ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 07-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2015 |
07-May-2015 |
Change |
Change % |
Previous Week |
| Open |
119-020 |
118-290 |
-0-050 |
-0.1% |
119-310 |
| High |
119-030 |
119-020 |
-0-010 |
0.0% |
120-040 |
| Low |
118-290 |
118-270 |
-0-020 |
-0.1% |
119-080 |
| Close |
118-290 |
119-000 |
0-030 |
0.1% |
119-080 |
| Range |
0-060 |
0-070 |
0-010 |
16.7% |
0-280 |
| ATR |
0-069 |
0-069 |
0-000 |
0.1% |
0-000 |
| Volume |
941 |
2,632 |
1,691 |
179.7% |
4,515 |
|
| Daily Pivots for day following 07-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-200 |
119-170 |
119-038 |
|
| R3 |
119-130 |
119-100 |
119-019 |
|
| R2 |
119-060 |
119-060 |
119-013 |
|
| R1 |
119-030 |
119-030 |
119-006 |
119-045 |
| PP |
118-310 |
118-310 |
118-310 |
118-318 |
| S1 |
118-280 |
118-280 |
118-314 |
118-295 |
| S2 |
118-240 |
118-240 |
118-307 |
|
| S3 |
118-170 |
118-210 |
118-301 |
|
| S4 |
118-100 |
118-140 |
118-282 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-053 |
121-187 |
119-234 |
|
| R3 |
121-093 |
120-227 |
119-157 |
|
| R2 |
120-133 |
120-133 |
119-131 |
|
| R1 |
119-267 |
119-267 |
119-106 |
119-220 |
| PP |
119-173 |
119-173 |
119-173 |
119-150 |
| S1 |
118-307 |
118-307 |
119-054 |
118-260 |
| S2 |
118-213 |
118-213 |
119-029 |
|
| S3 |
117-253 |
118-027 |
119-003 |
|
| S4 |
116-293 |
117-067 |
118-246 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-318 |
|
2.618 |
119-203 |
|
1.618 |
119-133 |
|
1.000 |
119-090 |
|
0.618 |
119-063 |
|
HIGH |
119-020 |
|
0.618 |
118-313 |
|
0.500 |
118-305 |
|
0.382 |
118-297 |
|
LOW |
118-270 |
|
0.618 |
118-227 |
|
1.000 |
118-200 |
|
1.618 |
118-157 |
|
2.618 |
118-087 |
|
4.250 |
117-292 |
|
|
| Fisher Pivots for day following 07-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-315 |
119-020 |
| PP |
118-310 |
119-013 |
| S1 |
118-305 |
119-007 |
|