ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 31-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2015 |
31-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
118-047 |
118-178 |
0-130 |
0.3% |
119-027 |
| High |
118-047 |
118-178 |
0-130 |
0.3% |
119-027 |
| Low |
118-047 |
118-178 |
0-130 |
0.3% |
118-047 |
| Close |
118-047 |
118-178 |
0-130 |
0.3% |
118-178 |
| Range |
|
|
|
|
|
| ATR |
0-073 |
0-078 |
0-004 |
5.5% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-178 |
118-178 |
118-178 |
|
| R3 |
118-178 |
118-178 |
118-178 |
|
| R2 |
118-178 |
118-178 |
118-178 |
|
| R1 |
118-178 |
118-178 |
118-178 |
118-178 |
| PP |
118-178 |
118-178 |
118-178 |
118-178 |
| S1 |
118-178 |
118-178 |
118-178 |
118-178 |
| S2 |
118-178 |
118-178 |
118-178 |
|
| S3 |
118-178 |
118-178 |
118-178 |
|
| S4 |
118-178 |
118-178 |
118-178 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-131 |
120-294 |
119-023 |
|
| R3 |
120-151 |
119-314 |
118-260 |
|
| R2 |
119-171 |
119-171 |
118-233 |
|
| R1 |
119-014 |
119-014 |
118-205 |
118-262 |
| PP |
118-191 |
118-191 |
118-191 |
118-155 |
| S1 |
118-034 |
118-034 |
118-150 |
117-282 |
| S2 |
117-211 |
117-211 |
118-123 |
|
| S3 |
116-231 |
117-054 |
118-095 |
|
| S4 |
115-251 |
116-074 |
118-013 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-178 |
|
2.618 |
118-178 |
|
1.618 |
118-178 |
|
1.000 |
118-178 |
|
0.618 |
118-178 |
|
HIGH |
118-178 |
|
0.618 |
118-178 |
|
0.500 |
118-178 |
|
0.382 |
118-178 |
|
LOW |
118-178 |
|
0.618 |
118-178 |
|
1.000 |
118-178 |
|
1.618 |
118-178 |
|
2.618 |
118-178 |
|
4.250 |
118-178 |
|
|
| Fisher Pivots for day following 31-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-178 |
118-156 |
| PP |
118-178 |
118-134 |
| S1 |
118-178 |
118-112 |
|