ECBOT 5 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 03-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2014 |
03-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
117-260 |
117-200 |
-0-060 |
-0.2% |
117-150 |
High |
117-260 |
117-200 |
-0-060 |
-0.2% |
117-290 |
Low |
117-260 |
117-200 |
-0-060 |
-0.2% |
117-130 |
Close |
117-260 |
117-200 |
-0-060 |
-0.2% |
117-200 |
Range |
|
|
|
|
|
ATR |
0-053 |
0-054 |
0-000 |
0.9% |
0-000 |
Volume |
2 |
2 |
0 |
0.0% |
74 |
|
Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-200 |
117-200 |
117-200 |
|
R3 |
117-200 |
117-200 |
117-200 |
|
R2 |
117-200 |
117-200 |
117-200 |
|
R1 |
117-200 |
117-200 |
117-200 |
117-200 |
PP |
117-200 |
117-200 |
117-200 |
117-200 |
S1 |
117-200 |
117-200 |
117-200 |
117-200 |
S2 |
117-200 |
117-200 |
117-200 |
|
S3 |
117-200 |
117-200 |
117-200 |
|
S4 |
117-200 |
117-200 |
117-200 |
|
|
Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-047 |
118-283 |
117-288 |
|
R3 |
118-207 |
118-123 |
117-244 |
|
R2 |
118-047 |
118-047 |
117-229 |
|
R1 |
117-283 |
117-283 |
117-215 |
118-005 |
PP |
117-207 |
117-207 |
117-207 |
117-228 |
S1 |
117-123 |
117-123 |
117-185 |
117-165 |
S2 |
117-047 |
117-047 |
117-171 |
|
S3 |
116-207 |
116-283 |
117-156 |
|
S4 |
116-047 |
116-123 |
117-112 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-200 |
2.618 |
117-200 |
1.618 |
117-200 |
1.000 |
117-200 |
0.618 |
117-200 |
HIGH |
117-200 |
0.618 |
117-200 |
0.500 |
117-200 |
0.382 |
117-200 |
LOW |
117-200 |
0.618 |
117-200 |
1.000 |
117-200 |
1.618 |
117-200 |
2.618 |
117-200 |
4.250 |
117-200 |
|
|
Fisher Pivots for day following 03-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
117-200 |
117-245 |
PP |
117-200 |
117-230 |
S1 |
117-200 |
117-215 |
|