ECBOT 5 Year T-Note Future December 2015
Trading Metrics calculated at close of trading on 02-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2015 |
02-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
118-080 |
118-180 |
0-100 |
0.3% |
118-120 |
High |
118-080 |
118-180 |
0-100 |
0.3% |
118-120 |
Low |
118-080 |
118-180 |
0-100 |
0.3% |
118-010 |
Close |
118-080 |
118-180 |
0-100 |
0.3% |
118-010 |
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 02-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-180 |
118-180 |
118-180 |
|
R3 |
118-180 |
118-180 |
118-180 |
|
R2 |
118-180 |
118-180 |
118-180 |
|
R1 |
118-180 |
118-180 |
118-180 |
118-180 |
PP |
118-180 |
118-180 |
118-180 |
118-180 |
S1 |
118-180 |
118-180 |
118-180 |
118-180 |
S2 |
118-180 |
118-180 |
118-180 |
|
S3 |
118-180 |
118-180 |
118-180 |
|
S4 |
118-180 |
118-180 |
118-180 |
|
|
Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-057 |
118-303 |
118-070 |
|
R3 |
118-267 |
118-193 |
118-040 |
|
R2 |
118-157 |
118-157 |
118-030 |
|
R1 |
118-083 |
118-083 |
118-020 |
118-065 |
PP |
118-047 |
118-047 |
118-047 |
118-038 |
S1 |
117-293 |
117-293 |
118-000 |
117-275 |
S2 |
117-257 |
117-257 |
117-310 |
|
S3 |
117-147 |
117-183 |
117-300 |
|
S4 |
117-037 |
117-073 |
117-270 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-180 |
2.618 |
118-180 |
1.618 |
118-180 |
1.000 |
118-180 |
0.618 |
118-180 |
HIGH |
118-180 |
0.618 |
118-180 |
0.500 |
118-180 |
0.382 |
118-180 |
LOW |
118-180 |
0.618 |
118-180 |
1.000 |
118-180 |
1.618 |
118-180 |
2.618 |
118-180 |
4.250 |
118-180 |
|
|
Fisher Pivots for day following 02-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
118-180 |
118-167 |
PP |
118-180 |
118-153 |
S1 |
118-180 |
118-140 |
|