ECBOT 5 Year T-Note Future March 2016
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 |
119-058 |
119-118 |
0-060 |
0.2% |
118-215 |
High |
119-058 |
119-118 |
0-060 |
0.2% |
118-215 |
Low |
119-058 |
119-118 |
0-060 |
0.2% |
118-078 |
Close |
119-058 |
119-118 |
0-060 |
0.2% |
118-178 |
Range |
|
|
|
|
|
ATR |
0-082 |
0-080 |
-0-002 |
-1.9% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-118 |
119-118 |
119-118 |
|
R3 |
119-118 |
119-118 |
119-118 |
|
R2 |
119-118 |
119-118 |
119-118 |
|
R1 |
119-118 |
119-118 |
119-118 |
119-118 |
PP |
119-118 |
119-118 |
119-118 |
119-118 |
S1 |
119-118 |
119-118 |
119-118 |
119-118 |
S2 |
119-118 |
119-118 |
119-118 |
|
S3 |
119-118 |
119-118 |
119-118 |
|
S4 |
119-118 |
119-118 |
119-118 |
|
|
Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-249 |
119-191 |
118-253 |
|
R3 |
119-112 |
119-053 |
118-215 |
|
R2 |
118-294 |
118-294 |
118-203 |
|
R1 |
118-236 |
118-236 |
118-190 |
118-196 |
PP |
118-157 |
118-157 |
118-157 |
118-137 |
S1 |
118-098 |
118-098 |
118-165 |
118-059 |
S2 |
118-019 |
118-019 |
118-152 |
|
S3 |
117-202 |
117-281 |
118-140 |
|
S4 |
117-064 |
117-143 |
118-102 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-118 |
2.618 |
119-118 |
1.618 |
119-118 |
1.000 |
119-118 |
0.618 |
119-118 |
HIGH |
119-118 |
0.618 |
119-118 |
0.500 |
119-118 |
0.382 |
119-118 |
LOW |
119-118 |
0.618 |
119-118 |
1.000 |
119-118 |
1.618 |
119-118 |
2.618 |
119-118 |
4.250 |
119-118 |
|
|
Fisher Pivots for day following 08-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
119-118 |
119-100 |
PP |
119-118 |
119-082 |
S1 |
119-118 |
119-064 |
|