ECBOT 5 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 09-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2014 |
09-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
118-100 |
118-230 |
0-130 |
0.3% |
117-150 |
High |
118-180 |
118-260 |
0-080 |
0.2% |
117-290 |
Low |
118-050 |
118-170 |
0-120 |
0.3% |
117-130 |
Close |
118-180 |
118-190 |
0-010 |
0.0% |
117-200 |
Range |
0-130 |
0-090 |
-0-040 |
-30.8% |
0-160 |
ATR |
0-065 |
0-067 |
0-002 |
2.7% |
0-000 |
Volume |
922 |
614 |
-308 |
-33.4% |
74 |
|
Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-157 |
119-103 |
118-240 |
|
R3 |
119-067 |
119-013 |
118-215 |
|
R2 |
118-297 |
118-297 |
118-206 |
|
R1 |
118-243 |
118-243 |
118-198 |
118-225 |
PP |
118-207 |
118-207 |
118-207 |
118-198 |
S1 |
118-153 |
118-153 |
118-182 |
118-135 |
S2 |
118-117 |
118-117 |
118-174 |
|
S3 |
118-027 |
118-063 |
118-165 |
|
S4 |
117-257 |
117-293 |
118-140 |
|
|
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 |
120-002 |
2.618 |
119-176 |
1.618 |
119-086 |
1.000 |
119-030 |
0.618 |
118-316 |
HIGH |
118-260 |
0.618 |
118-226 |
0.500 |
118-215 |
0.382 |
118-204 |
LOW |
118-170 |
0.618 |
118-114 |
1.000 |
118-080 |
1.618 |
118-024 |
2.618 |
117-254 |
4.250 |
117-108 |
|
|
Fisher Pivots for day following 09-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
118-215 |
118-177 |
PP |
118-207 |
118-163 |
S1 |
118-198 |
118-150 |
|