ECBOT 5 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 22-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2014 |
22-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
117-030 |
117-090 |
0-060 |
0.2% |
117-100 |
High |
117-030 |
117-090 |
0-060 |
0.2% |
117-140 |
Low |
117-030 |
117-090 |
0-060 |
0.2% |
117-000 |
Close |
117-030 |
117-090 |
0-060 |
0.2% |
117-030 |
Range |
|
|
|
|
|
ATR |
0-043 |
0-044 |
0-001 |
2.9% |
0-000 |
Volume |
34 |
34 |
0 |
0.0% |
170 |
|
Daily Pivots for day following 22-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-090 |
117-090 |
117-090 |
|
R3 |
117-090 |
117-090 |
117-090 |
|
R2 |
117-090 |
117-090 |
117-090 |
|
R1 |
117-090 |
117-090 |
117-090 |
117-090 |
PP |
117-090 |
117-090 |
117-090 |
117-090 |
S1 |
117-090 |
117-090 |
117-090 |
117-090 |
S2 |
117-090 |
117-090 |
117-090 |
|
S3 |
117-090 |
117-090 |
117-090 |
|
S4 |
117-090 |
117-090 |
117-090 |
|
|
Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-157 |
118-073 |
117-107 |
|
R3 |
118-017 |
117-253 |
117-068 |
|
R2 |
117-197 |
117-197 |
117-056 |
|
R1 |
117-113 |
117-113 |
117-043 |
117-085 |
PP |
117-057 |
117-057 |
117-057 |
117-042 |
S1 |
116-293 |
116-293 |
117-017 |
116-265 |
S2 |
116-237 |
116-237 |
117-004 |
|
S3 |
116-097 |
116-153 |
116-312 |
|
S4 |
115-277 |
116-013 |
116-273 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-090 |
2.618 |
117-090 |
1.618 |
117-090 |
1.000 |
117-090 |
0.618 |
117-090 |
HIGH |
117-090 |
0.618 |
117-090 |
0.500 |
117-090 |
0.382 |
117-090 |
LOW |
117-090 |
0.618 |
117-090 |
1.000 |
117-090 |
1.618 |
117-090 |
2.618 |
117-090 |
4.250 |
117-090 |
|
|
Fisher Pivots for day following 22-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
117-090 |
117-075 |
PP |
117-090 |
117-060 |
S1 |
117-090 |
117-045 |
|