ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 29-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2015 |
29-May-2015 |
Change |
Change % |
Previous Week |
| Open |
119-292 |
120-017 |
0-045 |
0.1% |
119-242 |
| High |
120-035 |
120-085 |
0-050 |
0.1% |
120-085 |
| Low |
119-285 |
120-007 |
0-042 |
0.1% |
119-190 |
| Close |
120-027 |
120-082 |
0-055 |
0.1% |
120-082 |
| Range |
0-070 |
0-078 |
0-008 |
11.4% |
0-215 |
| ATR |
0-122 |
0-119 |
-0-003 |
-2.6% |
0-000 |
| Volume |
914,814 |
238,499 |
-676,315 |
-73.9% |
4,753,505 |
|
| Daily Pivots for day following 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-292 |
120-265 |
120-125 |
|
| R3 |
120-214 |
120-187 |
120-103 |
|
| R2 |
120-136 |
120-136 |
120-096 |
|
| R1 |
120-109 |
120-109 |
120-089 |
120-122 |
| PP |
120-058 |
120-058 |
120-058 |
120-065 |
| S1 |
120-031 |
120-031 |
120-075 |
120-044 |
| S2 |
119-300 |
119-300 |
120-068 |
|
| S3 |
119-222 |
119-273 |
120-061 |
|
| S4 |
119-144 |
119-195 |
120-039 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-017 |
121-265 |
120-200 |
|
| R3 |
121-122 |
121-050 |
120-141 |
|
| R2 |
120-227 |
120-227 |
120-121 |
|
| R1 |
120-155 |
120-155 |
120-102 |
120-191 |
| PP |
120-012 |
120-012 |
120-012 |
120-030 |
| S1 |
119-260 |
119-260 |
120-062 |
119-296 |
| S2 |
119-117 |
119-117 |
120-043 |
|
| S3 |
118-222 |
119-045 |
120-023 |
|
| S4 |
118-007 |
118-150 |
119-284 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-085 |
119-182 |
0-223 |
0.6% |
0-101 |
0.3% |
99% |
True |
False |
1,104,759 |
| 10 |
120-090 |
119-155 |
0-255 |
0.7% |
0-113 |
0.3% |
97% |
False |
False |
866,091 |
| 20 |
120-090 |
119-045 |
1-045 |
0.9% |
0-128 |
0.3% |
98% |
False |
False |
807,829 |
| 40 |
120-292 |
119-045 |
1-247 |
1.5% |
0-116 |
0.3% |
63% |
False |
False |
671,316 |
| 60 |
120-292 |
118-092 |
2-200 |
2.2% |
0-121 |
0.3% |
75% |
False |
False |
659,217 |
| 80 |
120-292 |
118-092 |
2-200 |
2.2% |
0-126 |
0.3% |
75% |
False |
False |
567,198 |
| 100 |
120-292 |
118-092 |
2-200 |
2.2% |
0-114 |
0.3% |
75% |
False |
False |
453,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-096 |
|
2.618 |
120-289 |
|
1.618 |
120-211 |
|
1.000 |
120-163 |
|
0.618 |
120-133 |
|
HIGH |
120-085 |
|
0.618 |
120-055 |
|
0.500 |
120-046 |
|
0.382 |
120-037 |
|
LOW |
120-007 |
|
0.618 |
119-279 |
|
1.000 |
119-249 |
|
1.618 |
119-201 |
|
2.618 |
119-123 |
|
4.250 |
118-316 |
|
|
| Fisher Pivots for day following 29-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-070 |
120-055 |
| PP |
120-058 |
120-027 |
| S1 |
120-046 |
120-000 |
|