ECBOT 5 Year T-Note Future September 2015
Trading Metrics calculated at close of trading on 20-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2015 |
20-May-2015 |
Change |
Change % |
Previous Week |
Open |
119-100 |
118-310 |
-0-110 |
-0.3% |
119-110 |
High |
119-160 |
119-080 |
-0-080 |
-0.2% |
119-220 |
Low |
118-280 |
118-310 |
0-030 |
0.1% |
118-180 |
Close |
119-000 |
119-060 |
0-060 |
0.2% |
119-200 |
Range |
0-200 |
0-090 |
-0-110 |
-55.0% |
1-040 |
ATR |
0-103 |
0-102 |
-0-001 |
-0.9% |
0-000 |
Volume |
7,690 |
18,043 |
10,353 |
134.6% |
29,463 |
|
Daily Pivots for day following 20-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-313 |
119-277 |
119-110 |
|
R3 |
119-223 |
119-187 |
119-085 |
|
R2 |
119-133 |
119-133 |
119-076 |
|
R1 |
119-097 |
119-097 |
119-068 |
119-115 |
PP |
119-043 |
119-043 |
119-043 |
119-052 |
S1 |
119-007 |
119-007 |
119-052 |
119-025 |
S2 |
118-273 |
118-273 |
119-044 |
|
S3 |
118-183 |
118-237 |
119-035 |
|
S4 |
118-093 |
118-147 |
119-010 |
|
|
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 |
120-142 |
2.618 |
119-316 |
1.618 |
119-226 |
1.000 |
119-170 |
0.618 |
119-136 |
HIGH |
119-080 |
0.618 |
119-046 |
0.500 |
119-035 |
0.382 |
119-024 |
LOW |
118-310 |
0.618 |
118-254 |
1.000 |
118-220 |
1.618 |
118-164 |
2.618 |
118-074 |
4.250 |
117-248 |
|
|
Fisher Pivots for day following 20-May-2015 |
Pivot |
1 day |
3 day |
R1 |
119-052 |
119-080 |
PP |
119-043 |
119-073 |
S1 |
119-035 |
119-067 |
|