ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 13-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2015 |
13-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
118-158 |
118-105 |
-0-053 |
-0.1% |
119-010 |
| High |
118-158 |
118-105 |
-0-053 |
-0.1% |
119-118 |
| Low |
118-158 |
118-105 |
-0-053 |
-0.1% |
118-158 |
| Close |
118-158 |
118-105 |
-0-053 |
-0.1% |
118-158 |
| Range |
|
|
|
|
|
| ATR |
0-089 |
0-086 |
-0-003 |
-2.9% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-105 |
118-105 |
118-105 |
|
| R3 |
118-105 |
118-105 |
118-105 |
|
| R2 |
118-105 |
118-105 |
118-105 |
|
| R1 |
118-105 |
118-105 |
118-105 |
118-105 |
| PP |
118-105 |
118-105 |
118-105 |
118-105 |
| S1 |
118-105 |
118-105 |
118-105 |
118-105 |
| S2 |
118-105 |
118-105 |
118-105 |
|
| S3 |
118-105 |
118-105 |
118-105 |
|
| S4 |
118-105 |
118-105 |
118-105 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-131 |
120-264 |
118-312 |
|
| R3 |
120-171 |
119-304 |
118-235 |
|
| R2 |
119-211 |
119-211 |
118-209 |
|
| R1 |
119-024 |
119-024 |
118-183 |
118-298 |
| PP |
118-251 |
118-251 |
118-251 |
118-228 |
| S1 |
118-064 |
118-064 |
118-132 |
118-018 |
| S2 |
117-291 |
117-291 |
118-106 |
|
| S3 |
117-011 |
117-104 |
118-081 |
|
| S4 |
116-051 |
116-144 |
118-004 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-105 |
|
2.618 |
118-105 |
|
1.618 |
118-105 |
|
1.000 |
118-105 |
|
0.618 |
118-105 |
|
HIGH |
118-105 |
|
0.618 |
118-105 |
|
0.500 |
118-105 |
|
0.382 |
118-105 |
|
LOW |
118-105 |
|
0.618 |
118-105 |
|
1.000 |
118-105 |
|
1.618 |
118-105 |
|
2.618 |
118-105 |
|
4.250 |
118-105 |
|
|
| Fisher Pivots for day following 13-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-105 |
118-215 |
| PP |
118-105 |
118-178 |
| S1 |
118-105 |
118-142 |
|