ECBOT 5 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 13-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
118-140 |
119-060 |
0-240 |
0.6% |
117-280 |
High |
118-230 |
119-060 |
0-150 |
0.4% |
118-260 |
Low |
118-140 |
119-040 |
0-220 |
0.6% |
117-280 |
Close |
118-210 |
119-040 |
0-150 |
0.4% |
118-210 |
Range |
0-090 |
0-020 |
-0-070 |
-77.8% |
0-300 |
ATR |
0-069 |
0-076 |
0-007 |
10.5% |
0-000 |
Volume |
2,289 |
453 |
-1,836 |
-80.2% |
3,829 |
|
Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-107 |
119-093 |
119-051 |
|
R3 |
119-087 |
119-073 |
119-046 |
|
R2 |
119-067 |
119-067 |
119-044 |
|
R1 |
119-053 |
119-053 |
119-042 |
119-050 |
PP |
119-047 |
119-047 |
119-047 |
119-045 |
S1 |
119-033 |
119-033 |
119-038 |
119-030 |
S2 |
119-027 |
119-027 |
119-036 |
|
S3 |
119-007 |
119-013 |
119-034 |
|
S4 |
118-307 |
118-313 |
119-029 |
|
|
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 |
119-145 |
2.618 |
119-112 |
1.618 |
119-092 |
1.000 |
119-080 |
0.618 |
119-072 |
HIGH |
119-060 |
0.618 |
119-052 |
0.500 |
119-050 |
0.382 |
119-048 |
LOW |
119-040 |
0.618 |
119-028 |
1.000 |
119-020 |
1.618 |
119-008 |
2.618 |
118-308 |
4.250 |
118-275 |
|
|
Fisher Pivots for day following 13-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
119-050 |
119-007 |
PP |
119-047 |
118-293 |
S1 |
119-043 |
118-260 |
|