ECBOT 5 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 16-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2014 |
16-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
117-100 |
117-140 |
0-040 |
0.1% |
117-210 |
High |
117-100 |
117-140 |
0-040 |
0.1% |
117-210 |
Low |
117-100 |
117-140 |
0-040 |
0.1% |
117-070 |
Close |
117-100 |
117-140 |
0-040 |
0.1% |
117-070 |
Range |
|
|
|
|
|
ATR |
0-040 |
0-040 |
0-000 |
0.1% |
0-000 |
Volume |
34 |
34 |
0 |
0.0% |
170 |
|
Daily Pivots for day following 16-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 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-217 |
118-123 |
117-147 |
|
R3 |
118-077 |
117-303 |
117-108 |
|
R2 |
117-257 |
117-257 |
117-096 |
|
R1 |
117-163 |
117-163 |
117-083 |
117-140 |
PP |
117-117 |
117-117 |
117-117 |
117-105 |
S1 |
117-023 |
117-023 |
117-057 |
117-000 |
S2 |
116-297 |
116-297 |
117-044 |
|
S3 |
116-157 |
116-203 |
117-032 |
|
S4 |
116-017 |
116-063 |
116-313 |
|
|
|
|
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 16-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
117-140 |
117-128 |
PP |
117-140 |
117-117 |
S1 |
117-140 |
117-105 |
|