ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 17-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2015 |
17-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
119-147 |
119-152 |
0-005 |
0.0% |
119-027 |
| High |
119-175 |
119-250 |
0-075 |
0.2% |
119-115 |
| Low |
119-140 |
119-040 |
-0-100 |
-0.3% |
118-287 |
| Close |
119-160 |
119-250 |
0-090 |
0.2% |
119-065 |
| Range |
0-035 |
0-210 |
0-175 |
500.0% |
0-148 |
| ATR |
0-113 |
0-120 |
0-007 |
6.1% |
0-000 |
| Volume |
4,079 |
4,873 |
794 |
19.5% |
34,445 |
|
| Daily Pivots for day following 17-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-170 |
121-100 |
120-046 |
|
| R3 |
120-280 |
120-210 |
119-308 |
|
| R2 |
120-070 |
120-070 |
119-288 |
|
| R1 |
120-000 |
120-000 |
119-269 |
120-035 |
| PP |
119-180 |
119-180 |
119-180 |
119-198 |
| S1 |
119-110 |
119-110 |
119-231 |
119-145 |
| S2 |
118-290 |
118-290 |
119-212 |
|
| S3 |
118-080 |
118-220 |
119-192 |
|
| S4 |
117-190 |
118-010 |
119-134 |
|
|
| 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 |
119-250 |
118-287 |
0-283 |
0.7% |
0-101 |
0.3% |
100% |
True |
False |
4,796 |
| 10 |
119-250 |
118-257 |
0-313 |
0.8% |
0-110 |
0.3% |
100% |
True |
False |
8,250 |
| 20 |
120-085 |
118-257 |
1-148 |
1.2% |
0-109 |
0.3% |
67% |
False |
False |
358,023 |
| 40 |
120-230 |
118-257 |
1-293 |
1.6% |
0-122 |
0.3% |
51% |
False |
False |
528,501 |
| 60 |
120-292 |
118-257 |
2-035 |
1.8% |
0-114 |
0.3% |
46% |
False |
False |
522,185 |
| 80 |
120-292 |
118-092 |
2-200 |
2.2% |
0-121 |
0.3% |
57% |
False |
False |
565,385 |
| 100 |
120-292 |
118-092 |
2-200 |
2.2% |
0-120 |
0.3% |
57% |
False |
False |
456,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-182 |
|
2.618 |
121-160 |
|
1.618 |
120-270 |
|
1.000 |
120-140 |
|
0.618 |
120-060 |
|
HIGH |
119-250 |
|
0.618 |
119-170 |
|
0.500 |
119-145 |
|
0.382 |
119-120 |
|
LOW |
119-040 |
|
0.618 |
118-230 |
|
1.000 |
118-150 |
|
1.618 |
118-020 |
|
2.618 |
117-130 |
|
4.250 |
116-108 |
|
|
| Fisher Pivots for day following 17-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-215 |
119-215 |
| PP |
119-180 |
119-180 |
| S1 |
119-145 |
119-145 |
|