ECBOT 5 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 01-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2014 |
01-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
117-130 |
117-290 |
0-160 |
0.4% |
117-090 |
High |
117-130 |
117-290 |
0-160 |
0.4% |
117-170 |
Low |
117-130 |
117-290 |
0-160 |
0.4% |
117-080 |
Close |
117-130 |
117-290 |
0-160 |
0.4% |
117-100 |
Range |
|
|
|
|
|
ATR |
0-047 |
0-055 |
0-008 |
17.1% |
0-000 |
Volume |
34 |
2 |
-32 |
-94.1% |
170 |
|
Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-290 |
117-290 |
117-290 |
|
R3 |
117-290 |
117-290 |
117-290 |
|
R2 |
117-290 |
117-290 |
117-290 |
|
R1 |
117-290 |
117-290 |
117-290 |
117-290 |
PP |
117-290 |
117-290 |
117-290 |
117-290 |
S1 |
117-290 |
117-290 |
117-290 |
117-290 |
S2 |
117-290 |
117-290 |
117-290 |
|
S3 |
117-290 |
117-290 |
117-290 |
|
S4 |
117-290 |
117-290 |
117-290 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-067 |
118-013 |
117-150 |
|
R3 |
117-297 |
117-243 |
117-125 |
|
R2 |
117-207 |
117-207 |
117-116 |
|
R1 |
117-153 |
117-153 |
117-108 |
117-180 |
PP |
117-117 |
117-117 |
117-117 |
117-130 |
S1 |
117-063 |
117-063 |
117-092 |
117-090 |
S2 |
117-027 |
117-027 |
117-084 |
|
S3 |
116-257 |
116-293 |
117-075 |
|
S4 |
116-167 |
116-203 |
117-050 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-290 |
2.618 |
117-290 |
1.618 |
117-290 |
1.000 |
117-290 |
0.618 |
117-290 |
HIGH |
117-290 |
0.618 |
117-290 |
0.500 |
117-290 |
0.382 |
117-290 |
LOW |
117-290 |
0.618 |
117-290 |
1.000 |
117-290 |
1.618 |
117-290 |
2.618 |
117-290 |
4.250 |
117-290 |
|
|
Fisher Pivots for day following 01-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
117-290 |
117-263 |
PP |
117-290 |
117-237 |
S1 |
117-290 |
117-210 |
|