ECBOT 5 Year T-Note Future December 2015
Trading Metrics calculated at close of trading on 01-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2015 |
01-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
119-090 |
118-270 |
-0-140 |
-0.4% |
118-300 |
High |
119-090 |
118-270 |
-0-140 |
-0.4% |
119-090 |
Low |
119-090 |
118-270 |
-0-140 |
-0.4% |
118-290 |
Close |
119-090 |
118-270 |
-0-140 |
-0.4% |
119-090 |
Range |
|
|
|
|
|
ATR |
0-067 |
0-072 |
0-005 |
7.9% |
0-000 |
Volume |
209 |
209 |
0 |
0.0% |
836 |
|
Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-270 |
118-270 |
118-270 |
|
R3 |
118-270 |
118-270 |
118-270 |
|
R2 |
118-270 |
118-270 |
118-270 |
|
R1 |
118-270 |
118-270 |
118-270 |
118-270 |
PP |
118-270 |
118-270 |
118-270 |
118-270 |
S1 |
118-270 |
118-270 |
118-270 |
118-270 |
S2 |
118-270 |
118-270 |
118-270 |
|
S3 |
118-270 |
118-270 |
118-270 |
|
S4 |
118-270 |
118-270 |
118-270 |
|
|
Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-090 |
120-050 |
119-156 |
|
R3 |
119-290 |
119-250 |
119-123 |
|
R2 |
119-170 |
119-170 |
119-112 |
|
R1 |
119-130 |
119-130 |
119-101 |
119-150 |
PP |
119-050 |
119-050 |
119-050 |
119-060 |
S1 |
119-010 |
119-010 |
119-079 |
119-030 |
S2 |
118-250 |
118-250 |
119-068 |
|
S3 |
118-130 |
118-210 |
119-057 |
|
S4 |
118-010 |
118-090 |
119-024 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-270 |
2.618 |
118-270 |
1.618 |
118-270 |
1.000 |
118-270 |
0.618 |
118-270 |
HIGH |
118-270 |
0.618 |
118-270 |
0.500 |
118-270 |
0.382 |
118-270 |
LOW |
118-270 |
0.618 |
118-270 |
1.000 |
118-270 |
1.618 |
118-270 |
2.618 |
118-270 |
4.250 |
118-270 |
|
|
Fisher Pivots for day following 01-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
118-270 |
119-020 |
PP |
118-270 |
118-317 |
S1 |
118-270 |
118-293 |
|