ECBOT 5 Year T-Note Future September 2015
Trading Metrics calculated at close of trading on 21-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2015 |
21-May-2015 |
Change |
Change % |
Previous Week |
Open |
118-310 |
119-070 |
0-080 |
0.2% |
119-110 |
High |
119-080 |
119-140 |
0-060 |
0.2% |
119-220 |
Low |
118-310 |
119-050 |
0-060 |
0.2% |
118-180 |
Close |
119-060 |
119-140 |
0-080 |
0.2% |
119-200 |
Range |
0-090 |
0-090 |
0-000 |
0.0% |
1-040 |
ATR |
0-102 |
0-101 |
-0-001 |
-0.8% |
0-000 |
Volume |
18,043 |
114,739 |
96,696 |
535.9% |
29,463 |
|
Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-060 |
120-030 |
119-190 |
|
R3 |
119-290 |
119-260 |
119-165 |
|
R2 |
119-200 |
119-200 |
119-156 |
|
R1 |
119-170 |
119-170 |
119-148 |
119-185 |
PP |
119-110 |
119-110 |
119-110 |
119-118 |
S1 |
119-080 |
119-080 |
119-132 |
119-095 |
S2 |
119-020 |
119-020 |
119-124 |
|
S3 |
118-250 |
118-310 |
119-115 |
|
S4 |
118-160 |
118-220 |
119-090 |
|
|
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 |
120-202 |
2.618 |
120-056 |
1.618 |
119-286 |
1.000 |
119-230 |
0.618 |
119-196 |
HIGH |
119-140 |
0.618 |
119-106 |
0.500 |
119-095 |
0.382 |
119-084 |
LOW |
119-050 |
0.618 |
118-314 |
1.000 |
118-280 |
1.618 |
118-224 |
2.618 |
118-134 |
4.250 |
117-308 |
|
|
Fisher Pivots for day following 21-May-2015 |
Pivot |
1 day |
3 day |
R1 |
119-125 |
119-113 |
PP |
119-110 |
119-087 |
S1 |
119-095 |
119-060 |
|