ECBOT 5 Year T-Note Future September 2015
Trading Metrics calculated at close of trading on 22-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2015 |
22-May-2015 |
Change |
Change % |
Previous Week |
Open |
119-070 |
119-135 |
0-065 |
0.2% |
119-200 |
High |
119-140 |
119-167 |
0-027 |
0.1% |
119-200 |
Low |
119-050 |
118-317 |
-0-053 |
-0.1% |
118-280 |
Close |
119-140 |
119-022 |
-0-118 |
-0.3% |
119-022 |
Range |
0-090 |
0-170 |
0-080 |
88.9% |
0-240 |
ATR |
0-101 |
0-106 |
0-005 |
4.9% |
0-000 |
Volume |
114,739 |
209,221 |
94,482 |
82.3% |
362,906 |
|
Daily Pivots for day following 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-252 |
120-147 |
119-116 |
|
R3 |
120-082 |
119-297 |
119-069 |
|
R2 |
119-232 |
119-232 |
119-053 |
|
R1 |
119-127 |
119-127 |
119-038 |
119-094 |
PP |
119-062 |
119-062 |
119-062 |
119-046 |
S1 |
118-277 |
118-277 |
119-006 |
118-244 |
S2 |
118-212 |
118-212 |
118-311 |
|
S3 |
118-042 |
118-107 |
118-295 |
|
S4 |
117-192 |
117-257 |
118-248 |
|
|
Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-141 |
121-001 |
119-154 |
|
R3 |
120-221 |
120-081 |
119-088 |
|
R2 |
119-301 |
119-301 |
119-066 |
|
R1 |
119-161 |
119-161 |
119-044 |
119-111 |
PP |
119-061 |
119-061 |
119-061 |
119-036 |
S1 |
118-241 |
118-241 |
119-000 |
118-191 |
S2 |
118-141 |
118-141 |
118-298 |
|
S3 |
117-221 |
118-001 |
118-276 |
|
S4 |
116-301 |
117-081 |
118-210 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-250 |
2.618 |
120-292 |
1.618 |
120-122 |
1.000 |
120-017 |
0.618 |
119-272 |
HIGH |
119-167 |
0.618 |
119-102 |
0.500 |
119-082 |
0.382 |
119-062 |
LOW |
118-317 |
0.618 |
118-212 |
1.000 |
118-147 |
1.618 |
118-042 |
2.618 |
117-192 |
4.250 |
116-234 |
|
|
Fisher Pivots for day following 22-May-2015 |
Pivot |
1 day |
3 day |
R1 |
119-082 |
119-078 |
PP |
119-062 |
119-060 |
S1 |
119-042 |
119-041 |
|