ECBOT 5 Year T-Note Future September 2015
Trading Metrics calculated at close of trading on 20-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2015 |
20-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
120-040 |
120-050 |
0-010 |
0.0% |
119-240 |
High |
120-070 |
120-050 |
-0-020 |
-0.1% |
120-080 |
Low |
120-010 |
120-020 |
0-010 |
0.0% |
119-240 |
Close |
120-060 |
120-030 |
-0-030 |
-0.1% |
120-060 |
Range |
0-060 |
0-030 |
-0-030 |
-50.0% |
0-160 |
ATR |
|
|
|
|
|
Volume |
936 |
125 |
-811 |
-86.6% |
1,823 |
|
Daily Pivots for day following 20-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-123 |
120-107 |
120-046 |
|
R3 |
120-093 |
120-077 |
120-038 |
|
R2 |
120-063 |
120-063 |
120-036 |
|
R1 |
120-047 |
120-047 |
120-033 |
120-040 |
PP |
120-033 |
120-033 |
120-033 |
120-030 |
S1 |
120-017 |
120-017 |
120-027 |
120-010 |
S2 |
120-003 |
120-003 |
120-024 |
|
S3 |
119-293 |
119-307 |
120-022 |
|
S4 |
119-263 |
119-277 |
120-014 |
|
|
Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-180 |
121-120 |
120-148 |
|
R3 |
121-020 |
120-280 |
120-104 |
|
R2 |
120-180 |
120-180 |
120-089 |
|
R1 |
120-120 |
120-120 |
120-075 |
120-150 |
PP |
120-020 |
120-020 |
120-020 |
120-035 |
S1 |
119-280 |
119-280 |
120-045 |
119-310 |
S2 |
119-180 |
119-180 |
120-031 |
|
S3 |
119-020 |
119-120 |
120-016 |
|
S4 |
118-180 |
118-280 |
119-292 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-178 |
2.618 |
120-129 |
1.618 |
120-099 |
1.000 |
120-080 |
0.618 |
120-069 |
HIGH |
120-050 |
0.618 |
120-039 |
0.500 |
120-035 |
0.382 |
120-031 |
LOW |
120-020 |
0.618 |
120-001 |
1.000 |
119-310 |
1.618 |
119-291 |
2.618 |
119-261 |
4.250 |
119-212 |
|
|
Fisher Pivots for day following 20-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
120-035 |
120-035 |
PP |
120-033 |
120-033 |
S1 |
120-032 |
120-032 |
|