ECBOT 5 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 18-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2015 |
18-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
118-187 |
118-155 |
-0-032 |
-0.1% |
118-060 |
High |
118-187 |
118-155 |
-0-032 |
-0.1% |
118-262 |
Low |
118-187 |
118-155 |
-0-032 |
-0.1% |
118-060 |
Close |
118-187 |
118-155 |
-0-032 |
-0.1% |
118-113 |
Range |
|
|
|
|
|
ATR |
0-077 |
0-074 |
-0-003 |
-4.1% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-155 |
118-155 |
118-155 |
|
R3 |
118-155 |
118-155 |
118-155 |
|
R2 |
118-155 |
118-155 |
118-155 |
|
R1 |
118-155 |
118-155 |
118-155 |
118-155 |
PP |
118-155 |
118-155 |
118-155 |
118-155 |
S1 |
118-155 |
118-155 |
118-155 |
118-155 |
S2 |
118-155 |
118-155 |
118-155 |
|
S3 |
118-155 |
118-155 |
118-155 |
|
S4 |
118-155 |
118-155 |
118-155 |
|
|
Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-112 |
119-315 |
118-224 |
|
R3 |
119-230 |
119-113 |
118-168 |
|
R2 |
119-027 |
119-027 |
118-150 |
|
R1 |
118-230 |
118-230 |
118-131 |
118-289 |
PP |
118-145 |
118-145 |
118-145 |
118-174 |
S1 |
118-028 |
118-028 |
118-094 |
118-086 |
S2 |
117-263 |
117-263 |
118-075 |
|
S3 |
117-060 |
117-145 |
118-057 |
|
S4 |
116-178 |
116-263 |
118-001 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-155 |
2.618 |
118-155 |
1.618 |
118-155 |
1.000 |
118-155 |
0.618 |
118-155 |
HIGH |
118-155 |
0.618 |
118-155 |
0.500 |
118-155 |
0.382 |
118-155 |
LOW |
118-155 |
0.618 |
118-155 |
1.000 |
118-155 |
1.618 |
118-155 |
2.618 |
118-155 |
4.250 |
118-155 |
|
|
Fisher Pivots for day following 18-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
118-155 |
118-153 |
PP |
118-155 |
118-152 |
S1 |
118-155 |
118-150 |
|