ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 01-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2015 |
01-May-2015 |
Change |
Change % |
Previous Week |
| Open |
119-220 |
119-110 |
-0-110 |
-0.3% |
119-310 |
| High |
119-220 |
119-110 |
-0-110 |
-0.3% |
120-040 |
| Low |
119-090 |
119-080 |
-0-010 |
0.0% |
119-080 |
| Close |
119-190 |
119-080 |
-0-110 |
-0.3% |
119-080 |
| Range |
0-130 |
0-030 |
-0-100 |
-76.9% |
0-280 |
| ATR |
0-065 |
0-069 |
0-003 |
4.9% |
0-000 |
| Volume |
2,118 |
1,197 |
-921 |
-43.5% |
4,515 |
|
| Daily Pivots for day following 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-180 |
119-160 |
119-096 |
|
| R3 |
119-150 |
119-130 |
119-088 |
|
| R2 |
119-120 |
119-120 |
119-086 |
|
| R1 |
119-100 |
119-100 |
119-083 |
119-095 |
| PP |
119-090 |
119-090 |
119-090 |
119-088 |
| S1 |
119-070 |
119-070 |
119-077 |
119-065 |
| S2 |
119-060 |
119-060 |
119-074 |
|
| S3 |
119-030 |
119-040 |
119-072 |
|
| S4 |
119-000 |
119-010 |
119-064 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-053 |
121-187 |
119-234 |
|
| R3 |
121-093 |
120-227 |
119-157 |
|
| R2 |
120-133 |
120-133 |
119-131 |
|
| R1 |
119-267 |
119-267 |
119-106 |
119-220 |
| PP |
119-173 |
119-173 |
119-173 |
119-150 |
| S1 |
118-307 |
118-307 |
119-054 |
118-260 |
| S2 |
118-213 |
118-213 |
119-029 |
|
| S3 |
117-253 |
118-027 |
119-003 |
|
| S4 |
116-293 |
117-067 |
118-246 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-238 |
|
2.618 |
119-189 |
|
1.618 |
119-159 |
|
1.000 |
119-140 |
|
0.618 |
119-129 |
|
HIGH |
119-110 |
|
0.618 |
119-099 |
|
0.500 |
119-095 |
|
0.382 |
119-091 |
|
LOW |
119-080 |
|
0.618 |
119-061 |
|
1.000 |
119-050 |
|
1.618 |
119-031 |
|
2.618 |
119-001 |
|
4.250 |
118-272 |
|
|
| Fisher Pivots for day following 01-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-095 |
119-170 |
| PP |
119-090 |
119-140 |
| S1 |
119-085 |
119-110 |
|