ECBOT 5 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 21-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2015 |
21-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
118-100 |
118-173 |
0-073 |
0.2% |
118-105 |
High |
118-100 |
118-173 |
0-073 |
0.2% |
118-235 |
Low |
118-100 |
118-173 |
0-073 |
0.2% |
118-105 |
Close |
118-100 |
118-173 |
0-073 |
0.2% |
118-153 |
Range |
|
|
|
|
|
ATR |
0-076 |
0-075 |
0-000 |
-0.3% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-173 |
118-173 |
118-173 |
|
R3 |
118-173 |
118-173 |
118-173 |
|
R2 |
118-173 |
118-173 |
118-173 |
|
R1 |
118-173 |
118-173 |
118-173 |
118-173 |
PP |
118-173 |
118-173 |
118-173 |
118-173 |
S1 |
118-173 |
118-173 |
118-173 |
118-173 |
S2 |
118-173 |
118-173 |
118-173 |
|
S3 |
118-173 |
118-173 |
118-173 |
|
S4 |
118-173 |
118-173 |
118-173 |
|
|
Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-234 |
119-163 |
118-224 |
|
R3 |
119-104 |
119-033 |
118-188 |
|
R2 |
118-294 |
118-294 |
118-176 |
|
R1 |
118-223 |
118-223 |
118-164 |
118-259 |
PP |
118-164 |
118-164 |
118-164 |
118-182 |
S1 |
118-093 |
118-093 |
118-141 |
118-129 |
S2 |
118-034 |
118-034 |
118-129 |
|
S3 |
117-224 |
117-283 |
118-117 |
|
S4 |
117-094 |
117-153 |
118-081 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-173 |
2.618 |
118-173 |
1.618 |
118-173 |
1.000 |
118-173 |
0.618 |
118-173 |
HIGH |
118-173 |
0.618 |
118-173 |
0.500 |
118-173 |
0.382 |
118-173 |
LOW |
118-173 |
0.618 |
118-173 |
1.000 |
118-173 |
1.618 |
118-173 |
2.618 |
118-173 |
4.250 |
118-173 |
|
|
Fisher Pivots for day following 21-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
118-173 |
118-160 |
PP |
118-173 |
118-148 |
S1 |
118-173 |
118-136 |
|