ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 21-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2015 |
21-May-2015 |
Change |
Change % |
Previous Week |
| Open |
118-240 |
119-000 |
0-080 |
0.2% |
118-140 |
| High |
118-240 |
119-000 |
0-080 |
0.2% |
119-060 |
| Low |
118-240 |
119-000 |
0-080 |
0.2% |
118-140 |
| Close |
118-240 |
119-000 |
0-080 |
0.2% |
119-060 |
| Range |
|
|
|
|
|
| ATR |
0-065 |
0-066 |
0-001 |
1.6% |
0-000 |
| Volume |
209 |
209 |
0 |
0.0% |
1,045 |
|
| Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-000 |
119-000 |
119-000 |
|
| R3 |
119-000 |
119-000 |
119-000 |
|
| R2 |
119-000 |
119-000 |
119-000 |
|
| R1 |
119-000 |
119-000 |
119-000 |
119-000 |
| PP |
119-000 |
119-000 |
119-000 |
119-000 |
| S1 |
119-000 |
119-000 |
119-000 |
119-000 |
| S2 |
119-000 |
119-000 |
119-000 |
|
| S3 |
119-000 |
119-000 |
119-000 |
|
| S4 |
119-000 |
119-000 |
119-000 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-060 |
120-300 |
119-192 |
|
| R3 |
120-140 |
120-060 |
119-126 |
|
| R2 |
119-220 |
119-220 |
119-104 |
|
| R1 |
119-140 |
119-140 |
119-082 |
119-180 |
| PP |
118-300 |
118-300 |
118-300 |
119-000 |
| S1 |
118-220 |
118-220 |
119-038 |
118-260 |
| S2 |
118-060 |
118-060 |
119-016 |
|
| S3 |
117-140 |
117-300 |
118-314 |
|
| S4 |
116-220 |
117-060 |
118-248 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-000 |
|
2.618 |
119-000 |
|
1.618 |
119-000 |
|
1.000 |
119-000 |
|
0.618 |
119-000 |
|
HIGH |
119-000 |
|
0.618 |
119-000 |
|
0.500 |
119-000 |
|
0.382 |
119-000 |
|
LOW |
119-000 |
|
0.618 |
119-000 |
|
1.000 |
119-000 |
|
1.618 |
119-000 |
|
2.618 |
119-000 |
|
4.250 |
119-000 |
|
|
| Fisher Pivots for day following 21-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-000 |
118-297 |
| PP |
119-000 |
118-273 |
| S1 |
119-000 |
118-250 |
|