ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 16-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2015 |
16-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
119-100 |
119-147 |
0-047 |
0.1% |
119-027 |
High |
119-167 |
119-175 |
0-008 |
0.0% |
119-115 |
Low |
119-100 |
119-140 |
0-040 |
0.1% |
118-287 |
Close |
119-112 |
119-160 |
0-048 |
0.1% |
119-065 |
Range |
0-067 |
0-035 |
-0-032 |
-47.8% |
0-148 |
ATR |
0-117 |
0-113 |
-0-004 |
-3.3% |
0-000 |
Volume |
4,474 |
4,079 |
-395 |
-8.8% |
34,445 |
|
Daily Pivots for day following 16-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-263 |
119-247 |
119-179 |
|
R3 |
119-228 |
119-212 |
119-170 |
|
R2 |
119-193 |
119-193 |
119-166 |
|
R1 |
119-177 |
119-177 |
119-163 |
119-185 |
PP |
119-158 |
119-158 |
119-158 |
119-162 |
S1 |
119-142 |
119-142 |
119-157 |
119-150 |
S2 |
119-123 |
119-123 |
119-154 |
|
S3 |
119-088 |
119-107 |
119-150 |
|
S4 |
119-053 |
119-072 |
119-141 |
|
|
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 |
119-175 |
118-287 |
0-208 |
0.5% |
0-071 |
0.2% |
93% |
True |
False |
4,846 |
10 |
119-210 |
118-257 |
0-273 |
0.7% |
0-102 |
0.3% |
82% |
False |
False |
14,058 |
20 |
120-085 |
118-257 |
1-148 |
1.2% |
0-108 |
0.3% |
48% |
False |
False |
394,139 |
40 |
120-230 |
118-257 |
1-293 |
1.6% |
0-119 |
0.3% |
36% |
False |
False |
537,554 |
60 |
120-292 |
118-257 |
2-035 |
1.8% |
0-112 |
0.3% |
33% |
False |
False |
529,420 |
80 |
120-292 |
118-092 |
2-200 |
2.2% |
0-120 |
0.3% |
46% |
False |
False |
567,117 |
100 |
120-292 |
118-092 |
2-200 |
2.2% |
0-119 |
0.3% |
46% |
False |
False |
456,640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-004 |
2.618 |
119-267 |
1.618 |
119-232 |
1.000 |
119-210 |
0.618 |
119-197 |
HIGH |
119-175 |
0.618 |
119-162 |
0.500 |
119-158 |
0.382 |
119-153 |
LOW |
119-140 |
0.618 |
119-118 |
1.000 |
119-105 |
1.618 |
119-083 |
2.618 |
119-048 |
4.250 |
118-311 |
|
|
Fisher Pivots for day following 16-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
119-159 |
119-141 |
PP |
119-158 |
119-122 |
S1 |
119-158 |
119-102 |
|