ECBOT 5 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 01-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2015 |
01-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
118-202 |
118-078 |
-0-125 |
-0.3% |
118-122 |
High |
118-202 |
118-078 |
-0-125 |
-0.3% |
118-122 |
Low |
118-202 |
118-078 |
-0-125 |
-0.3% |
118-007 |
Close |
118-202 |
118-078 |
-0-125 |
-0.3% |
118-007 |
Range |
|
|
|
|
|
ATR |
0-074 |
0-078 |
0-004 |
4.9% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-078 |
118-078 |
118-078 |
|
R3 |
118-078 |
118-078 |
118-078 |
|
R2 |
118-078 |
118-078 |
118-078 |
|
R1 |
118-078 |
118-078 |
118-078 |
118-078 |
PP |
118-078 |
118-078 |
118-078 |
118-078 |
S1 |
118-078 |
118-078 |
118-078 |
118-078 |
S2 |
118-078 |
118-078 |
118-078 |
|
S3 |
118-078 |
118-078 |
118-078 |
|
S4 |
118-078 |
118-078 |
118-078 |
|
|
Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-071 |
118-314 |
118-071 |
|
R3 |
118-276 |
118-199 |
118-039 |
|
R2 |
118-161 |
118-161 |
118-029 |
|
R1 |
118-084 |
118-084 |
118-018 |
118-065 |
PP |
118-046 |
118-046 |
118-046 |
118-036 |
S1 |
117-289 |
117-289 |
117-317 |
117-270 |
S2 |
117-251 |
117-251 |
117-306 |
|
S3 |
117-136 |
117-174 |
117-296 |
|
S4 |
117-021 |
117-059 |
117-264 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-078 |
2.618 |
118-078 |
1.618 |
118-078 |
1.000 |
118-078 |
0.618 |
118-078 |
HIGH |
118-078 |
0.618 |
118-078 |
0.500 |
118-078 |
0.382 |
118-078 |
LOW |
118-078 |
0.618 |
118-078 |
1.000 |
118-078 |
1.618 |
118-078 |
2.618 |
118-078 |
4.250 |
118-078 |
|
|
Fisher Pivots for day following 01-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
118-078 |
118-146 |
PP |
118-078 |
118-123 |
S1 |
118-078 |
118-100 |
|