ECBOT 5 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 10-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
118-230 |
118-140 |
-0-090 |
-0.2% |
117-280 |
High |
118-260 |
118-230 |
-0-030 |
-0.1% |
118-260 |
Low |
118-170 |
118-140 |
-0-030 |
-0.1% |
117-280 |
Close |
118-190 |
118-210 |
0-020 |
0.1% |
118-210 |
Range |
0-090 |
0-090 |
0-000 |
0.0% |
0-300 |
ATR |
0-067 |
0-069 |
0-002 |
2.4% |
0-000 |
Volume |
614 |
2,289 |
1,675 |
272.8% |
3,829 |
|
Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-143 |
119-107 |
118-260 |
|
R3 |
119-053 |
119-017 |
118-235 |
|
R2 |
118-283 |
118-283 |
118-226 |
|
R1 |
118-247 |
118-247 |
118-218 |
118-265 |
PP |
118-193 |
118-193 |
118-193 |
118-202 |
S1 |
118-157 |
118-157 |
118-202 |
118-175 |
S2 |
118-103 |
118-103 |
118-194 |
|
S3 |
118-013 |
118-067 |
118-185 |
|
S4 |
117-243 |
117-297 |
118-160 |
|
|
Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-083 |
120-287 |
119-055 |
|
R3 |
120-103 |
119-307 |
118-292 |
|
R2 |
119-123 |
119-123 |
118-265 |
|
R1 |
119-007 |
119-007 |
118-238 |
119-065 |
PP |
118-143 |
118-143 |
118-143 |
118-172 |
S1 |
118-027 |
118-027 |
118-182 |
118-085 |
S2 |
117-163 |
117-163 |
118-155 |
|
S3 |
116-183 |
117-047 |
118-128 |
|
S4 |
115-203 |
116-067 |
118-045 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-292 |
2.618 |
119-146 |
1.618 |
119-056 |
1.000 |
119-000 |
0.618 |
118-286 |
HIGH |
118-230 |
0.618 |
118-196 |
0.500 |
118-185 |
0.382 |
118-174 |
LOW |
118-140 |
0.618 |
118-084 |
1.000 |
118-050 |
1.618 |
117-314 |
2.618 |
117-224 |
4.250 |
117-078 |
|
|
Fisher Pivots for day following 10-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
118-202 |
118-192 |
PP |
118-193 |
118-173 |
S1 |
118-185 |
118-155 |
|