ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 14-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2015 |
14-May-2015 |
Change |
Change % |
Previous Week |
| Open |
119-050 |
119-040 |
-0-010 |
0.0% |
119-110 |
| High |
119-130 |
119-130 |
0-000 |
0.0% |
119-170 |
| Low |
119-010 |
119-020 |
0-010 |
0.0% |
118-270 |
| Close |
119-030 |
119-120 |
0-090 |
0.2% |
119-110 |
| Range |
0-120 |
0-110 |
-0-010 |
-8.3% |
0-220 |
| ATR |
0-092 |
0-093 |
0-001 |
1.4% |
0-000 |
| Volume |
4,324 |
6,920 |
2,596 |
60.0% |
10,728 |
|
| Daily Pivots for day following 14-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-100 |
120-060 |
119-180 |
|
| R3 |
119-310 |
119-270 |
119-150 |
|
| R2 |
119-200 |
119-200 |
119-140 |
|
| R1 |
119-160 |
119-160 |
119-130 |
119-180 |
| PP |
119-090 |
119-090 |
119-090 |
119-100 |
| S1 |
119-050 |
119-050 |
119-110 |
119-070 |
| S2 |
118-300 |
118-300 |
119-100 |
|
| S3 |
118-190 |
118-260 |
119-090 |
|
| S4 |
118-080 |
118-150 |
119-060 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-097 |
121-003 |
119-231 |
|
| R3 |
120-197 |
120-103 |
119-170 |
|
| R2 |
119-297 |
119-297 |
119-150 |
|
| R1 |
119-203 |
119-203 |
119-130 |
119-220 |
| PP |
119-077 |
119-077 |
119-077 |
119-085 |
| S1 |
118-303 |
118-303 |
119-090 |
119-000 |
| S2 |
118-177 |
118-177 |
119-070 |
|
| S3 |
117-277 |
118-083 |
119-050 |
|
| S4 |
117-057 |
117-183 |
118-309 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-278 |
|
2.618 |
120-098 |
|
1.618 |
119-308 |
|
1.000 |
119-240 |
|
0.618 |
119-198 |
|
HIGH |
119-130 |
|
0.618 |
119-088 |
|
0.500 |
119-075 |
|
0.382 |
119-062 |
|
LOW |
119-020 |
|
0.618 |
118-272 |
|
1.000 |
118-230 |
|
1.618 |
118-162 |
|
2.618 |
118-052 |
|
4.250 |
117-192 |
|
|
| Fisher Pivots for day following 14-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-105 |
119-078 |
| PP |
119-090 |
119-037 |
| S1 |
119-075 |
118-315 |
|