ECBOT 5 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 10-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2015 |
10-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
118-287 |
118-250 |
-0-037 |
-0.1% |
118-233 |
High |
118-287 |
118-250 |
-0-037 |
-0.1% |
119-035 |
Low |
118-287 |
118-250 |
-0-037 |
-0.1% |
118-233 |
Close |
118-287 |
118-250 |
-0-037 |
-0.1% |
119-035 |
Range |
|
|
|
|
|
ATR |
0-065 |
0-063 |
-0-002 |
-3.0% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-250 |
118-250 |
118-250 |
|
R3 |
118-250 |
118-250 |
118-250 |
|
R2 |
118-250 |
118-250 |
118-250 |
|
R1 |
118-250 |
118-250 |
118-250 |
118-250 |
PP |
118-250 |
118-250 |
118-250 |
118-250 |
S1 |
118-250 |
118-250 |
118-250 |
118-250 |
S2 |
118-250 |
118-250 |
118-250 |
|
S3 |
118-250 |
118-250 |
118-250 |
|
S4 |
118-250 |
118-250 |
118-250 |
|
|
Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-042 |
120-001 |
119-102 |
|
R3 |
119-239 |
119-198 |
119-069 |
|
R2 |
119-117 |
119-117 |
119-057 |
|
R1 |
119-076 |
119-076 |
119-046 |
119-096 |
PP |
118-314 |
118-314 |
118-314 |
119-004 |
S1 |
118-273 |
118-273 |
119-024 |
118-294 |
S2 |
118-192 |
118-192 |
119-013 |
|
S3 |
118-069 |
118-151 |
119-001 |
|
S4 |
117-267 |
118-028 |
118-288 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-250 |
2.618 |
118-250 |
1.618 |
118-250 |
1.000 |
118-250 |
0.618 |
118-250 |
HIGH |
118-250 |
0.618 |
118-250 |
0.500 |
118-250 |
0.382 |
118-250 |
LOW |
118-250 |
0.618 |
118-250 |
1.000 |
118-250 |
1.618 |
118-250 |
2.618 |
118-250 |
4.250 |
118-250 |
|
|
Fisher Pivots for day following 10-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
118-250 |
118-269 |
PP |
118-250 |
118-263 |
S1 |
118-250 |
118-256 |
|