ECBOT 5 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 07-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2015 |
07-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
118-067 |
118-120 |
0-053 |
0.1% |
118-233 |
High |
118-067 |
118-120 |
0-053 |
0.1% |
118-233 |
Low |
118-067 |
118-120 |
0-053 |
0.1% |
118-018 |
Close |
118-067 |
118-120 |
0-053 |
0.1% |
118-120 |
Range |
|
|
|
|
|
ATR |
0-078 |
0-076 |
-0-002 |
-2.3% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-120 |
118-120 |
118-120 |
|
R3 |
118-120 |
118-120 |
118-120 |
|
R2 |
118-120 |
118-120 |
118-120 |
|
R1 |
118-120 |
118-120 |
118-120 |
118-120 |
PP |
118-120 |
118-120 |
118-120 |
118-120 |
S1 |
118-120 |
118-120 |
118-120 |
118-120 |
S2 |
118-120 |
118-120 |
118-120 |
|
S3 |
118-120 |
118-120 |
118-120 |
|
S4 |
118-120 |
118-120 |
118-120 |
|
|
Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-128 |
120-019 |
118-238 |
|
R3 |
119-233 |
119-124 |
118-179 |
|
R2 |
119-018 |
119-018 |
118-159 |
|
R1 |
118-229 |
118-229 |
118-140 |
118-176 |
PP |
118-123 |
118-123 |
118-123 |
118-097 |
S1 |
118-014 |
118-014 |
118-100 |
117-281 |
S2 |
117-228 |
117-228 |
118-081 |
|
S3 |
117-013 |
117-119 |
118-061 |
|
S4 |
116-118 |
116-224 |
118-002 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-120 |
2.618 |
118-120 |
1.618 |
118-120 |
1.000 |
118-120 |
0.618 |
118-120 |
HIGH |
118-120 |
0.618 |
118-120 |
0.500 |
118-120 |
0.382 |
118-120 |
LOW |
118-120 |
0.618 |
118-120 |
1.000 |
118-120 |
1.618 |
118-120 |
2.618 |
118-120 |
4.250 |
118-120 |
|
|
Fisher Pivots for day following 07-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
118-120 |
118-103 |
PP |
118-120 |
118-086 |
S1 |
118-120 |
118-069 |
|