ECBOT 5 Year T-Note Future September 2015
Trading Metrics calculated at close of trading on 28-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2015 |
28-May-2015 |
Change |
Change % |
Previous Week |
Open |
119-122 |
119-115 |
-0-007 |
0.0% |
119-200 |
High |
119-127 |
119-177 |
0-050 |
0.1% |
119-200 |
Low |
119-052 |
119-102 |
0-050 |
0.1% |
118-280 |
Close |
119-112 |
119-167 |
0-055 |
0.1% |
119-022 |
Range |
0-075 |
0-075 |
0-000 |
0.0% |
0-240 |
ATR |
0-105 |
0-103 |
-0-002 |
-2.1% |
0-000 |
Volume |
1,453,367 |
897,312 |
-556,055 |
-38.3% |
362,906 |
|
Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-054 |
120-025 |
119-208 |
|
R3 |
119-299 |
119-270 |
119-188 |
|
R2 |
119-224 |
119-224 |
119-181 |
|
R1 |
119-195 |
119-195 |
119-174 |
119-210 |
PP |
119-149 |
119-149 |
119-149 |
119-156 |
S1 |
119-120 |
119-120 |
119-160 |
119-134 |
S2 |
119-074 |
119-074 |
119-153 |
|
S3 |
118-319 |
119-045 |
119-146 |
|
S4 |
118-244 |
118-290 |
119-126 |
|
|
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 |
120-176 |
2.618 |
120-053 |
1.618 |
119-298 |
1.000 |
119-252 |
0.618 |
119-223 |
HIGH |
119-177 |
0.618 |
119-148 |
0.500 |
119-140 |
0.382 |
119-131 |
LOW |
119-102 |
0.618 |
119-056 |
1.000 |
119-027 |
1.618 |
118-301 |
2.618 |
118-226 |
4.250 |
118-103 |
|
|
Fisher Pivots for day following 28-May-2015 |
Pivot |
1 day |
3 day |
R1 |
119-158 |
119-141 |
PP |
119-149 |
119-115 |
S1 |
119-140 |
119-090 |
|