ECBOT 5 Year T-Note Future March 2016
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 |
118-035 |
0-095 |
0.3% |
118-267 |
High |
117-260 |
118-035 |
0-095 |
0.3% |
118-267 |
Low |
117-260 |
118-035 |
0-095 |
0.3% |
117-307 |
Close |
117-260 |
118-035 |
0-095 |
0.3% |
117-307 |
Range |
|
|
|
|
|
ATR |
|
|
|
|
|
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-035 |
118-035 |
118-035 |
|
R3 |
118-035 |
118-035 |
118-035 |
|
R2 |
118-035 |
118-035 |
118-035 |
|
R1 |
118-035 |
118-035 |
118-035 |
118-035 |
PP |
118-035 |
118-035 |
118-035 |
118-035 |
S1 |
118-035 |
118-035 |
118-035 |
118-035 |
S2 |
118-035 |
118-035 |
118-035 |
|
S3 |
118-035 |
118-035 |
118-035 |
|
S4 |
118-035 |
118-035 |
118-035 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-281 |
120-094 |
118-141 |
|
R3 |
120-001 |
119-134 |
118-064 |
|
R2 |
119-041 |
119-041 |
118-039 |
|
R1 |
118-174 |
118-174 |
118-013 |
118-127 |
PP |
118-081 |
118-081 |
118-081 |
118-057 |
S1 |
117-214 |
117-214 |
117-282 |
117-167 |
S2 |
117-121 |
117-121 |
117-256 |
|
S3 |
116-161 |
116-254 |
117-230 |
|
S4 |
115-201 |
115-294 |
117-153 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-035 |
2.618 |
118-035 |
1.618 |
118-035 |
1.000 |
118-035 |
0.618 |
118-035 |
HIGH |
118-035 |
0.618 |
118-035 |
0.500 |
118-035 |
0.382 |
118-035 |
LOW |
118-035 |
0.618 |
118-035 |
1.000 |
118-035 |
1.618 |
118-035 |
2.618 |
118-035 |
4.250 |
118-035 |
|
|
Fisher Pivots for day following 11-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
118-035 |
118-019 |
PP |
118-035 |
118-003 |
S1 |
118-035 |
117-308 |
|