ECBOT 5 Year T-Note Future September 2015
Trading Metrics calculated at close of trading on 23-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2015 |
23-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
119-240 |
119-280 |
0-040 |
0.1% |
119-240 |
High |
119-240 |
119-300 |
0-060 |
0.2% |
120-080 |
Low |
119-240 |
119-280 |
0-040 |
0.1% |
119-240 |
Close |
119-240 |
119-300 |
0-060 |
0.2% |
120-060 |
Range |
0-000 |
0-020 |
0-020 |
|
0-160 |
ATR |
0-049 |
0-050 |
0-001 |
1.6% |
0-000 |
Volume |
13 |
42 |
29 |
223.1% |
1,823 |
|
Daily Pivots for day following 23-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-033 |
120-027 |
119-311 |
|
R3 |
120-013 |
120-007 |
119-306 |
|
R2 |
119-313 |
119-313 |
119-304 |
|
R1 |
119-307 |
119-307 |
119-302 |
119-310 |
PP |
119-293 |
119-293 |
119-293 |
119-295 |
S1 |
119-287 |
119-287 |
119-298 |
119-290 |
S2 |
119-273 |
119-273 |
119-296 |
|
S3 |
119-253 |
119-267 |
119-294 |
|
S4 |
119-233 |
119-247 |
119-289 |
|
|
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 |
120-065 |
2.618 |
120-032 |
1.618 |
120-012 |
1.000 |
120-000 |
0.618 |
119-312 |
HIGH |
119-300 |
0.618 |
119-292 |
0.500 |
119-290 |
0.382 |
119-288 |
LOW |
119-280 |
0.618 |
119-268 |
1.000 |
119-260 |
1.618 |
119-248 |
2.618 |
119-228 |
4.250 |
119-195 |
|
|
Fisher Pivots for day following 23-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
119-297 |
119-295 |
PP |
119-293 |
119-290 |
S1 |
119-290 |
119-285 |
|