ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 11-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2015 |
11-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
117-260 |
118-040 |
0-100 |
0.3% |
118-270 |
| High |
117-260 |
118-040 |
0-100 |
0.3% |
118-270 |
| Low |
117-260 |
118-040 |
0-100 |
0.3% |
117-310 |
| Close |
117-260 |
118-040 |
0-100 |
0.3% |
117-310 |
| Range |
|
|
|
|
|
| ATR |
0-077 |
0-079 |
0-002 |
2.1% |
0-000 |
| Volume |
209 |
209 |
0 |
0.0% |
1,045 |
|
| Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-040 |
118-040 |
118-040 |
|
| R3 |
118-040 |
118-040 |
118-040 |
|
| R2 |
118-040 |
118-040 |
118-040 |
|
| R1 |
118-040 |
118-040 |
118-040 |
118-040 |
| PP |
118-040 |
118-040 |
118-040 |
118-040 |
| S1 |
118-040 |
118-040 |
118-040 |
118-040 |
| S2 |
118-040 |
118-040 |
118-040 |
|
| S3 |
118-040 |
118-040 |
118-040 |
|
| S4 |
118-040 |
118-040 |
118-040 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-283 |
120-097 |
118-144 |
|
| R3 |
120-003 |
119-137 |
118-067 |
|
| R2 |
119-043 |
119-043 |
118-041 |
|
| R1 |
118-177 |
118-177 |
118-016 |
118-130 |
| PP |
118-083 |
118-083 |
118-083 |
118-060 |
| S1 |
117-217 |
117-217 |
117-284 |
117-170 |
| S2 |
117-123 |
117-123 |
117-259 |
|
| S3 |
116-163 |
116-257 |
117-233 |
|
| S4 |
115-203 |
115-297 |
117-156 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-040 |
|
2.618 |
118-040 |
|
1.618 |
118-040 |
|
1.000 |
118-040 |
|
0.618 |
118-040 |
|
HIGH |
118-040 |
|
0.618 |
118-040 |
|
0.500 |
118-040 |
|
0.382 |
118-040 |
|
LOW |
118-040 |
|
0.618 |
118-040 |
|
1.000 |
118-040 |
|
1.618 |
118-040 |
|
2.618 |
118-040 |
|
4.250 |
118-040 |
|
|
| Fisher Pivots for day following 11-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-040 |
118-023 |
| PP |
118-040 |
118-007 |
| S1 |
118-040 |
117-310 |
|