ECBOT 5 Year T-Note Future December 2014
Trading Metrics calculated at close of trading on 23-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2014 |
23-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
117-305 |
118-042 |
0-057 |
0.2% |
118-000 |
High |
118-057 |
118-087 |
0-030 |
0.1% |
118-160 |
Low |
117-300 |
118-042 |
0-062 |
0.2% |
117-210 |
Close |
118-042 |
118-082 |
0-040 |
0.1% |
117-297 |
Range |
0-077 |
0-045 |
-0-032 |
-41.6% |
0-270 |
ATR |
0-092 |
0-088 |
-0-003 |
-3.6% |
0-000 |
Volume |
609,917 |
600,747 |
-9,170 |
-1.5% |
4,108,709 |
|
Daily Pivots for day following 23-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-205 |
118-189 |
118-107 |
|
R3 |
118-160 |
118-144 |
118-094 |
|
R2 |
118-115 |
118-115 |
118-090 |
|
R1 |
118-099 |
118-099 |
118-086 |
118-107 |
PP |
118-070 |
118-070 |
118-070 |
118-074 |
S1 |
118-054 |
118-054 |
118-078 |
118-062 |
S2 |
118-025 |
118-025 |
118-074 |
|
S3 |
117-300 |
118-009 |
118-070 |
|
S4 |
117-255 |
117-284 |
118-057 |
|
|
Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-179 |
120-028 |
118-126 |
|
R3 |
119-229 |
119-078 |
118-051 |
|
R2 |
118-279 |
118-279 |
118-026 |
|
R1 |
118-128 |
118-128 |
118-002 |
118-068 |
PP |
118-009 |
118-009 |
118-009 |
117-299 |
S1 |
117-178 |
117-178 |
117-272 |
117-118 |
S2 |
117-059 |
117-059 |
117-248 |
|
S3 |
116-109 |
116-228 |
117-223 |
|
S4 |
115-159 |
115-278 |
117-148 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-278 |
2.618 |
118-205 |
1.618 |
118-160 |
1.000 |
118-132 |
0.618 |
118-115 |
HIGH |
118-087 |
0.618 |
118-070 |
0.500 |
118-064 |
0.382 |
118-059 |
LOW |
118-042 |
0.618 |
118-014 |
1.000 |
117-317 |
1.618 |
117-289 |
2.618 |
117-244 |
4.250 |
117-171 |
|
|
Fisher Pivots for day following 23-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
118-076 |
118-051 |
PP |
118-070 |
118-020 |
S1 |
118-064 |
117-308 |
|