ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 09-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
119-027 |
119-112 |
0-085 |
0.2% |
120-065 |
| High |
119-095 |
119-112 |
0-017 |
0.0% |
120-085 |
| Low |
119-027 |
119-002 |
-0-025 |
-0.1% |
118-257 |
| Close |
119-087 |
119-052 |
-0-035 |
-0.1% |
119-025 |
| Range |
0-068 |
0-110 |
0-042 |
61.8% |
1-148 |
| ATR |
0-126 |
0-125 |
-0-001 |
-0.9% |
0-000 |
| Volume |
7,662 |
11,102 |
3,440 |
44.9% |
240,168 |
|
| Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-065 |
120-009 |
119-112 |
|
| R3 |
119-275 |
119-219 |
119-082 |
|
| R2 |
119-165 |
119-165 |
119-072 |
|
| R1 |
119-109 |
119-109 |
119-062 |
119-082 |
| PP |
119-055 |
119-055 |
119-055 |
119-042 |
| S1 |
118-319 |
118-319 |
119-042 |
118-292 |
| S2 |
118-265 |
118-265 |
119-032 |
|
| S3 |
118-155 |
118-209 |
119-022 |
|
| S4 |
118-045 |
118-099 |
118-312 |
|
|
| 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 |
119-210 |
118-257 |
0-273 |
0.7% |
0-133 |
0.3% |
42% |
False |
False |
23,269 |
| 10 |
120-085 |
118-257 |
1-148 |
1.2% |
0-113 |
0.3% |
25% |
False |
False |
320,018 |
| 20 |
120-090 |
118-257 |
1-153 |
1.2% |
0-123 |
0.3% |
24% |
False |
False |
569,938 |
| 40 |
120-287 |
118-257 |
2-030 |
1.8% |
0-122 |
0.3% |
17% |
False |
False |
603,812 |
| 60 |
120-292 |
118-257 |
2-035 |
1.8% |
0-119 |
0.3% |
17% |
False |
False |
580,988 |
| 80 |
120-292 |
118-092 |
2-200 |
2.2% |
0-126 |
0.3% |
33% |
False |
False |
570,162 |
| 100 |
120-292 |
118-092 |
2-200 |
2.2% |
0-120 |
0.3% |
33% |
False |
False |
456,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-260 |
|
2.618 |
120-080 |
|
1.618 |
119-290 |
|
1.000 |
119-222 |
|
0.618 |
119-180 |
|
HIGH |
119-112 |
|
0.618 |
119-070 |
|
0.500 |
119-057 |
|
0.382 |
119-044 |
|
LOW |
119-002 |
|
0.618 |
118-254 |
|
1.000 |
118-212 |
|
1.618 |
118-144 |
|
2.618 |
118-034 |
|
4.250 |
117-174 |
|
|
| Fisher Pivots for day following 09-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-057 |
119-048 |
| PP |
119-055 |
119-044 |
| S1 |
119-054 |
119-040 |
|