ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 03-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2014 |
03-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
118-000 |
118-000 |
0-000 |
0.0% |
118-000 |
| High |
118-000 |
118-000 |
0-000 |
0.0% |
118-100 |
| Low |
118-000 |
118-000 |
0-000 |
0.0% |
118-000 |
| Close |
118-000 |
118-000 |
0-000 |
0.0% |
118-100 |
| Range |
|
|
|
|
|
| ATR |
0-036 |
0-034 |
-0-003 |
-7.1% |
0-000 |
| Volume |
34 |
34 |
0 |
0.0% |
170 |
|
| Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-000 |
118-000 |
118-000 |
|
| R3 |
118-000 |
118-000 |
118-000 |
|
| R2 |
118-000 |
118-000 |
118-000 |
|
| R1 |
118-000 |
118-000 |
118-000 |
118-000 |
| PP |
118-000 |
118-000 |
118-000 |
118-000 |
| S1 |
118-000 |
118-000 |
118-000 |
118-000 |
| S2 |
118-000 |
118-000 |
118-000 |
|
| S3 |
118-000 |
118-000 |
118-000 |
|
| S4 |
118-000 |
118-000 |
118-000 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-047 |
119-013 |
118-155 |
|
| R3 |
118-267 |
118-233 |
118-128 |
|
| R2 |
118-167 |
118-167 |
118-118 |
|
| R1 |
118-133 |
118-133 |
118-109 |
118-150 |
| PP |
118-067 |
118-067 |
118-067 |
118-075 |
| S1 |
118-033 |
118-033 |
118-091 |
118-050 |
| S2 |
117-287 |
117-287 |
118-082 |
|
| S3 |
117-187 |
117-253 |
118-072 |
|
| S4 |
117-087 |
117-153 |
118-045 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-000 |
|
2.618 |
118-000 |
|
1.618 |
118-000 |
|
1.000 |
118-000 |
|
0.618 |
118-000 |
|
HIGH |
118-000 |
|
0.618 |
118-000 |
|
0.500 |
118-000 |
|
0.382 |
118-000 |
|
LOW |
118-000 |
|
0.618 |
118-000 |
|
1.000 |
118-000 |
|
1.618 |
118-000 |
|
2.618 |
118-000 |
|
4.250 |
118-000 |
|
|
| Fisher Pivots for day following 03-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-000 |
118-050 |
| PP |
118-000 |
118-033 |
| S1 |
118-000 |
118-017 |
|