ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 22-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2015 |
22-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
119-285 |
119-267 |
-0-018 |
0.0% |
119-100 |
High |
120-012 |
119-267 |
-0-065 |
-0.2% |
120-012 |
Low |
119-285 |
119-197 |
-0-088 |
-0.2% |
119-040 |
Close |
120-000 |
119-212 |
-0-108 |
-0.3% |
120-000 |
Range |
0-047 |
0-070 |
0-023 |
48.9% |
0-292 |
ATR |
0-118 |
0-118 |
0-000 |
0.3% |
0-000 |
Volume |
1,176 |
2,870 |
1,694 |
144.0% |
15,183 |
|
Daily Pivots for day following 22-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-115 |
120-074 |
119-250 |
|
R3 |
120-045 |
120-004 |
119-231 |
|
R2 |
119-295 |
119-295 |
119-225 |
|
R1 |
119-254 |
119-254 |
119-218 |
119-240 |
PP |
119-225 |
119-225 |
119-225 |
119-218 |
S1 |
119-184 |
119-184 |
119-206 |
119-170 |
S2 |
119-155 |
119-155 |
119-199 |
|
S3 |
119-085 |
119-114 |
119-193 |
|
S4 |
119-015 |
119-044 |
119-174 |
|
|
Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-147 |
122-045 |
120-161 |
|
R3 |
121-175 |
121-073 |
120-080 |
|
R2 |
120-203 |
120-203 |
120-054 |
|
R1 |
120-101 |
120-101 |
120-027 |
120-152 |
PP |
119-231 |
119-231 |
119-231 |
119-256 |
S1 |
119-129 |
119-129 |
119-293 |
119-180 |
S2 |
118-259 |
118-259 |
119-266 |
|
S3 |
117-287 |
118-157 |
119-240 |
|
S4 |
116-315 |
117-185 |
119-159 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-012 |
119-040 |
0-292 |
0.8% |
0-091 |
0.2% |
59% |
False |
False |
2,715 |
10 |
120-012 |
118-287 |
1-045 |
1.0% |
0-088 |
0.2% |
67% |
False |
False |
4,483 |
20 |
120-085 |
118-257 |
1-148 |
1.2% |
0-101 |
0.3% |
59% |
False |
False |
252,308 |
40 |
120-230 |
118-257 |
1-293 |
1.6% |
0-119 |
0.3% |
45% |
False |
False |
485,816 |
60 |
120-292 |
118-257 |
2-035 |
1.8% |
0-112 |
0.3% |
41% |
False |
False |
489,737 |
80 |
120-292 |
118-092 |
2-200 |
2.2% |
0-117 |
0.3% |
52% |
False |
False |
531,147 |
100 |
120-292 |
118-092 |
2-200 |
2.2% |
0-121 |
0.3% |
52% |
False |
False |
456,714 |
120 |
120-292 |
118-020 |
2-272 |
2.4% |
0-109 |
0.3% |
56% |
False |
False |
380,643 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-244 |
2.618 |
120-130 |
1.618 |
120-060 |
1.000 |
120-017 |
0.618 |
119-310 |
HIGH |
119-267 |
0.618 |
119-240 |
0.500 |
119-232 |
0.382 |
119-224 |
LOW |
119-197 |
0.618 |
119-154 |
1.000 |
119-127 |
1.618 |
119-084 |
2.618 |
119-014 |
4.250 |
118-220 |
|
|
Fisher Pivots for day following 22-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
119-232 |
119-264 |
PP |
119-225 |
119-247 |
S1 |
119-219 |
119-230 |
|