ECBOT 5 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 27-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2015 |
27-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
119-062 |
119-030 |
-0-032 |
-0.1% |
118-187 |
High |
119-062 |
119-030 |
-0-032 |
-0.1% |
119-087 |
Low |
119-062 |
119-030 |
-0-032 |
-0.1% |
118-155 |
Close |
119-062 |
119-030 |
-0-032 |
-0.1% |
119-087 |
Range |
|
|
|
|
|
ATR |
0-081 |
0-078 |
-0-003 |
-4.3% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-030 |
119-030 |
119-030 |
|
R3 |
119-030 |
119-030 |
119-030 |
|
R2 |
119-030 |
119-030 |
119-030 |
|
R1 |
119-030 |
119-030 |
119-030 |
119-030 |
PP |
119-030 |
119-030 |
119-030 |
119-030 |
S1 |
119-030 |
119-030 |
119-030 |
119-030 |
S2 |
119-030 |
119-030 |
119-030 |
|
S3 |
119-030 |
119-030 |
119-030 |
|
S4 |
119-030 |
119-030 |
119-030 |
|
|
Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-121 |
121-037 |
119-226 |
|
R3 |
120-188 |
120-104 |
119-157 |
|
R2 |
119-256 |
119-256 |
119-134 |
|
R1 |
119-172 |
119-172 |
119-111 |
119-214 |
PP |
119-003 |
119-003 |
119-003 |
119-024 |
S1 |
118-239 |
118-239 |
119-064 |
118-281 |
S2 |
118-071 |
118-071 |
119-041 |
|
S3 |
117-138 |
117-307 |
119-018 |
|
S4 |
116-206 |
117-054 |
118-269 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-030 |
2.618 |
119-030 |
1.618 |
119-030 |
1.000 |
119-030 |
0.618 |
119-030 |
HIGH |
119-030 |
0.618 |
119-030 |
0.500 |
119-030 |
0.382 |
119-030 |
LOW |
119-030 |
0.618 |
119-030 |
1.000 |
119-030 |
1.618 |
119-030 |
2.618 |
119-030 |
4.250 |
119-030 |
|
|
Fisher Pivots for day following 27-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
119-030 |
119-046 |
PP |
119-030 |
119-041 |
S1 |
119-030 |
119-035 |
|