% |
0-126 |
0.3% |
52% |
False |
False |
507,815 |
| 100 |
120-292 |
118-020 |
2-272 |
2.4% |
0-111 |
0.3% |
56% |
False |
False |
406,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-104 |
|
2.618 |
121-150 |
|
1.618 |
120-302 |
|
1.000 |
120-198 |
|
0.618 |
120-134 |
|
HIGH |
120-030 |
|
0.618 |
119-286 |
|
0.500 |
119-266 |
|
0.382 |
119-246 |
|
LOW |
119-182 |
|
0.618 |
119-078 |
|
1.000 |
119-014 |
|
1.618 |
118-230 |
|
2.618 |
118-062 |
|
4.250 |
117-108 |
|
|
| Fisher Pivots for day following 22-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-266 |
119-256 |
| PP |
119-247 |
119-241 |
| S1 |
119-229 |
119-225 |
|