ECBOT 5 Year T-Note Future September 2015
Trading Metrics calculated at close of trading on 18-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2015 |
18-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
118-277 |
119-025 |
0-068 |
0.2% |
118-127 |
High |
119-057 |
119-110 |
0-053 |
0.1% |
118-232 |
Low |
118-127 |
118-270 |
0-143 |
0.4% |
118-037 |
Close |
119-035 |
119-005 |
-0-030 |
-0.1% |
118-165 |
Range |
0-250 |
0-160 |
-0-090 |
-36.0% |
0-195 |
ATR |
0-128 |
0-130 |
0-002 |
1.8% |
0-000 |
Volume |
916,253 |
905,747 |
-10,506 |
-1.1% |
3,141,051 |
|
Daily Pivots for day following 18-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-182 |
120-093 |
119-093 |
|
R3 |
120-022 |
119-253 |
119-049 |
|
R2 |
119-182 |
119-182 |
119-034 |
|
R1 |
119-093 |
119-093 |
119-020 |
119-058 |
PP |
119-022 |
119-022 |
119-022 |
119-004 |
S1 |
118-253 |
118-253 |
118-310 |
118-218 |
S2 |
118-182 |
118-182 |
118-296 |
|
S3 |
118-022 |
118-093 |
118-281 |
|
S4 |
117-182 |
117-253 |
118-237 |
|
|
Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-090 |
120-002 |
118-272 |
|
R3 |
119-215 |
119-127 |
118-219 |
|
R2 |
119-020 |
119-020 |
118-201 |
|
R1 |
118-252 |
118-252 |
118-183 |
118-296 |
PP |
118-145 |
118-145 |
118-145 |
118-166 |
S1 |
118-057 |
118-057 |
118-147 |
118-101 |
S2 |
117-270 |
117-270 |
118-129 |
|
S3 |
117-075 |
117-182 |
118-111 |
|
S4 |
116-200 |
116-307 |
118-058 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-150 |
2.618 |
120-209 |
1.618 |
120-049 |
1.000 |
119-270 |
0.618 |
119-209 |
HIGH |
119-110 |
0.618 |
119-049 |
0.500 |
119-030 |
0.382 |
119-011 |
LOW |
118-270 |
0.618 |
118-171 |
1.000 |
118-110 |
1.618 |
118-011 |
2.618 |
117-171 |
4.250 |
116-230 |
|
|
Fisher Pivots for day following 18-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
119-030 |
118-310 |
PP |
119-022 |
118-294 |
S1 |
119-013 |
118-278 |
|