ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 05-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2015 |
05-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
119-095 |
119-135 |
0-040 |
0.1% |
120-065 |
| High |
119-182 |
119-142 |
-0-040 |
-0.1% |
120-085 |
| Low |
119-035 |
118-257 |
-0-098 |
-0.3% |
118-257 |
| Close |
119-170 |
119-025 |
-0-145 |
-0.4% |
119-025 |
| Range |
0-147 |
0-205 |
0-058 |
39.5% |
1-148 |
| ATR |
0-123 |
0-130 |
0-008 |
6.4% |
0-000 |
| Volume |
17,505 |
17,124 |
-381 |
-2.2% |
240,168 |
|
| Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-010 |
120-222 |
119-138 |
|
| R3 |
120-125 |
120-017 |
119-081 |
|
| R2 |
119-240 |
119-240 |
119-063 |
|
| R1 |
119-132 |
119-132 |
119-044 |
119-084 |
| PP |
119-035 |
119-035 |
119-035 |
119-010 |
| S1 |
118-247 |
118-247 |
119-006 |
118-198 |
| S2 |
118-150 |
118-150 |
118-307 |
|
| S3 |
117-265 |
118-042 |
118-289 |
|
| S4 |
117-060 |
117-157 |
118-232 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-246 |
122-284 |
119-282 |
|
| R3 |
122-098 |
121-136 |
119-154 |
|
| R2 |
120-270 |
120-270 |
119-111 |
|
| R1 |
119-308 |
119-308 |
119-068 |
119-215 |
| PP |
119-122 |
119-122 |
119-122 |
119-076 |
| S1 |
118-160 |
118-160 |
118-302 |
118-067 |
| S2 |
117-294 |
117-294 |
118-259 |
|
| S3 |
116-146 |
117-012 |
118-216 |
|
| S4 |
114-318 |
115-184 |
118-088 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-085 |
118-257 |
1-148 |
1.2% |
0-147 |
0.4% |
19% |
False |
True |
48,033 |
| 10 |
120-085 |
118-257 |
1-148 |
1.2% |
0-124 |
0.3% |
19% |
False |
True |
576,396 |
| 20 |
120-090 |
118-257 |
1-153 |
1.2% |
0-134 |
0.4% |
19% |
False |
True |
647,765 |
| 40 |
120-287 |
118-257 |
2-030 |
1.8% |
0-122 |
0.3% |
13% |
False |
True |
622,769 |
| 60 |
120-292 |
118-235 |
2-057 |
1.8% |
0-121 |
0.3% |
16% |
False |
False |
602,562 |
| 80 |
120-292 |
118-092 |
2-200 |
2.2% |
0-127 |
0.3% |
30% |
False |
False |
570,091 |
| 100 |
120-292 |
118-092 |
2-200 |
2.2% |
0-119 |
0.3% |
30% |
False |
False |
456,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-053 |
|
2.618 |
121-039 |
|
1.618 |
120-154 |
|
1.000 |
120-027 |
|
0.618 |
119-269 |
|
HIGH |
119-142 |
|
0.618 |
119-064 |
|
0.500 |
119-040 |
|
0.382 |
119-015 |
|
LOW |
118-257 |
|
0.618 |
118-130 |
|
1.000 |
118-052 |
|
1.618 |
117-245 |
|
2.618 |
117-040 |
|
4.250 |
116-026 |
|
|
| Fisher Pivots for day following 05-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-040 |
119-074 |
| PP |
119-035 |
119-057 |
| S1 |
119-030 |
119-041 |
|