ECBOT 5 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 10-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2015 |
10-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
119-005 |
118-158 |
-0-167 |
-0.4% |
119-010 |
High |
119-005 |
118-158 |
-0-167 |
-0.4% |
119-118 |
Low |
119-005 |
118-158 |
-0-167 |
-0.4% |
118-158 |
Close |
119-005 |
118-158 |
-0-167 |
-0.4% |
118-158 |
Range |
|
|
|
|
|
ATR |
0-083 |
0-089 |
0-006 |
7.3% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-158 |
118-158 |
118-158 |
|
R3 |
118-158 |
118-158 |
118-158 |
|
R2 |
118-158 |
118-158 |
118-158 |
|
R1 |
118-158 |
118-158 |
118-158 |
118-158 |
PP |
118-158 |
118-158 |
118-158 |
118-158 |
S1 |
118-158 |
118-158 |
118-158 |
118-158 |
S2 |
118-158 |
118-158 |
118-158 |
|
S3 |
118-158 |
118-158 |
118-158 |
|
S4 |
118-158 |
118-158 |
118-158 |
|
|
Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-131 |
120-264 |
118-312 |
|
R3 |
120-171 |
119-304 |
118-235 |
|
R2 |
119-211 |
119-211 |
118-209 |
|
R1 |
119-024 |
119-024 |
118-183 |
118-298 |
PP |
118-251 |
118-251 |
118-251 |
118-228 |
S1 |
118-064 |
118-064 |
118-132 |
118-018 |
S2 |
117-291 |
117-291 |
118-106 |
|
S3 |
117-011 |
117-104 |
118-081 |
|
S4 |
116-051 |
116-144 |
118-004 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-158 |
2.618 |
118-158 |
1.618 |
118-158 |
1.000 |
118-158 |
0.618 |
118-158 |
HIGH |
118-158 |
0.618 |
118-158 |
0.500 |
118-158 |
0.382 |
118-158 |
LOW |
118-158 |
0.618 |
118-158 |
1.000 |
118-158 |
1.618 |
118-158 |
2.618 |
118-158 |
4.250 |
118-158 |
|
|
Fisher Pivots for day following 10-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
118-158 |
118-298 |
PP |
118-158 |
118-251 |
S1 |
118-158 |
118-204 |
|