ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 14-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2015 |
14-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
118-150 |
118-113 |
-0-038 |
-0.1% |
118-060 |
| High |
118-150 |
118-113 |
-0-038 |
-0.1% |
118-262 |
| Low |
118-150 |
118-113 |
-0-038 |
-0.1% |
118-060 |
| Close |
118-150 |
118-113 |
-0-038 |
-0.1% |
118-113 |
| Range |
|
|
|
|
|
| ATR |
0-081 |
0-078 |
-0-003 |
-3.8% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-113 |
118-113 |
118-113 |
|
| R3 |
118-113 |
118-113 |
118-113 |
|
| R2 |
118-113 |
118-113 |
118-113 |
|
| R1 |
118-113 |
118-113 |
118-113 |
118-113 |
| PP |
118-113 |
118-113 |
118-113 |
118-113 |
| S1 |
118-113 |
118-113 |
118-113 |
118-113 |
| S2 |
118-113 |
118-113 |
118-113 |
|
| S3 |
118-113 |
118-113 |
118-113 |
|
| S4 |
118-113 |
118-113 |
118-113 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-112 |
119-315 |
118-224 |
|
| R3 |
119-230 |
119-113 |
118-168 |
|
| R2 |
119-027 |
119-027 |
118-150 |
|
| R1 |
118-230 |
118-230 |
118-131 |
118-289 |
| PP |
118-145 |
118-145 |
118-145 |
118-174 |
| S1 |
118-028 |
118-028 |
118-094 |
118-086 |
| S2 |
117-263 |
117-263 |
118-075 |
|
| S3 |
117-060 |
117-145 |
118-057 |
|
| S4 |
116-178 |
116-263 |
118-001 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-113 |
|
2.618 |
118-113 |
|
1.618 |
118-113 |
|
1.000 |
118-113 |
|
0.618 |
118-113 |
|
HIGH |
118-113 |
|
0.618 |
118-113 |
|
0.500 |
118-113 |
|
0.382 |
118-113 |
|
LOW |
118-113 |
|
0.618 |
118-113 |
|
1.000 |
118-113 |
|
1.618 |
118-113 |
|
2.618 |
118-113 |
|
4.250 |
118-113 |
|
|
| Fisher Pivots for day following 14-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-113 |
118-188 |
| PP |
118-113 |
118-163 |
| S1 |
118-113 |
118-138 |
|