ECBOT 5 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 15-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2015 |
15-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
119-007 |
118-173 |
-0-155 |
-0.4% |
118-270 |
High |
119-007 |
118-173 |
-0-155 |
-0.4% |
119-005 |
Low |
119-007 |
118-173 |
-0-155 |
-0.4% |
118-250 |
Close |
119-007 |
118-173 |
-0-155 |
-0.4% |
119-005 |
Range |
|
|
|
|
|
ATR |
0-060 |
0-066 |
0-007 |
11.5% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-173 |
118-173 |
118-173 |
|
R3 |
118-173 |
118-173 |
118-173 |
|
R2 |
118-173 |
118-173 |
118-173 |
|
R1 |
118-173 |
118-173 |
118-173 |
118-173 |
PP |
118-173 |
118-173 |
118-173 |
118-173 |
S1 |
118-173 |
118-173 |
118-173 |
118-173 |
S2 |
118-173 |
118-173 |
118-173 |
|
S3 |
118-173 |
118-173 |
118-173 |
|
S4 |
118-173 |
118-173 |
118-173 |
|
|
Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-205 |
119-180 |
119-046 |
|
R3 |
119-130 |
119-105 |
119-026 |
|
R2 |
119-055 |
119-055 |
119-019 |
|
R1 |
119-030 |
119-030 |
119-012 |
119-042 |
PP |
118-300 |
118-300 |
118-300 |
118-306 |
S1 |
118-275 |
118-275 |
118-318 |
118-288 |
S2 |
118-225 |
118-225 |
118-311 |
|
S3 |
118-150 |
118-200 |
118-304 |
|
S4 |
118-075 |
118-125 |
118-284 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-173 |
2.618 |
118-173 |
1.618 |
118-173 |
1.000 |
118-173 |
0.618 |
118-173 |
HIGH |
118-173 |
0.618 |
118-173 |
0.500 |
118-173 |
0.382 |
118-173 |
LOW |
118-173 |
0.618 |
118-173 |
1.000 |
118-173 |
1.618 |
118-173 |
2.618 |
118-173 |
4.250 |
118-173 |
|
|
Fisher Pivots for day following 15-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
118-173 |
118-250 |
PP |
118-173 |
118-224 |
S1 |
118-173 |
118-198 |
|