ECBOT 5 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 24-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2015 |
24-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
118-060 |
118-115 |
0-055 |
0.1% |
118-080 |
High |
118-060 |
118-115 |
0-055 |
0.1% |
118-238 |
Low |
118-060 |
118-115 |
0-055 |
0.1% |
118-080 |
Close |
118-060 |
118-115 |
0-055 |
0.1% |
118-238 |
Range |
|
|
|
|
|
ATR |
0-073 |
0-071 |
-0-001 |
-1.7% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-115 |
118-115 |
118-115 |
|
R3 |
118-115 |
118-115 |
118-115 |
|
R2 |
118-115 |
118-115 |
118-115 |
|
R1 |
118-115 |
118-115 |
118-115 |
118-115 |
PP |
118-115 |
118-115 |
118-115 |
118-115 |
S1 |
118-115 |
118-115 |
118-115 |
118-115 |
S2 |
118-115 |
118-115 |
118-115 |
|
S3 |
118-115 |
118-115 |
118-115 |
|
S4 |
118-115 |
118-115 |
118-115 |
|
|
Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-018 |
119-285 |
119-004 |
|
R3 |
119-180 |
119-128 |
118-281 |
|
R2 |
119-023 |
119-023 |
118-266 |
|
R1 |
118-290 |
118-290 |
118-252 |
118-316 |
PP |
118-185 |
118-185 |
118-185 |
118-198 |
S1 |
118-133 |
118-133 |
118-223 |
118-159 |
S2 |
118-027 |
118-027 |
118-209 |
|
S3 |
117-190 |
117-295 |
118-194 |
|
S4 |
117-032 |
117-137 |
118-151 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-115 |
2.618 |
118-115 |
1.618 |
118-115 |
1.000 |
118-115 |
0.618 |
118-115 |
HIGH |
118-115 |
0.618 |
118-115 |
0.500 |
118-115 |
0.382 |
118-115 |
LOW |
118-115 |
0.618 |
118-115 |
1.000 |
118-115 |
1.618 |
118-115 |
2.618 |
118-115 |
4.250 |
118-115 |
|
|
Fisher Pivots for day following 24-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
118-115 |
118-107 |
PP |
118-115 |
118-099 |
S1 |
118-115 |
118-091 |
|