ECBOT 5 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 24-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2014 |
24-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
119-160 |
119-130 |
-0-030 |
-0.1% |
119-160 |
High |
119-160 |
119-130 |
-0-030 |
-0.1% |
119-220 |
Low |
119-020 |
119-050 |
0-030 |
0.1% |
119-020 |
Close |
119-050 |
119-060 |
0-010 |
0.0% |
119-060 |
Range |
0-140 |
0-080 |
-0-060 |
-42.9% |
0-200 |
ATR |
0-114 |
0-112 |
-0-002 |
-2.1% |
0-000 |
Volume |
1,643 |
847 |
-796 |
-48.4% |
11,438 |
|
Daily Pivots for day following 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-000 |
119-270 |
119-104 |
|
R3 |
119-240 |
119-190 |
119-082 |
|
R2 |
119-160 |
119-160 |
119-075 |
|
R1 |
119-110 |
119-110 |
119-067 |
119-095 |
PP |
119-080 |
119-080 |
119-080 |
119-072 |
S1 |
119-030 |
119-030 |
119-053 |
119-015 |
S2 |
119-000 |
119-000 |
119-045 |
|
S3 |
118-240 |
118-270 |
119-038 |
|
S4 |
118-160 |
118-190 |
119-016 |
|
|
Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-060 |
120-260 |
119-170 |
|
R3 |
120-180 |
120-060 |
119-115 |
|
R2 |
119-300 |
119-300 |
119-097 |
|
R1 |
119-180 |
119-180 |
119-078 |
119-140 |
PP |
119-100 |
119-100 |
119-100 |
119-080 |
S1 |
118-300 |
118-300 |
119-042 |
118-260 |
S2 |
118-220 |
118-220 |
119-023 |
|
S3 |
118-020 |
118-100 |
119-005 |
|
S4 |
117-140 |
117-220 |
118-270 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-150 |
2.618 |
120-019 |
1.618 |
119-259 |
1.000 |
119-210 |
0.618 |
119-179 |
HIGH |
119-130 |
0.618 |
119-099 |
0.500 |
119-090 |
0.382 |
119-081 |
LOW |
119-050 |
0.618 |
119-001 |
1.000 |
118-290 |
1.618 |
118-241 |
2.618 |
118-161 |
4.250 |
118-030 |
|
|
Fisher Pivots for day following 24-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
119-090 |
119-090 |
PP |
119-080 |
119-080 |
S1 |
119-070 |
119-070 |
|