ECBOT 5 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 09-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2014 |
09-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
117-210 |
117-140 |
-0-070 |
-0.2% |
118-000 |
High |
117-210 |
117-140 |
-0-070 |
-0.2% |
118-000 |
Low |
117-210 |
117-140 |
-0-070 |
-0.2% |
117-210 |
Close |
117-210 |
117-140 |
-0-070 |
-0.2% |
117-260 |
Range |
|
|
|
|
|
ATR |
0-041 |
0-043 |
0-002 |
5.2% |
0-000 |
Volume |
34 |
34 |
0 |
0.0% |
136 |
|
Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-140 |
117-140 |
117-140 |
|
R3 |
117-140 |
117-140 |
117-140 |
|
R2 |
117-140 |
117-140 |
117-140 |
|
R1 |
117-140 |
117-140 |
117-140 |
117-140 |
PP |
117-140 |
117-140 |
117-140 |
117-140 |
S1 |
117-140 |
117-140 |
117-140 |
117-140 |
S2 |
117-140 |
117-140 |
117-140 |
|
S3 |
117-140 |
117-140 |
117-140 |
|
S4 |
117-140 |
117-140 |
117-140 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-273 |
118-217 |
118-000 |
|
R3 |
118-163 |
118-107 |
117-290 |
|
R2 |
118-053 |
118-053 |
117-280 |
|
R1 |
117-317 |
117-317 |
117-270 |
117-290 |
PP |
117-263 |
117-263 |
117-263 |
117-250 |
S1 |
117-207 |
117-207 |
117-250 |
117-180 |
S2 |
117-153 |
117-153 |
117-240 |
|
S3 |
117-043 |
117-097 |
117-230 |
|
S4 |
116-253 |
116-307 |
117-200 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-140 |
2.618 |
117-140 |
1.618 |
117-140 |
1.000 |
117-140 |
0.618 |
117-140 |
HIGH |
117-140 |
0.618 |
117-140 |
0.500 |
117-140 |
0.382 |
117-140 |
LOW |
117-140 |
0.618 |
117-140 |
1.000 |
117-140 |
1.618 |
117-140 |
2.618 |
117-140 |
4.250 |
117-140 |
|
|
Fisher Pivots for day following 09-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
117-140 |
117-200 |
PP |
117-140 |
117-180 |
S1 |
117-140 |
117-160 |
|