ECBOT 5 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 04-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2014 |
04-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
118-000 |
117-210 |
-0-110 |
-0.3% |
118-000 |
High |
118-000 |
117-210 |
-0-110 |
-0.3% |
118-100 |
Low |
118-000 |
117-210 |
-0-110 |
-0.3% |
118-000 |
Close |
118-000 |
117-210 |
-0-110 |
-0.3% |
118-100 |
Range |
|
|
|
|
|
ATR |
0-034 |
0-039 |
0-005 |
16.2% |
0-000 |
Volume |
34 |
34 |
0 |
0.0% |
170 |
|
Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-210 |
117-210 |
117-210 |
|
R3 |
117-210 |
117-210 |
117-210 |
|
R2 |
117-210 |
117-210 |
117-210 |
|
R1 |
117-210 |
117-210 |
117-210 |
117-210 |
PP |
117-210 |
117-210 |
117-210 |
117-210 |
S1 |
117-210 |
117-210 |
117-210 |
117-210 |
S2 |
117-210 |
117-210 |
117-210 |
|
S3 |
117-210 |
117-210 |
117-210 |
|
S4 |
117-210 |
117-210 |
117-210 |
|
|
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 |
117-210 |
2.618 |
117-210 |
1.618 |
117-210 |
1.000 |
117-210 |
0.618 |
117-210 |
HIGH |
117-210 |
0.618 |
117-210 |
0.500 |
117-210 |
0.382 |
117-210 |
LOW |
117-210 |
0.618 |
117-210 |
1.000 |
117-210 |
1.618 |
117-210 |
2.618 |
117-210 |
4.250 |
117-210 |
|
|
Fisher Pivots for day following 04-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
117-210 |
117-265 |
PP |
117-210 |
117-247 |
S1 |
117-210 |
117-228 |
|