ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 19-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2015 |
19-May-2015 |
Change |
Change % |
Previous Week |
| Open |
119-200 |
119-100 |
-0-100 |
-0.3% |
119-110 |
| High |
119-200 |
119-160 |
-0-040 |
-0.1% |
119-220 |
| Low |
119-080 |
118-280 |
-0-120 |
-0.3% |
118-180 |
| Close |
119-090 |
119-000 |
-0-090 |
-0.2% |
119-200 |
| Range |
0-120 |
0-200 |
0-080 |
66.7% |
1-040 |
| ATR |
0-095 |
0-103 |
0-007 |
7.8% |
0-000 |
| Volume |
13,213 |
7,690 |
-5,523 |
-41.8% |
29,463 |
|
| Daily Pivots for day following 19-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-000 |
120-200 |
119-110 |
|
| R3 |
120-120 |
120-000 |
119-055 |
|
| R2 |
119-240 |
119-240 |
119-037 |
|
| R1 |
119-120 |
119-120 |
119-018 |
119-080 |
| PP |
119-040 |
119-040 |
119-040 |
119-020 |
| S1 |
118-240 |
118-240 |
118-302 |
118-200 |
| S2 |
118-160 |
118-160 |
118-283 |
|
| S3 |
117-280 |
118-040 |
118-265 |
|
| S4 |
117-080 |
117-160 |
118-210 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-213 |
122-087 |
120-078 |
|
| R3 |
121-173 |
121-047 |
119-299 |
|
| R2 |
120-133 |
120-133 |
119-266 |
|
| R1 |
120-007 |
120-007 |
119-233 |
120-070 |
| PP |
119-093 |
119-093 |
119-093 |
119-125 |
| S1 |
118-287 |
118-287 |
119-167 |
119-030 |
| S2 |
118-053 |
118-053 |
119-134 |
|
| S3 |
117-013 |
117-247 |
119-101 |
|
| S4 |
115-293 |
116-207 |
119-002 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-050 |
|
2.618 |
121-044 |
|
1.618 |
120-164 |
|
1.000 |
120-040 |
|
0.618 |
119-284 |
|
HIGH |
119-160 |
|
0.618 |
119-084 |
|
0.500 |
119-060 |
|
0.382 |
119-036 |
|
LOW |
118-280 |
|
0.618 |
118-156 |
|
1.000 |
118-080 |
|
1.618 |
117-276 |
|
2.618 |
117-076 |
|
4.250 |
116-070 |
|
|
| Fisher Pivots for day following 19-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-060 |
119-090 |
| PP |
119-040 |
119-060 |
| S1 |
119-020 |
119-030 |
|