ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 03-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2015 |
03-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
119-102 |
118-297 |
-0-125 |
-0.3% |
118-260 |
High |
119-107 |
118-315 |
-0-112 |
-0.3% |
119-207 |
Low |
118-282 |
118-227 |
-0-055 |
-0.1% |
118-230 |
Close |
118-292 |
118-232 |
-0-060 |
-0.2% |
119-090 |
Range |
0-145 |
0-088 |
-0-057 |
-39.3% |
0-297 |
ATR |
0-136 |
0-133 |
-0-003 |
-2.5% |
0-000 |
Volume |
620,555 |
658,614 |
38,059 |
6.1% |
3,755,720 |
|
Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-202 |
119-145 |
118-280 |
|
R3 |
119-114 |
119-057 |
118-256 |
|
R2 |
119-026 |
119-026 |
118-248 |
|
R1 |
118-289 |
118-289 |
118-240 |
118-274 |
PP |
118-258 |
118-258 |
118-258 |
118-250 |
S1 |
118-201 |
118-201 |
118-224 |
118-186 |
S2 |
118-170 |
118-170 |
118-216 |
|
S3 |
118-082 |
118-113 |
118-208 |
|
S4 |
117-314 |
118-025 |
118-184 |
|
|
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 |
120-049 |
2.618 |
119-225 |
1.618 |
119-137 |
1.000 |
119-083 |
0.618 |
119-049 |
HIGH |
118-315 |
0.618 |
118-281 |
0.500 |
118-271 |
0.382 |
118-261 |
LOW |
118-227 |
0.618 |
118-173 |
1.000 |
118-139 |
1.618 |
118-085 |
2.618 |
117-317 |
4.250 |
117-173 |
|
|
Fisher Pivots for day following 03-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
118-271 |
119-008 |
PP |
118-258 |
118-296 |
S1 |
118-245 |
118-264 |
|