ECBOT 5 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 03-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2015 |
03-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
118-178 |
118-233 |
0-055 |
0.1% |
119-027 |
High |
118-178 |
118-233 |
0-055 |
0.1% |
119-027 |
Low |
118-178 |
118-233 |
0-055 |
0.1% |
118-047 |
Close |
118-178 |
118-233 |
0-055 |
0.1% |
118-178 |
Range |
|
|
|
|
|
ATR |
0-078 |
0-076 |
-0-002 |
-2.1% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-233 |
118-233 |
118-233 |
|
R3 |
118-233 |
118-233 |
118-233 |
|
R2 |
118-233 |
118-233 |
118-233 |
|
R1 |
118-233 |
118-233 |
118-233 |
118-233 |
PP |
118-233 |
118-233 |
118-233 |
118-233 |
S1 |
118-233 |
118-233 |
118-233 |
118-233 |
S2 |
118-233 |
118-233 |
118-233 |
|
S3 |
118-233 |
118-233 |
118-233 |
|
S4 |
118-233 |
118-233 |
118-233 |
|
|
Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-131 |
120-294 |
119-023 |
|
R3 |
120-151 |
119-314 |
118-260 |
|
R2 |
119-171 |
119-171 |
118-233 |
|
R1 |
119-014 |
119-014 |
118-205 |
118-262 |
PP |
118-191 |
118-191 |
118-191 |
118-155 |
S1 |
118-034 |
118-034 |
118-150 |
117-282 |
S2 |
117-211 |
117-211 |
118-123 |
|
S3 |
116-231 |
117-054 |
118-095 |
|
S4 |
115-251 |
116-074 |
118-013 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-233 |
2.618 |
118-233 |
1.618 |
118-233 |
1.000 |
118-233 |
0.618 |
118-233 |
HIGH |
118-233 |
0.618 |
118-233 |
0.500 |
118-233 |
0.382 |
118-233 |
LOW |
118-233 |
0.618 |
118-233 |
1.000 |
118-233 |
1.618 |
118-233 |
2.618 |
118-233 |
4.250 |
118-233 |
|
|
Fisher Pivots for day following 03-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
118-233 |
118-202 |
PP |
118-233 |
118-171 |
S1 |
118-233 |
118-140 |
|