ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 15-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2015 |
15-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
119-007 |
118-173 |
-0-155 |
-0.4% |
118-270 |
| High |
119-007 |
118-173 |
-0-155 |
-0.4% |
119-005 |
| Low |
119-007 |
118-173 |
-0-155 |
-0.4% |
118-250 |
| Close |
119-007 |
118-173 |
-0-155 |
-0.4% |
119-005 |
| Range |
|
|
|
|
|
| ATR |
0-060 |
0-066 |
0-007 |
11.5% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-173 |
118-173 |
118-173 |
|
| R3 |
118-173 |
118-173 |
118-173 |
|
| R2 |
118-173 |
118-173 |
118-173 |
|
| R1 |
118-173 |
118-173 |
118-173 |
118-173 |
| PP |
118-173 |
118-173 |
118-173 |
118-173 |
| S1 |
118-173 |
118-173 |
118-173 |
118-173 |
| S2 |
118-173 |
118-173 |
118-173 |
|
| S3 |
118-173 |
118-173 |
118-173 |
|
| S4 |
118-173 |
118-173 |
118-173 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-205 |
119-180 |
119-046 |
|
| R3 |
119-130 |
119-105 |
119-026 |
|
| R2 |
119-055 |
119-055 |
119-019 |
|
| R1 |
119-030 |
119-030 |
119-012 |
119-042 |
| PP |
118-300 |
118-300 |
118-300 |
118-306 |
| S1 |
118-275 |
118-275 |
118-318 |
118-288 |
| S2 |
118-225 |
118-225 |
118-311 |
|
| S3 |
118-150 |
118-200 |
118-304 |
|
| S4 |
118-075 |
118-125 |
118-284 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-173 |
|
2.618 |
118-173 |
|
1.618 |
118-173 |
|
1.000 |
118-173 |
|
0.618 |
118-173 |
|
HIGH |
118-173 |
|
0.618 |
118-173 |
|
0.500 |
118-173 |
|
0.382 |
118-173 |
|
LOW |
118-173 |
|
0.618 |
118-173 |
|
1.000 |
118-173 |
|
1.618 |
118-173 |
|
2.618 |
118-173 |
|
4.250 |
118-173 |
|
|
| Fisher Pivots for day following 15-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-173 |
118-250 |
| PP |
118-173 |
118-224 |
| S1 |
118-173 |
118-198 |
|