ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 06-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2015 |
06-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
118-178 |
119-010 |
0-153 |
0.4% |
118-215 |
| High |
118-178 |
119-010 |
0-153 |
0.4% |
118-215 |
| Low |
118-178 |
119-010 |
0-153 |
0.4% |
118-078 |
| Close |
118-178 |
119-010 |
0-153 |
0.4% |
118-178 |
| Range |
|
|
|
|
|
| ATR |
0-080 |
0-085 |
0-005 |
6.6% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-010 |
119-010 |
119-010 |
|
| R3 |
119-010 |
119-010 |
119-010 |
|
| R2 |
119-010 |
119-010 |
119-010 |
|
| R1 |
119-010 |
119-010 |
119-010 |
119-010 |
| PP |
119-010 |
119-010 |
119-010 |
119-010 |
| S1 |
119-010 |
119-010 |
119-010 |
119-010 |
| S2 |
119-010 |
119-010 |
119-010 |
|
| S3 |
119-010 |
119-010 |
119-010 |
|
| S4 |
119-010 |
119-010 |
119-010 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-249 |
119-191 |
118-253 |
|
| R3 |
119-112 |
119-053 |
118-215 |
|
| R2 |
118-294 |
118-294 |
118-203 |
|
| R1 |
118-236 |
118-236 |
118-190 |
118-196 |
| PP |
118-157 |
118-157 |
118-157 |
118-137 |
| S1 |
118-098 |
118-098 |
118-165 |
118-059 |
| S2 |
118-019 |
118-019 |
118-152 |
|
| S3 |
117-202 |
117-281 |
118-140 |
|
| S4 |
117-064 |
117-143 |
118-102 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-010 |
|
2.618 |
119-010 |
|
1.618 |
119-010 |
|
1.000 |
119-010 |
|
0.618 |
119-010 |
|
HIGH |
119-010 |
|
0.618 |
119-010 |
|
0.500 |
119-010 |
|
0.382 |
119-010 |
|
LOW |
119-010 |
|
0.618 |
119-010 |
|
1.000 |
119-010 |
|
1.618 |
119-010 |
|
2.618 |
119-010 |
|
4.250 |
119-010 |
|
|
| Fisher Pivots for day following 06-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-010 |
118-288 |
| PP |
119-010 |
118-246 |
| S1 |
119-010 |
118-204 |
|