ECBOT 5 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 20-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
118-140 |
118-050 |
-0-090 |
-0.2% |
118-120 |
High |
118-140 |
118-050 |
-0-090 |
-0.2% |
118-200 |
Low |
118-140 |
118-050 |
-0-090 |
-0.2% |
118-090 |
Close |
118-140 |
118-050 |
-0-090 |
-0.2% |
118-200 |
Range |
|
|
|
|
|
ATR |
|
|
|
|
|
Volume |
34 |
34 |
0 |
0.0% |
170 |
|
Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-050 |
118-050 |
118-050 |
|
R3 |
118-050 |
118-050 |
118-050 |
|
R2 |
118-050 |
118-050 |
118-050 |
|
R1 |
118-050 |
118-050 |
118-050 |
118-050 |
PP |
118-050 |
118-050 |
118-050 |
118-050 |
S1 |
118-050 |
118-050 |
118-050 |
118-050 |
S2 |
118-050 |
118-050 |
118-050 |
|
S3 |
118-050 |
118-050 |
118-050 |
|
S4 |
118-050 |
118-050 |
118-050 |
|
|
Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-173 |
119-137 |
118-260 |
|
R3 |
119-063 |
119-027 |
118-230 |
|
R2 |
118-273 |
118-273 |
118-220 |
|
R1 |
118-237 |
118-237 |
118-210 |
118-255 |
PP |
118-163 |
118-163 |
118-163 |
118-172 |
S1 |
118-127 |
118-127 |
118-190 |
118-145 |
S2 |
118-053 |
118-053 |
118-180 |
|
S3 |
117-263 |
118-017 |
118-170 |
|
S4 |
117-153 |
117-227 |
118-140 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-050 |
2.618 |
118-050 |
1.618 |
118-050 |
1.000 |
118-050 |
0.618 |
118-050 |
HIGH |
118-050 |
0.618 |
118-050 |
0.500 |
118-050 |
0.382 |
118-050 |
LOW |
118-050 |
0.618 |
118-050 |
1.000 |
118-050 |
1.618 |
118-050 |
2.618 |
118-050 |
4.250 |
118-050 |
|
|
Fisher Pivots for day following 20-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
118-050 |
118-105 |
PP |
118-050 |
118-087 |
S1 |
118-050 |
118-068 |
|