ECBOT 5 Year T-Note Future December 2014
Trading Metrics calculated at close of trading on 25-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2014 |
25-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
118-080 |
118-032 |
-0-048 |
-0.1% |
118-000 |
High |
118-085 |
118-137 |
0-052 |
0.1% |
118-160 |
Low |
118-025 |
118-027 |
0-002 |
0.0% |
117-210 |
Close |
118-030 |
118-120 |
0-090 |
0.2% |
117-297 |
Range |
0-060 |
0-110 |
0-050 |
83.3% |
0-270 |
ATR |
0-086 |
0-088 |
0-002 |
2.0% |
0-000 |
Volume |
577,027 |
777,894 |
200,867 |
34.8% |
4,108,709 |
|
Daily Pivots for day following 25-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-105 |
119-062 |
118-180 |
|
R3 |
118-315 |
118-272 |
118-150 |
|
R2 |
118-205 |
118-205 |
118-140 |
|
R1 |
118-162 |
118-162 |
118-130 |
118-184 |
PP |
118-095 |
118-095 |
118-095 |
118-105 |
S1 |
118-052 |
118-052 |
118-110 |
118-074 |
S2 |
117-305 |
117-305 |
118-100 |
|
S3 |
117-195 |
117-262 |
118-090 |
|
S4 |
117-085 |
117-152 |
118-060 |
|
|
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 |
119-284 |
2.618 |
119-105 |
1.618 |
118-315 |
1.000 |
118-247 |
0.618 |
118-205 |
HIGH |
118-137 |
0.618 |
118-095 |
0.500 |
118-082 |
0.382 |
118-069 |
LOW |
118-027 |
0.618 |
117-279 |
1.000 |
117-237 |
1.618 |
117-169 |
2.618 |
117-059 |
4.250 |
116-200 |
|
|
Fisher Pivots for day following 25-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
118-107 |
118-107 |
PP |
118-095 |
118-094 |
S1 |
118-082 |
118-081 |
|