ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 12-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
118-312 |
119-060 |
0-068 |
0.2% |
119-027 |
| High |
119-075 |
119-115 |
0-040 |
0.1% |
119-115 |
| Low |
118-287 |
119-030 |
0-063 |
0.2% |
118-287 |
| Close |
119-075 |
119-065 |
-0-010 |
0.0% |
119-065 |
| Range |
0-108 |
0-085 |
-0-023 |
-21.3% |
0-148 |
| ATR |
0-121 |
0-118 |
-0-003 |
-2.1% |
0-000 |
| Volume |
5,978 |
4,577 |
-1,401 |
-23.4% |
34,445 |
|
| Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-005 |
119-280 |
119-112 |
|
| R3 |
119-240 |
119-195 |
119-088 |
|
| R2 |
119-155 |
119-155 |
119-081 |
|
| R1 |
119-110 |
119-110 |
119-073 |
119-132 |
| PP |
119-070 |
119-070 |
119-070 |
119-081 |
| S1 |
119-025 |
119-025 |
119-057 |
119-048 |
| S2 |
118-305 |
118-305 |
119-049 |
|
| S3 |
118-220 |
118-260 |
119-042 |
|
| S4 |
118-135 |
118-175 |
119-018 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-173 |
120-107 |
119-146 |
|
| R3 |
120-025 |
119-279 |
119-106 |
|
| R2 |
119-197 |
119-197 |
119-092 |
|
| R1 |
119-131 |
119-131 |
119-079 |
119-164 |
| PP |
119-049 |
119-049 |
119-049 |
119-066 |
| S1 |
118-303 |
118-303 |
119-051 |
119-016 |
| S2 |
118-221 |
118-221 |
119-038 |
|
| S3 |
118-073 |
118-155 |
119-024 |
|
| S4 |
117-245 |
118-007 |
118-304 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-115 |
118-287 |
0-148 |
0.4% |
0-086 |
0.2% |
66% |
True |
False |
6,889 |
| 10 |
120-085 |
118-257 |
1-148 |
1.2% |
0-116 |
0.3% |
27% |
False |
False |
27,461 |
| 20 |
120-090 |
118-257 |
1-153 |
1.2% |
0-115 |
0.3% |
27% |
False |
False |
446,776 |
| 40 |
120-287 |
118-257 |
2-030 |
1.8% |
0-121 |
0.3% |
19% |
False |
False |
563,953 |
| 60 |
120-292 |
118-257 |
2-035 |
1.8% |
0-116 |
0.3% |
19% |
False |
False |
549,981 |
| 80 |
120-292 |
118-092 |
2-200 |
2.2% |
0-123 |
0.3% |
35% |
False |
False |
569,653 |
| 100 |
120-292 |
118-092 |
2-200 |
2.2% |
0-120 |
0.3% |
35% |
False |
False |
456,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-156 |
|
2.618 |
120-018 |
|
1.618 |
119-253 |
|
1.000 |
119-200 |
|
0.618 |
119-168 |
|
HIGH |
119-115 |
|
0.618 |
119-083 |
|
0.500 |
119-072 |
|
0.382 |
119-062 |
|
LOW |
119-030 |
|
0.618 |
118-297 |
|
1.000 |
118-265 |
|
1.618 |
118-212 |
|
2.618 |
118-127 |
|
4.250 |
117-309 |
|
|
| Fisher Pivots for day following 12-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-072 |
119-057 |
| PP |
119-070 |
119-049 |
| S1 |
119-068 |
119-041 |
|