ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 09-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
118-127 |
118-182 |
0-055 |
0.1% |
119-210 |
| High |
118-202 |
118-232 |
0-030 |
0.1% |
119-232 |
| Low |
118-102 |
118-095 |
-0-007 |
0.0% |
118-040 |
| Close |
118-192 |
118-152 |
-0-040 |
-0.1% |
118-127 |
| Range |
0-100 |
0-137 |
0-037 |
37.0% |
1-192 |
| ATR |
0-122 |
0-123 |
0-001 |
0.9% |
0-000 |
| Volume |
481,547 |
634,349 |
152,802 |
31.7% |
4,181,477 |
|
| Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-251 |
119-178 |
118-227 |
|
| R3 |
119-114 |
119-041 |
118-190 |
|
| R2 |
118-297 |
118-297 |
118-177 |
|
| R1 |
118-224 |
118-224 |
118-165 |
118-192 |
| PP |
118-160 |
118-160 |
118-160 |
118-144 |
| S1 |
118-087 |
118-087 |
118-139 |
118-055 |
| S2 |
118-023 |
118-023 |
118-127 |
|
| S3 |
117-206 |
117-270 |
118-114 |
|
| S4 |
117-069 |
117-133 |
118-077 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-176 |
122-183 |
119-089 |
|
| R3 |
121-304 |
120-311 |
118-268 |
|
| R2 |
120-112 |
120-112 |
118-221 |
|
| R1 |
119-119 |
119-119 |
118-174 |
119-020 |
| PP |
118-240 |
118-240 |
118-240 |
118-190 |
| S1 |
117-247 |
117-247 |
118-080 |
117-148 |
| S2 |
117-048 |
117-048 |
118-033 |
|
| S3 |
115-176 |
116-055 |
117-306 |
|
| S4 |
113-304 |
114-183 |
117-165 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-174 |
|
2.618 |
119-271 |
|
1.618 |
119-134 |
|
1.000 |
119-049 |
|
0.618 |
118-317 |
|
HIGH |
118-232 |
|
0.618 |
118-180 |
|
0.500 |
118-164 |
|
0.382 |
118-147 |
|
LOW |
118-095 |
|
0.618 |
118-010 |
|
1.000 |
117-278 |
|
1.618 |
117-193 |
|
2.618 |
117-056 |
|
4.250 |
116-153 |
|
|
| Fisher Pivots for day following 09-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-164 |
118-165 |
| PP |
118-160 |
118-161 |
| S1 |
118-156 |
118-156 |
|