ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 15-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2015 |
15-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
119-060 |
119-100 |
0-040 |
0.1% |
119-027 |
High |
119-115 |
119-167 |
0-052 |
0.1% |
119-115 |
Low |
119-030 |
119-100 |
0-070 |
0.2% |
118-287 |
Close |
119-065 |
119-112 |
0-047 |
0.1% |
119-065 |
Range |
0-085 |
0-067 |
-0-018 |
-21.2% |
0-148 |
ATR |
0-118 |
0-117 |
-0-001 |
-1.0% |
0-000 |
Volume |
4,577 |
4,474 |
-103 |
-2.3% |
34,445 |
|
Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-007 |
119-287 |
119-149 |
|
R3 |
119-260 |
119-220 |
119-130 |
|
R2 |
119-193 |
119-193 |
119-124 |
|
R1 |
119-153 |
119-153 |
119-118 |
119-173 |
PP |
119-126 |
119-126 |
119-126 |
119-136 |
S1 |
119-086 |
119-086 |
119-106 |
119-106 |
S2 |
119-059 |
119-059 |
119-100 |
|
S3 |
118-312 |
119-019 |
119-094 |
|
S4 |
118-245 |
118-272 |
119-075 |
|
|
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 |
119-167 |
118-287 |
0-200 |
0.5% |
0-086 |
0.2% |
73% |
True |
False |
6,251 |
10 |
119-287 |
118-257 |
1-030 |
0.9% |
0-109 |
0.3% |
50% |
False |
False |
20,242 |
20 |
120-085 |
118-257 |
1-148 |
1.2% |
0-113 |
0.3% |
37% |
False |
False |
418,066 |
40 |
120-235 |
118-257 |
1-298 |
1.6% |
0-119 |
0.3% |
28% |
False |
False |
548,218 |
60 |
120-292 |
118-257 |
2-035 |
1.8% |
0-113 |
0.3% |
26% |
False |
False |
537,512 |
80 |
120-292 |
118-092 |
2-200 |
2.2% |
0-122 |
0.3% |
40% |
False |
False |
569,024 |
100 |
120-292 |
118-092 |
2-200 |
2.2% |
0-119 |
0.3% |
40% |
False |
False |
456,607 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-132 |
2.618 |
120-022 |
1.618 |
119-275 |
1.000 |
119-234 |
0.618 |
119-208 |
HIGH |
119-167 |
0.618 |
119-141 |
0.500 |
119-134 |
0.382 |
119-126 |
LOW |
119-100 |
0.618 |
119-059 |
1.000 |
119-033 |
1.618 |
118-312 |
2.618 |
118-245 |
4.250 |
118-135 |
|
|
Fisher Pivots for day following 15-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
119-134 |
119-097 |
PP |
119-126 |
119-082 |
S1 |
119-119 |
119-067 |
|