ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 08-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2015 |
08-May-2015 |
Change |
Change % |
Previous Week |
| Open |
118-290 |
118-310 |
0-020 |
0.1% |
119-110 |
| High |
119-020 |
119-170 |
0-150 |
0.4% |
119-170 |
| Low |
118-270 |
118-290 |
0-020 |
0.1% |
118-270 |
| Close |
119-000 |
119-110 |
0-110 |
0.3% |
119-110 |
| Range |
0-070 |
0-200 |
0-130 |
185.7% |
0-220 |
| ATR |
0-069 |
0-078 |
0-009 |
13.6% |
0-000 |
| Volume |
2,632 |
3,116 |
484 |
18.4% |
10,728 |
|
| Daily Pivots for day following 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-043 |
120-277 |
119-220 |
|
| R3 |
120-163 |
120-077 |
119-165 |
|
| R2 |
119-283 |
119-283 |
119-147 |
|
| R1 |
119-197 |
119-197 |
119-128 |
119-240 |
| PP |
119-083 |
119-083 |
119-083 |
119-105 |
| S1 |
118-317 |
118-317 |
119-092 |
119-040 |
| S2 |
118-203 |
118-203 |
119-073 |
|
| S3 |
118-003 |
118-117 |
119-055 |
|
| S4 |
117-123 |
117-237 |
119-000 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-097 |
121-003 |
119-231 |
|
| R3 |
120-197 |
120-103 |
119-170 |
|
| R2 |
119-297 |
119-297 |
119-150 |
|
| R1 |
119-203 |
119-203 |
119-130 |
119-220 |
| PP |
119-077 |
119-077 |
119-077 |
119-085 |
| S1 |
118-303 |
118-303 |
119-090 |
119-000 |
| S2 |
118-177 |
118-177 |
119-070 |
|
| S3 |
117-277 |
118-083 |
119-050 |
|
| S4 |
117-057 |
117-183 |
118-309 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-060 |
|
2.618 |
121-054 |
|
1.618 |
120-174 |
|
1.000 |
120-050 |
|
0.618 |
119-294 |
|
HIGH |
119-170 |
|
0.618 |
119-094 |
|
0.500 |
119-070 |
|
0.382 |
119-046 |
|
LOW |
118-290 |
|
0.618 |
118-166 |
|
1.000 |
118-090 |
|
1.618 |
117-286 |
|
2.618 |
117-086 |
|
4.250 |
116-080 |
|
|
| Fisher Pivots for day following 08-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-097 |
119-093 |
| PP |
119-083 |
119-077 |
| S1 |
119-070 |
119-060 |
|