ECBOT 5 Year T-Note Future September 2015
Trading Metrics calculated at close of trading on 08-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2015 |
08-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
118-282 |
118-127 |
-0-155 |
-0.4% |
119-210 |
High |
118-290 |
118-202 |
-0-088 |
-0.2% |
119-232 |
Low |
118-040 |
118-102 |
0-062 |
0.2% |
118-040 |
Close |
118-127 |
118-192 |
0-065 |
0.2% |
118-127 |
Range |
0-250 |
0-100 |
-0-150 |
-60.0% |
1-192 |
ATR |
0-124 |
0-122 |
-0-002 |
-1.4% |
0-000 |
Volume |
992,832 |
481,547 |
-511,285 |
-51.5% |
4,181,477 |
|
Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-145 |
119-109 |
118-247 |
|
R3 |
119-045 |
119-009 |
118-220 |
|
R2 |
118-265 |
118-265 |
118-210 |
|
R1 |
118-229 |
118-229 |
118-201 |
118-247 |
PP |
118-165 |
118-165 |
118-165 |
118-174 |
S1 |
118-129 |
118-129 |
118-183 |
118-147 |
S2 |
118-065 |
118-065 |
118-174 |
|
S3 |
117-285 |
118-029 |
118-164 |
|
S4 |
117-185 |
117-249 |
118-137 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-176 |
122-183 |
119-089 |
|
R3 |
121-304 |
120-311 |
118-268 |
|
R2 |
120-112 |
120-112 |
118-221 |
|
R1 |
119-119 |
119-119 |
118-174 |
119-020 |
PP |
118-240 |
118-240 |
118-240 |
118-190 |
S1 |
117-247 |
117-247 |
118-080 |
117-148 |
S2 |
117-048 |
117-048 |
118-033 |
|
S3 |
115-176 |
116-055 |
117-306 |
|
S4 |
113-304 |
114-183 |
117-165 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-307 |
2.618 |
119-144 |
1.618 |
119-044 |
1.000 |
118-302 |
0.618 |
118-264 |
HIGH |
118-202 |
0.618 |
118-164 |
0.500 |
118-152 |
0.382 |
118-140 |
LOW |
118-102 |
0.618 |
118-040 |
1.000 |
118-002 |
1.618 |
117-260 |
2.618 |
117-160 |
4.250 |
116-317 |
|
|
Fisher Pivots for day following 08-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
118-179 |
118-185 |
PP |
118-165 |
118-177 |
S1 |
118-152 |
118-170 |
|