ECBOT 5 Year T-Note Future September 2015
Trading Metrics calculated at close of trading on 25-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2015 |
25-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
118-257 |
118-315 |
0-058 |
0.2% |
118-180 |
High |
119-005 |
119-002 |
-0-003 |
0.0% |
119-140 |
Low |
118-232 |
118-227 |
-0-005 |
0.0% |
118-127 |
Close |
118-315 |
118-292 |
-0-023 |
-0.1% |
119-117 |
Range |
0-093 |
0-095 |
0-002 |
2.2% |
1-013 |
ATR |
0-126 |
0-124 |
-0-002 |
-1.8% |
0-000 |
Volume |
518,140 |
574,788 |
56,648 |
10.9% |
3,360,330 |
|
Daily Pivots for day following 25-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-245 |
119-204 |
119-024 |
|
R3 |
119-150 |
119-109 |
118-318 |
|
R2 |
119-055 |
119-055 |
118-309 |
|
R1 |
119-014 |
119-014 |
118-301 |
118-307 |
PP |
118-280 |
118-280 |
118-280 |
118-267 |
S1 |
118-239 |
118-239 |
118-283 |
118-212 |
S2 |
118-185 |
118-185 |
118-275 |
|
S3 |
118-090 |
118-144 |
118-266 |
|
S4 |
117-315 |
118-049 |
118-240 |
|
|
Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-060 |
121-262 |
119-300 |
|
R3 |
121-047 |
120-249 |
119-209 |
|
R2 |
120-034 |
120-034 |
119-178 |
|
R1 |
119-236 |
119-236 |
119-148 |
119-295 |
PP |
119-021 |
119-021 |
119-021 |
119-051 |
S1 |
118-223 |
118-223 |
119-086 |
118-282 |
S2 |
118-008 |
118-008 |
119-056 |
|
S3 |
116-315 |
117-210 |
119-025 |
|
S4 |
115-302 |
116-197 |
118-254 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-086 |
2.618 |
119-251 |
1.618 |
119-156 |
1.000 |
119-097 |
0.618 |
119-061 |
HIGH |
119-002 |
0.618 |
118-286 |
0.500 |
118-274 |
0.382 |
118-263 |
LOW |
118-227 |
0.618 |
118-168 |
1.000 |
118-132 |
1.618 |
118-073 |
2.618 |
117-298 |
4.250 |
117-143 |
|
|
Fisher Pivots for day following 25-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
118-286 |
118-287 |
PP |
118-280 |
118-281 |
S1 |
118-274 |
118-276 |
|