ECBOT 5 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 17-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2015 |
17-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
118-133 |
118-155 |
0-022 |
0.1% |
118-053 |
High |
118-133 |
118-155 |
0-022 |
0.1% |
118-053 |
Low |
118-133 |
118-155 |
0-022 |
0.1% |
117-260 |
Close |
118-133 |
118-155 |
0-022 |
0.1% |
118-025 |
Range |
|
|
|
|
|
ATR |
0-074 |
0-070 |
-0-004 |
-5.0% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-155 |
118-155 |
118-155 |
|
R3 |
118-155 |
118-155 |
118-155 |
|
R2 |
118-155 |
118-155 |
118-155 |
|
R1 |
118-155 |
118-155 |
118-155 |
118-155 |
PP |
118-155 |
118-155 |
118-155 |
118-155 |
S1 |
118-155 |
118-155 |
118-155 |
118-155 |
S2 |
118-155 |
118-155 |
118-155 |
|
S3 |
118-155 |
118-155 |
118-155 |
|
S4 |
118-155 |
118-155 |
118-155 |
|
|
Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-023 |
118-297 |
118-087 |
|
R3 |
118-231 |
118-184 |
118-056 |
|
R2 |
118-118 |
118-118 |
118-046 |
|
R1 |
118-072 |
118-072 |
118-035 |
118-039 |
PP |
118-006 |
118-006 |
118-006 |
117-309 |
S1 |
117-279 |
117-279 |
118-015 |
117-246 |
S2 |
117-213 |
117-213 |
118-004 |
|
S3 |
117-101 |
117-167 |
117-314 |
|
S4 |
116-308 |
117-054 |
117-283 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-155 |
2.618 |
118-155 |
1.618 |
118-155 |
1.000 |
118-155 |
0.618 |
118-155 |
HIGH |
118-155 |
0.618 |
118-155 |
0.500 |
118-155 |
0.382 |
118-155 |
LOW |
118-155 |
0.618 |
118-155 |
1.000 |
118-155 |
1.618 |
118-155 |
2.618 |
118-155 |
4.250 |
118-155 |
|
|
Fisher Pivots for day following 17-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
118-155 |
118-143 |
PP |
118-155 |
118-130 |
S1 |
118-155 |
118-118 |
|