ECBOT 5 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 23-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2015 |
23-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
117-175 |
117-155 |
-0-020 |
-0.1% |
117-273 |
High |
117-175 |
117-155 |
-0-020 |
-0.1% |
117-273 |
Low |
117-175 |
117-155 |
-0-020 |
-0.1% |
117-127 |
Close |
117-175 |
117-155 |
-0-020 |
-0.1% |
117-222 |
Range |
|
|
|
|
|
ATR |
0-073 |
0-070 |
-0-004 |
-5.2% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-155 |
117-155 |
117-155 |
|
R3 |
117-155 |
117-155 |
117-155 |
|
R2 |
117-155 |
117-155 |
117-155 |
|
R1 |
117-155 |
117-155 |
117-155 |
117-155 |
PP |
117-155 |
117-155 |
117-155 |
117-155 |
S1 |
117-155 |
117-155 |
117-155 |
117-155 |
S2 |
117-155 |
117-155 |
117-155 |
|
S3 |
117-155 |
117-155 |
117-155 |
|
S4 |
117-155 |
117-155 |
117-155 |
|
|
Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-003 |
118-258 |
117-302 |
|
R3 |
118-178 |
118-113 |
117-262 |
|
R2 |
118-033 |
118-033 |
117-249 |
|
R1 |
117-288 |
117-288 |
117-236 |
117-248 |
PP |
117-207 |
117-207 |
117-207 |
117-187 |
S1 |
117-142 |
117-142 |
117-209 |
117-102 |
S2 |
117-062 |
117-062 |
117-196 |
|
S3 |
116-237 |
116-317 |
117-183 |
|
S4 |
116-092 |
116-172 |
117-143 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-155 |
2.618 |
117-155 |
1.618 |
117-155 |
1.000 |
117-155 |
0.618 |
117-155 |
HIGH |
117-155 |
0.618 |
117-155 |
0.500 |
117-155 |
0.382 |
117-155 |
LOW |
117-155 |
0.618 |
117-155 |
1.000 |
117-155 |
1.618 |
117-155 |
2.618 |
117-155 |
4.250 |
117-155 |
|
|
Fisher Pivots for day following 23-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
117-155 |
117-200 |
PP |
117-155 |
117-185 |
S1 |
117-155 |
117-170 |
|