ECBOT 5 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 31-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2015 |
31-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
118-273 |
118-233 |
-0-040 |
-0.1% |
119-218 |
High |
118-273 |
118-233 |
-0-040 |
-0.1% |
119-218 |
Low |
118-273 |
118-233 |
-0-040 |
-0.1% |
118-273 |
Close |
118-273 |
118-233 |
-0-040 |
-0.1% |
118-273 |
Range |
|
|
|
|
|
ATR |
0-078 |
0-075 |
-0-003 |
-3.5% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-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 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-196 |
121-019 |
119-098 |
|
R3 |
120-251 |
120-074 |
119-025 |
|
R2 |
119-306 |
119-306 |
119-001 |
|
R1 |
119-129 |
119-129 |
118-297 |
119-085 |
PP |
119-041 |
119-041 |
119-041 |
119-019 |
S1 |
118-184 |
118-184 |
118-248 |
118-140 |
S2 |
118-096 |
118-096 |
118-224 |
|
S3 |
117-151 |
117-239 |
118-200 |
|
S4 |
116-206 |
116-294 |
118-127 |
|
|
|
|
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 31-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
118-233 |
118-291 |
PP |
118-233 |
118-272 |
S1 |
118-233 |
118-252 |
|