ECBOT 5 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 16-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
120-010 |
119-310 |
-0-020 |
-0.1% |
117-280 |
High |
121-010 |
120-170 |
-0-160 |
-0.4% |
118-260 |
Low |
119-310 |
119-190 |
-0-120 |
-0.3% |
117-280 |
Close |
120-000 |
119-220 |
-0-100 |
-0.3% |
118-210 |
Range |
1-020 |
0-300 |
-0-040 |
-11.8% |
0-300 |
ATR |
0-109 |
0-123 |
0-014 |
12.5% |
0-000 |
Volume |
478 |
3,508 |
3,030 |
633.9% |
3,829 |
|
Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-240 |
122-050 |
120-065 |
|
R3 |
121-260 |
121-070 |
119-302 |
|
R2 |
120-280 |
120-280 |
119-275 |
|
R1 |
120-090 |
120-090 |
119-248 |
120-035 |
PP |
119-300 |
119-300 |
119-300 |
119-272 |
S1 |
119-110 |
119-110 |
119-192 |
119-055 |
S2 |
119-000 |
119-000 |
119-165 |
|
S3 |
118-020 |
118-130 |
119-138 |
|
S4 |
117-040 |
117-150 |
119-055 |
|
|
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 |
124-165 |
2.618 |
122-315 |
1.618 |
122-015 |
1.000 |
121-150 |
0.618 |
121-035 |
HIGH |
120-170 |
0.618 |
120-055 |
0.500 |
120-020 |
0.382 |
119-305 |
LOW |
119-190 |
0.618 |
119-005 |
1.000 |
118-210 |
1.618 |
118-025 |
2.618 |
117-045 |
4.250 |
115-195 |
|
|
Fisher Pivots for day following 16-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
120-020 |
120-040 |
PP |
119-300 |
119-313 |
S1 |
119-260 |
119-267 |
|