ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 27-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2015 |
27-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
119-062 |
119-030 |
-0-032 |
-0.1% |
118-187 |
| High |
119-062 |
119-030 |
-0-032 |
-0.1% |
119-087 |
| Low |
119-062 |
119-030 |
-0-032 |
-0.1% |
118-155 |
| Close |
119-062 |
119-030 |
-0-032 |
-0.1% |
119-087 |
| Range |
|
|
|
|
|
| ATR |
0-081 |
0-078 |
-0-003 |
-4.3% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-030 |
119-030 |
119-030 |
|
| R3 |
119-030 |
119-030 |
119-030 |
|
| R2 |
119-030 |
119-030 |
119-030 |
|
| R1 |
119-030 |
119-030 |
119-030 |
119-030 |
| PP |
119-030 |
119-030 |
119-030 |
119-030 |
| S1 |
119-030 |
119-030 |
119-030 |
119-030 |
| S2 |
119-030 |
119-030 |
119-030 |
|
| S3 |
119-030 |
119-030 |
119-030 |
|
| S4 |
119-030 |
119-030 |
119-030 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-121 |
121-037 |
119-226 |
|
| R3 |
120-188 |
120-104 |
119-157 |
|
| R2 |
119-256 |
119-256 |
119-134 |
|
| R1 |
119-172 |
119-172 |
119-111 |
119-214 |
| PP |
119-003 |
119-003 |
119-003 |
119-024 |
| S1 |
118-239 |
118-239 |
119-064 |
118-281 |
| S2 |
118-071 |
118-071 |
119-041 |
|
| S3 |
117-138 |
117-307 |
119-018 |
|
| S4 |
116-206 |
117-054 |
118-269 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-030 |
|
2.618 |
119-030 |
|
1.618 |
119-030 |
|
1.000 |
119-030 |
|
0.618 |
119-030 |
|
HIGH |
119-030 |
|
0.618 |
119-030 |
|
0.500 |
119-030 |
|
0.382 |
119-030 |
|
LOW |
119-030 |
|
0.618 |
119-030 |
|
1.000 |
119-030 |
|
1.618 |
119-030 |
|
2.618 |
119-030 |
|
4.250 |
119-030 |
|
|
| Fisher Pivots for day following 27-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-030 |
119-046 |
| PP |
119-030 |
119-041 |
| S1 |
119-030 |
119-035 |
|