ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 24-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2015 |
24-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
118-222 |
118-255 |
0-033 |
0.1% |
118-100 |
| High |
118-222 |
118-255 |
0-033 |
0.1% |
118-255 |
| Low |
118-222 |
118-255 |
0-033 |
0.1% |
118-100 |
| Close |
118-222 |
118-255 |
0-033 |
0.1% |
118-255 |
| Range |
|
|
|
|
|
| ATR |
0-069 |
0-066 |
-0-003 |
-3.8% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-255 |
118-255 |
118-255 |
|
| R3 |
118-255 |
118-255 |
118-255 |
|
| R2 |
118-255 |
118-255 |
118-255 |
|
| R1 |
118-255 |
118-255 |
118-255 |
118-255 |
| PP |
118-255 |
118-255 |
118-255 |
118-255 |
| S1 |
118-255 |
118-255 |
118-255 |
118-255 |
| S2 |
118-255 |
118-255 |
118-255 |
|
| S3 |
118-255 |
118-255 |
118-255 |
|
| S4 |
118-255 |
118-255 |
118-255 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-028 |
119-297 |
119-020 |
|
| R3 |
119-193 |
119-142 |
118-298 |
|
| R2 |
119-038 |
119-038 |
118-283 |
|
| R1 |
118-307 |
118-307 |
118-269 |
119-013 |
| PP |
118-203 |
118-203 |
118-203 |
118-216 |
| S1 |
118-152 |
118-152 |
118-241 |
118-178 |
| S2 |
118-048 |
118-048 |
118-227 |
|
| S3 |
117-213 |
117-317 |
118-212 |
|
| S4 |
117-058 |
117-162 |
118-170 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-255 |
|
2.618 |
118-255 |
|
1.618 |
118-255 |
|
1.000 |
118-255 |
|
0.618 |
118-255 |
|
HIGH |
118-255 |
|
0.618 |
118-255 |
|
0.500 |
118-255 |
|
0.382 |
118-255 |
|
LOW |
118-255 |
|
0.618 |
118-255 |
|
1.000 |
118-255 |
|
1.618 |
118-255 |
|
2.618 |
118-255 |
|
4.250 |
118-255 |
|
|
| Fisher Pivots for day following 24-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-255 |
118-241 |
| PP |
118-255 |
118-227 |
| S1 |
118-255 |
118-213 |
|