ECBOT 5 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 27-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2015 |
27-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
118-255 |
119-027 |
0-092 |
0.2% |
118-100 |
High |
118-255 |
119-027 |
0-092 |
0.2% |
118-255 |
Low |
118-255 |
119-027 |
0-092 |
0.2% |
118-100 |
Close |
118-255 |
119-027 |
0-092 |
0.2% |
118-255 |
Range |
|
|
|
|
|
ATR |
0-066 |
0-068 |
0-002 |
2.8% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-027 |
119-027 |
119-027 |
|
R3 |
119-027 |
119-027 |
119-027 |
|
R2 |
119-027 |
119-027 |
119-027 |
|
R1 |
119-027 |
119-027 |
119-027 |
119-027 |
PP |
119-027 |
119-027 |
119-027 |
119-027 |
S1 |
119-027 |
119-027 |
119-027 |
119-027 |
S2 |
119-027 |
119-027 |
119-027 |
|
S3 |
119-027 |
119-027 |
119-027 |
|
S4 |
119-027 |
119-027 |
119-027 |
|
|
Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-028 |
119-297 |
119-020 |
|
R3 |
119-193 |
119-142 |
118-298 |
|
R2 |
119-038 |
119-038 |
118-283 |
|
R1 |
118-307 |
118-307 |
118-269 |
119-013 |
PP |
118-203 |
118-203 |
118-203 |
118-216 |
S1 |
118-152 |
118-152 |
118-241 |
118-178 |
S2 |
118-048 |
118-048 |
118-227 |
|
S3 |
117-213 |
117-317 |
118-212 |
|
S4 |
117-058 |
117-162 |
118-170 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-027 |
2.618 |
119-027 |
1.618 |
119-027 |
1.000 |
119-027 |
0.618 |
119-027 |
HIGH |
119-027 |
0.618 |
119-027 |
0.500 |
119-027 |
0.382 |
119-027 |
LOW |
119-027 |
0.618 |
119-027 |
1.000 |
119-027 |
1.618 |
119-027 |
2.618 |
119-027 |
4.250 |
119-027 |
|
|
Fisher Pivots for day following 27-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
119-027 |
119-007 |
PP |
119-027 |
118-306 |
S1 |
119-027 |
118-285 |
|