ECBOT 5 Year T-Note Future September 2015
Trading Metrics calculated at close of trading on 29-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2015 |
29-May-2015 |
Change |
Change % |
Previous Week |
Open |
119-115 |
119-157 |
0-042 |
0.1% |
119-052 |
High |
119-177 |
119-235 |
0-058 |
0.2% |
119-235 |
Low |
119-102 |
119-142 |
0-040 |
0.1% |
119-002 |
Close |
119-167 |
119-232 |
0-065 |
0.2% |
119-232 |
Range |
0-075 |
0-093 |
0-018 |
24.0% |
0-233 |
ATR |
0-103 |
0-102 |
-0-001 |
-0.7% |
0-000 |
Volume |
897,312 |
745,775 |
-151,537 |
-16.9% |
4,267,891 |
|
Daily Pivots for day following 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-162 |
120-130 |
119-283 |
|
R3 |
120-069 |
120-037 |
119-258 |
|
R2 |
119-296 |
119-296 |
119-249 |
|
R1 |
119-264 |
119-264 |
119-241 |
119-280 |
PP |
119-203 |
119-203 |
119-203 |
119-211 |
S1 |
119-171 |
119-171 |
119-223 |
119-187 |
S2 |
119-110 |
119-110 |
119-215 |
|
S3 |
119-017 |
119-078 |
119-206 |
|
S4 |
118-244 |
118-305 |
119-181 |
|
|
Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-215 |
121-137 |
120-040 |
|
R3 |
120-302 |
120-224 |
119-296 |
|
R2 |
120-069 |
120-069 |
119-275 |
|
R1 |
119-311 |
119-311 |
119-253 |
120-030 |
PP |
119-156 |
119-156 |
119-156 |
119-176 |
S1 |
119-078 |
119-078 |
119-211 |
119-117 |
S2 |
118-243 |
118-243 |
119-189 |
|
S3 |
118-010 |
118-165 |
119-168 |
|
S4 |
117-097 |
117-252 |
119-104 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-310 |
2.618 |
120-158 |
1.618 |
120-065 |
1.000 |
120-008 |
0.618 |
119-292 |
HIGH |
119-235 |
0.618 |
119-199 |
0.500 |
119-188 |
0.382 |
119-178 |
LOW |
119-142 |
0.618 |
119-085 |
1.000 |
119-049 |
1.618 |
118-312 |
2.618 |
118-219 |
4.250 |
118-067 |
|
|
Fisher Pivots for day following 29-May-2015 |
Pivot |
1 day |
3 day |
R1 |
119-218 |
119-202 |
PP |
119-203 |
119-173 |
S1 |
119-188 |
119-144 |
|