ECBOT 5 Year T-Note Future September 2015
Trading Metrics calculated at close of trading on 26-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2015 |
26-May-2015 |
Change |
Change % |
Previous Week |
Open |
119-135 |
119-052 |
-0-083 |
-0.2% |
119-200 |
High |
119-167 |
119-130 |
-0-037 |
-0.1% |
119-200 |
Low |
118-317 |
119-002 |
0-005 |
0.0% |
118-280 |
Close |
119-022 |
119-122 |
0-100 |
0.3% |
119-022 |
Range |
0-170 |
0-128 |
-0-042 |
-24.7% |
0-240 |
ATR |
0-106 |
0-108 |
0-002 |
1.5% |
0-000 |
Volume |
209,221 |
1,171,437 |
962,216 |
459.9% |
362,906 |
|
Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-149 |
120-103 |
119-192 |
|
R3 |
120-021 |
119-295 |
119-157 |
|
R2 |
119-213 |
119-213 |
119-145 |
|
R1 |
119-167 |
119-167 |
119-134 |
119-190 |
PP |
119-085 |
119-085 |
119-085 |
119-096 |
S1 |
119-039 |
119-039 |
119-110 |
119-062 |
S2 |
118-277 |
118-277 |
119-099 |
|
S3 |
118-149 |
118-231 |
119-087 |
|
S4 |
118-021 |
118-103 |
119-052 |
|
|
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 |
121-034 |
2.618 |
120-145 |
1.618 |
120-017 |
1.000 |
119-258 |
0.618 |
119-209 |
HIGH |
119-130 |
0.618 |
119-081 |
0.500 |
119-066 |
0.382 |
119-051 |
LOW |
119-002 |
0.618 |
118-243 |
1.000 |
118-194 |
1.618 |
118-115 |
2.618 |
117-307 |
4.250 |
117-098 |
|
|
Fisher Pivots for day following 26-May-2015 |
Pivot |
1 day |
3 day |
R1 |
119-103 |
119-109 |
PP |
119-085 |
119-095 |
S1 |
119-066 |
119-082 |
|