ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 03-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2015 |
03-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
119-287 |
119-200 |
-0-087 |
-0.2% |
119-242 |
| High |
119-287 |
119-210 |
-0-077 |
-0.2% |
120-085 |
| Low |
119-180 |
119-075 |
-0-105 |
-0.3% |
119-190 |
| Close |
119-202 |
119-100 |
-0-102 |
-0.3% |
120-082 |
| Range |
0-107 |
0-135 |
0-028 |
26.2% |
0-215 |
| ATR |
0-120 |
0-121 |
0-001 |
0.9% |
0-000 |
| Volume |
65,919 |
62,954 |
-2,965 |
-4.5% |
4,753,505 |
|
| Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-213 |
120-132 |
119-174 |
|
| R3 |
120-078 |
119-317 |
119-137 |
|
| R2 |
119-263 |
119-263 |
119-125 |
|
| R1 |
119-182 |
119-182 |
119-112 |
119-155 |
| PP |
119-128 |
119-128 |
119-128 |
119-115 |
| S1 |
119-047 |
119-047 |
119-088 |
119-020 |
| S2 |
118-313 |
118-313 |
119-075 |
|
| S3 |
118-178 |
118-232 |
119-063 |
|
| S4 |
118-043 |
118-097 |
119-026 |
|
|
| 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 |
119-075 |
1-010 |
0.9% |
0-106 |
0.3% |
8% |
False |
True |
271,770 |
| 10 |
120-085 |
119-075 |
1-010 |
0.9% |
0-109 |
0.3% |
8% |
False |
True |
707,797 |
| 20 |
120-090 |
119-045 |
1-045 |
1.0% |
0-130 |
0.3% |
15% |
False |
False |
736,466 |
| 40 |
120-287 |
119-045 |
1-242 |
1.5% |
0-118 |
0.3% |
10% |
False |
False |
645,284 |
| 60 |
120-292 |
118-160 |
2-132 |
2.0% |
0-119 |
0.3% |
34% |
False |
False |
626,720 |
| 80 |
120-292 |
118-092 |
2-200 |
2.2% |
0-125 |
0.3% |
39% |
False |
False |
569,723 |
| 100 |
120-292 |
118-092 |
2-200 |
2.2% |
0-116 |
0.3% |
39% |
False |
False |
455,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-144 |
|
2.618 |
120-243 |
|
1.618 |
120-108 |
|
1.000 |
120-025 |
|
0.618 |
119-293 |
|
HIGH |
119-210 |
|
0.618 |
119-158 |
|
0.500 |
119-142 |
|
0.382 |
119-127 |
|
LOW |
119-075 |
|
0.618 |
118-312 |
|
1.000 |
118-260 |
|
1.618 |
118-177 |
|
2.618 |
118-042 |
|
4.250 |
117-141 |
|
|
| Fisher Pivots for day following 03-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-142 |
119-240 |
| PP |
119-128 |
119-193 |
| S1 |
119-114 |
119-147 |
|