ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 02-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2015 |
02-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
119-035 |
119-102 |
0-067 |
0.2% |
118-260 |
High |
119-110 |
119-107 |
-0-003 |
0.0% |
119-207 |
Low |
119-002 |
118-282 |
-0-040 |
-0.1% |
118-230 |
Close |
119-090 |
118-292 |
-0-118 |
-0.3% |
119-090 |
Range |
0-108 |
0-145 |
0-037 |
34.3% |
0-297 |
ATR |
0-135 |
0-136 |
0-001 |
0.5% |
0-000 |
Volume |
868,622 |
620,555 |
-248,067 |
-28.6% |
3,755,720 |
|
Daily Pivots for day following 02-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-129 |
120-035 |
119-052 |
|
R3 |
119-304 |
119-210 |
119-012 |
|
R2 |
119-159 |
119-159 |
118-319 |
|
R1 |
119-065 |
119-065 |
118-305 |
119-040 |
PP |
119-014 |
119-014 |
119-014 |
119-001 |
S1 |
118-240 |
118-240 |
118-279 |
118-214 |
S2 |
118-189 |
118-189 |
118-265 |
|
S3 |
118-044 |
118-095 |
118-252 |
|
S4 |
117-219 |
117-270 |
118-212 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-000 |
121-182 |
119-253 |
|
R3 |
121-023 |
120-205 |
119-172 |
|
R2 |
120-046 |
120-046 |
119-144 |
|
R1 |
119-228 |
119-228 |
119-117 |
119-297 |
PP |
119-069 |
119-069 |
119-069 |
119-104 |
S1 |
118-251 |
118-251 |
119-063 |
119-000 |
S2 |
118-092 |
118-092 |
119-036 |
|
S3 |
117-115 |
117-274 |
119-008 |
|
S4 |
116-138 |
116-297 |
118-247 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-083 |
2.618 |
120-167 |
1.618 |
120-022 |
1.000 |
119-252 |
0.618 |
119-197 |
HIGH |
119-107 |
0.618 |
119-052 |
0.500 |
119-034 |
0.382 |
119-017 |
LOW |
118-282 |
0.618 |
118-192 |
1.000 |
118-137 |
1.618 |
118-047 |
2.618 |
117-222 |
4.250 |
116-306 |
|
|
Fisher Pivots for day following 02-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
119-034 |
119-084 |
PP |
119-014 |
119-047 |
S1 |
118-313 |
119-010 |
|