ECBOT 5 Year T-Note Future December 2015
Trading Metrics calculated at close of trading on 08-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2015 |
08-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
119-060 |
119-120 |
0-060 |
0.2% |
118-220 |
High |
119-060 |
119-120 |
0-060 |
0.2% |
118-220 |
Low |
119-060 |
119-120 |
0-060 |
0.2% |
118-080 |
Close |
119-060 |
119-120 |
0-060 |
0.2% |
118-180 |
Range |
|
|
|
|
|
ATR |
0-082 |
0-080 |
-0-002 |
-1.9% |
0-000 |
Volume |
209 |
209 |
0 |
0.0% |
836 |
|
Daily Pivots for day following 08-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-120 |
119-120 |
119-120 |
|
R3 |
119-120 |
119-120 |
119-120 |
|
R2 |
119-120 |
119-120 |
119-120 |
|
R1 |
119-120 |
119-120 |
119-120 |
119-120 |
PP |
119-120 |
119-120 |
119-120 |
119-120 |
S1 |
119-120 |
119-120 |
119-120 |
119-120 |
S2 |
119-120 |
119-120 |
119-120 |
|
S3 |
119-120 |
119-120 |
119-120 |
|
S4 |
119-120 |
119-120 |
119-120 |
|
|
Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-260 |
119-200 |
118-257 |
|
R3 |
119-120 |
119-060 |
118-218 |
|
R2 |
118-300 |
118-300 |
118-206 |
|
R1 |
118-240 |
118-240 |
118-193 |
118-200 |
PP |
118-160 |
118-160 |
118-160 |
118-140 |
S1 |
118-100 |
118-100 |
118-167 |
118-060 |
S2 |
118-020 |
118-020 |
118-154 |
|
S3 |
117-200 |
117-280 |
118-142 |
|
S4 |
117-060 |
117-140 |
118-103 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-120 |
2.618 |
119-120 |
1.618 |
119-120 |
1.000 |
119-120 |
0.618 |
119-120 |
HIGH |
119-120 |
0.618 |
119-120 |
0.500 |
119-120 |
0.382 |
119-120 |
LOW |
119-120 |
0.618 |
119-120 |
1.000 |
119-120 |
1.618 |
119-120 |
2.618 |
119-120 |
4.250 |
119-120 |
|
|
Fisher Pivots for day following 08-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
119-120 |
119-102 |
PP |
119-120 |
119-083 |
S1 |
119-120 |
119-065 |
|