ECBOT 5 Year T-Note Future September 2015
Trading Metrics calculated at close of trading on 10-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2015 |
10-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
118-182 |
118-120 |
-0-062 |
-0.2% |
119-210 |
High |
118-232 |
118-127 |
-0-105 |
-0.3% |
119-232 |
Low |
118-095 |
118-060 |
-0-035 |
-0.1% |
118-040 |
Close |
118-152 |
118-080 |
-0-072 |
-0.2% |
118-127 |
Range |
0-137 |
0-067 |
-0-070 |
-51.1% |
1-192 |
ATR |
0-123 |
0-121 |
-0-002 |
-1.8% |
0-000 |
Volume |
634,349 |
609,270 |
-25,079 |
-4.0% |
4,181,477 |
|
Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-290 |
118-252 |
118-117 |
|
R3 |
118-223 |
118-185 |
118-098 |
|
R2 |
118-156 |
118-156 |
118-092 |
|
R1 |
118-118 |
118-118 |
118-086 |
118-104 |
PP |
118-089 |
118-089 |
118-089 |
118-082 |
S1 |
118-051 |
118-051 |
118-074 |
118-036 |
S2 |
118-022 |
118-022 |
118-068 |
|
S3 |
117-275 |
117-304 |
118-062 |
|
S4 |
117-208 |
117-237 |
118-043 |
|
|
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 |
119-092 |
2.618 |
118-302 |
1.618 |
118-235 |
1.000 |
118-194 |
0.618 |
118-168 |
HIGH |
118-127 |
0.618 |
118-101 |
0.500 |
118-094 |
0.382 |
118-086 |
LOW |
118-060 |
0.618 |
118-019 |
1.000 |
117-313 |
1.618 |
117-272 |
2.618 |
117-205 |
4.250 |
117-095 |
|
|
Fisher Pivots for day following 10-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
118-094 |
118-146 |
PP |
118-089 |
118-124 |
S1 |
118-084 |
118-102 |
|