ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 27-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2015 |
27-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
120-030 |
119-310 |
-0-040 |
-0.1% |
120-050 |
| High |
120-040 |
120-040 |
0-000 |
0.0% |
120-050 |
| Low |
120-030 |
119-310 |
-0-040 |
-0.1% |
119-240 |
| Close |
120-040 |
120-020 |
-0-020 |
-0.1% |
120-040 |
| Range |
0-010 |
0-050 |
0-040 |
400.0% |
0-130 |
| ATR |
0-051 |
0-051 |
0-000 |
-0.1% |
0-000 |
| Volume |
189 |
266 |
77 |
40.7% |
372 |
|
| Daily Pivots for day following 27-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-167 |
120-143 |
120-048 |
|
| R3 |
120-117 |
120-093 |
120-034 |
|
| R2 |
120-067 |
120-067 |
120-029 |
|
| R1 |
120-043 |
120-043 |
120-025 |
120-055 |
| PP |
120-017 |
120-017 |
120-017 |
120-022 |
| S1 |
119-313 |
119-313 |
120-015 |
120-005 |
| S2 |
119-287 |
119-287 |
120-011 |
|
| S3 |
119-237 |
119-263 |
120-006 |
|
| S4 |
119-187 |
119-213 |
119-312 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-073 |
121-027 |
120-112 |
|
| R3 |
120-263 |
120-217 |
120-076 |
|
| R2 |
120-133 |
120-133 |
120-064 |
|
| R1 |
120-087 |
120-087 |
120-052 |
120-045 |
| PP |
120-003 |
120-003 |
120-003 |
119-302 |
| S1 |
119-277 |
119-277 |
120-028 |
119-235 |
| S2 |
119-193 |
119-193 |
120-016 |
|
| S3 |
119-063 |
119-147 |
120-004 |
|
| S4 |
118-253 |
119-017 |
119-288 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-252 |
|
2.618 |
120-171 |
|
1.618 |
120-121 |
|
1.000 |
120-090 |
|
0.618 |
120-071 |
|
HIGH |
120-040 |
|
0.618 |
120-021 |
|
0.500 |
120-015 |
|
0.382 |
120-009 |
|
LOW |
119-310 |
|
0.618 |
119-279 |
|
1.000 |
119-260 |
|
1.618 |
119-229 |
|
2.618 |
119-179 |
|
4.250 |
119-098 |
|
|
| Fisher Pivots for day following 27-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-018 |
120-013 |
| PP |
120-017 |
120-007 |
| S1 |
120-015 |
120-000 |
|