ECBOT 5 Year T-Note Future September 2015
Trading Metrics calculated at close of trading on 21-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2015 |
21-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
120-050 |
120-010 |
-0-040 |
-0.1% |
119-240 |
High |
120-050 |
120-010 |
-0-040 |
-0.1% |
120-080 |
Low |
120-020 |
120-000 |
-0-020 |
-0.1% |
119-240 |
Close |
120-030 |
120-000 |
-0-030 |
-0.1% |
120-060 |
Range |
0-030 |
0-010 |
-0-020 |
-66.7% |
0-160 |
ATR |
|
|
|
|
|
Volume |
125 |
3 |
-122 |
-97.6% |
1,823 |
|
Daily Pivots for day following 21-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-033 |
120-027 |
120-006 |
|
R3 |
120-023 |
120-017 |
120-003 |
|
R2 |
120-013 |
120-013 |
120-002 |
|
R1 |
120-007 |
120-007 |
120-001 |
120-005 |
PP |
120-003 |
120-003 |
120-003 |
120-002 |
S1 |
119-317 |
119-317 |
119-319 |
119-315 |
S2 |
119-313 |
119-313 |
119-318 |
|
S3 |
119-303 |
119-307 |
119-317 |
|
S4 |
119-293 |
119-297 |
119-314 |
|
|
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 |
120-052 |
2.618 |
120-036 |
1.618 |
120-026 |
1.000 |
120-020 |
0.618 |
120-016 |
HIGH |
120-010 |
0.618 |
120-006 |
0.500 |
120-005 |
0.382 |
120-004 |
LOW |
120-000 |
0.618 |
119-314 |
1.000 |
119-310 |
1.618 |
119-304 |
2.618 |
119-294 |
4.250 |
119-278 |
|
|
Fisher Pivots for day following 21-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
120-005 |
120-035 |
PP |
120-003 |
120-023 |
S1 |
120-002 |
120-012 |
|