ECBOT 5 Year T-Note Future December 2014
Trading Metrics calculated at close of trading on 09-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2014 |
09-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
118-170 |
118-117 |
-0-053 |
-0.1% |
118-255 |
High |
118-230 |
118-125 |
-0-105 |
-0.3% |
118-277 |
Low |
118-125 |
118-047 |
-0-078 |
-0.2% |
118-090 |
Close |
118-135 |
118-065 |
-0-070 |
-0.2% |
118-182 |
Range |
0-105 |
0-078 |
-0-027 |
-25.7% |
0-187 |
ATR |
0-089 |
0-089 |
0-000 |
-0.1% |
0-000 |
Volume |
624,439 |
845,004 |
220,565 |
35.3% |
3,244,842 |
|
Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-313 |
118-267 |
118-108 |
|
R3 |
118-235 |
118-189 |
118-086 |
|
R2 |
118-157 |
118-157 |
118-079 |
|
R1 |
118-111 |
118-111 |
118-072 |
118-095 |
PP |
118-079 |
118-079 |
118-079 |
118-071 |
S1 |
118-033 |
118-033 |
118-058 |
118-017 |
S2 |
118-001 |
118-001 |
118-051 |
|
S3 |
117-243 |
117-275 |
118-044 |
|
S4 |
117-165 |
117-197 |
118-022 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-104 |
120-010 |
118-285 |
|
R3 |
119-237 |
119-143 |
118-233 |
|
R2 |
119-050 |
119-050 |
118-216 |
|
R1 |
118-276 |
118-276 |
118-199 |
118-230 |
PP |
118-183 |
118-183 |
118-183 |
118-160 |
S1 |
118-089 |
118-089 |
118-165 |
118-042 |
S2 |
117-316 |
117-316 |
118-148 |
|
S3 |
117-129 |
117-222 |
118-131 |
|
S4 |
116-262 |
117-035 |
118-079 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-136 |
2.618 |
119-009 |
1.618 |
118-251 |
1.000 |
118-203 |
0.618 |
118-173 |
HIGH |
118-125 |
0.618 |
118-095 |
0.500 |
118-086 |
0.382 |
118-077 |
LOW |
118-047 |
0.618 |
117-319 |
1.000 |
117-289 |
1.618 |
117-241 |
2.618 |
117-163 |
4.250 |
117-036 |
|
|
Fisher Pivots for day following 09-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
118-086 |
118-162 |
PP |
118-079 |
118-130 |
S1 |
118-072 |
118-097 |
|