ECBOT 5 Year T-Note Future September 2015
Trading Metrics calculated at close of trading on 18-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2015 |
18-May-2015 |
Change |
Change % |
Previous Week |
Open |
119-150 |
119-200 |
0-050 |
0.1% |
119-110 |
High |
119-220 |
119-200 |
-0-020 |
-0.1% |
119-220 |
Low |
119-130 |
119-080 |
-0-050 |
-0.1% |
118-180 |
Close |
119-200 |
119-090 |
-0-110 |
-0.3% |
119-200 |
Range |
0-090 |
0-120 |
0-030 |
33.3% |
1-040 |
ATR |
0-094 |
0-095 |
0-002 |
2.0% |
0-000 |
Volume |
10,080 |
13,213 |
3,133 |
31.1% |
29,463 |
|
Daily Pivots for day following 18-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-163 |
120-087 |
119-156 |
|
R3 |
120-043 |
119-287 |
119-123 |
|
R2 |
119-243 |
119-243 |
119-112 |
|
R1 |
119-167 |
119-167 |
119-101 |
119-145 |
PP |
119-123 |
119-123 |
119-123 |
119-112 |
S1 |
119-047 |
119-047 |
119-079 |
119-025 |
S2 |
119-003 |
119-003 |
119-068 |
|
S3 |
118-203 |
118-247 |
119-057 |
|
S4 |
118-083 |
118-127 |
119-024 |
|
|
Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-213 |
122-087 |
120-078 |
|
R3 |
121-173 |
121-047 |
119-299 |
|
R2 |
120-133 |
120-133 |
119-266 |
|
R1 |
120-007 |
120-007 |
119-233 |
120-070 |
PP |
119-093 |
119-093 |
119-093 |
119-125 |
S1 |
118-287 |
118-287 |
119-167 |
119-030 |
S2 |
118-053 |
118-053 |
119-134 |
|
S3 |
117-013 |
117-247 |
119-101 |
|
S4 |
115-293 |
116-207 |
119-002 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-070 |
2.618 |
120-194 |
1.618 |
120-074 |
1.000 |
120-000 |
0.618 |
119-274 |
HIGH |
119-200 |
0.618 |
119-154 |
0.500 |
119-140 |
0.382 |
119-126 |
LOW |
119-080 |
0.618 |
119-006 |
1.000 |
118-280 |
1.618 |
118-206 |
2.618 |
118-086 |
4.250 |
117-210 |
|
|
Fisher Pivots for day following 18-May-2015 |
Pivot |
1 day |
3 day |
R1 |
119-140 |
119-120 |
PP |
119-123 |
119-110 |
S1 |
119-107 |
119-100 |
|