ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 08-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2015 |
08-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
119-135 |
119-027 |
-0-108 |
-0.3% |
120-065 |
| High |
119-142 |
119-095 |
-0-047 |
-0.1% |
120-085 |
| Low |
118-257 |
119-027 |
0-090 |
0.2% |
118-257 |
| Close |
119-025 |
119-087 |
0-062 |
0.2% |
119-025 |
| Range |
0-205 |
0-068 |
-0-137 |
-66.8% |
1-148 |
| ATR |
0-130 |
0-126 |
-0-004 |
-3.3% |
0-000 |
| Volume |
17,124 |
7,662 |
-9,462 |
-55.3% |
240,168 |
|
| Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-274 |
119-248 |
119-124 |
|
| R3 |
119-206 |
119-180 |
119-106 |
|
| R2 |
119-138 |
119-138 |
119-099 |
|
| R1 |
119-112 |
119-112 |
119-093 |
119-125 |
| PP |
119-070 |
119-070 |
119-070 |
119-076 |
| S1 |
119-044 |
119-044 |
119-081 |
119-057 |
| S2 |
119-002 |
119-002 |
119-075 |
|
| S3 |
118-254 |
118-296 |
119-068 |
|
| S4 |
118-186 |
118-228 |
119-050 |
|
|
| 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 |
119-287 |
118-257 |
1-030 |
0.9% |
0-132 |
0.3% |
43% |
False |
False |
34,232 |
| 10 |
120-085 |
118-257 |
1-148 |
1.2% |
0-114 |
0.3% |
32% |
False |
False |
500,133 |
| 20 |
120-090 |
118-257 |
1-153 |
1.2% |
0-127 |
0.3% |
32% |
False |
False |
600,385 |
| 40 |
120-287 |
118-257 |
2-030 |
1.8% |
0-122 |
0.3% |
22% |
False |
False |
612,986 |
| 60 |
120-292 |
118-235 |
2-057 |
1.8% |
0-120 |
0.3% |
25% |
False |
False |
589,675 |
| 80 |
120-292 |
118-092 |
2-200 |
2.2% |
0-126 |
0.3% |
38% |
False |
False |
570,135 |
| 100 |
120-292 |
118-092 |
2-200 |
2.2% |
0-119 |
0.3% |
38% |
False |
False |
456,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-064 |
|
2.618 |
119-273 |
|
1.618 |
119-205 |
|
1.000 |
119-163 |
|
0.618 |
119-137 |
|
HIGH |
119-095 |
|
0.618 |
119-069 |
|
0.500 |
119-061 |
|
0.382 |
119-053 |
|
LOW |
119-027 |
|
0.618 |
118-305 |
|
1.000 |
118-279 |
|
1.618 |
118-237 |
|
2.618 |
118-169 |
|
4.250 |
118-058 |
|
|
| Fisher Pivots for day following 08-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-078 |
119-078 |
| PP |
119-070 |
119-069 |
| S1 |
119-061 |
119-060 |
|