ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 11-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2015 |
11-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
119-017 |
118-312 |
-0-025 |
-0.1% |
120-065 |
| High |
119-030 |
119-075 |
0-045 |
0.1% |
120-085 |
| Low |
118-290 |
118-287 |
-0-003 |
0.0% |
118-257 |
| Close |
118-305 |
119-075 |
0-090 |
0.2% |
119-025 |
| Range |
0-060 |
0-108 |
0-048 |
80.0% |
1-148 |
| ATR |
0-122 |
0-121 |
-0-001 |
-0.8% |
0-000 |
| Volume |
5,126 |
5,978 |
852 |
16.6% |
240,168 |
|
| Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-043 |
120-007 |
119-134 |
|
| R3 |
119-255 |
119-219 |
119-105 |
|
| R2 |
119-147 |
119-147 |
119-095 |
|
| R1 |
119-111 |
119-111 |
119-085 |
119-129 |
| PP |
119-039 |
119-039 |
119-039 |
119-048 |
| S1 |
119-003 |
119-003 |
119-065 |
119-021 |
| S2 |
118-251 |
118-251 |
119-055 |
|
| S3 |
118-143 |
118-215 |
119-045 |
|
| S4 |
118-035 |
118-107 |
119-016 |
|
|
| 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 |
119-142 |
118-257 |
0-205 |
0.5% |
0-110 |
0.3% |
67% |
False |
False |
9,398 |
| 10 |
120-085 |
118-257 |
1-148 |
1.2% |
0-116 |
0.3% |
29% |
False |
False |
50,853 |
| 20 |
120-090 |
118-257 |
1-153 |
1.2% |
0-116 |
0.3% |
29% |
False |
False |
482,733 |
| 40 |
120-287 |
118-257 |
2-030 |
1.8% |
0-121 |
0.3% |
21% |
False |
False |
579,735 |
| 60 |
120-292 |
118-257 |
2-035 |
1.8% |
0-120 |
0.3% |
20% |
False |
False |
566,365 |
| 80 |
120-292 |
118-092 |
2-200 |
2.2% |
0-125 |
0.3% |
36% |
False |
False |
570,077 |
| 100 |
120-292 |
118-092 |
2-200 |
2.2% |
0-120 |
0.3% |
36% |
False |
False |
456,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-214 |
|
2.618 |
120-038 |
|
1.618 |
119-250 |
|
1.000 |
119-183 |
|
0.618 |
119-142 |
|
HIGH |
119-075 |
|
0.618 |
119-034 |
|
0.500 |
119-021 |
|
0.382 |
119-008 |
|
LOW |
118-287 |
|
0.618 |
118-220 |
|
1.000 |
118-179 |
|
1.618 |
118-112 |
|
2.618 |
118-004 |
|
4.250 |
117-148 |
|
|
| Fisher Pivots for day following 11-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-057 |
119-063 |
| PP |
119-039 |
119-051 |
| S1 |
119-021 |
119-040 |
|