ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 04-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2015 |
04-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
118-297 |
118-247 |
-0-050 |
-0.1% |
118-260 |
High |
118-315 |
118-297 |
-0-018 |
0.0% |
119-207 |
Low |
118-227 |
118-222 |
-0-005 |
0.0% |
118-230 |
Close |
118-232 |
118-267 |
0-035 |
0.1% |
119-090 |
Range |
0-088 |
0-075 |
-0-013 |
-14.8% |
0-297 |
ATR |
0-133 |
0-128 |
-0-004 |
-3.1% |
0-000 |
Volume |
658,614 |
498,297 |
-160,317 |
-24.3% |
3,755,720 |
|
Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-167 |
119-132 |
118-308 |
|
R3 |
119-092 |
119-057 |
118-288 |
|
R2 |
119-017 |
119-017 |
118-281 |
|
R1 |
118-302 |
118-302 |
118-274 |
119-000 |
PP |
118-262 |
118-262 |
118-262 |
118-271 |
S1 |
118-227 |
118-227 |
118-260 |
118-244 |
S2 |
118-187 |
118-187 |
118-253 |
|
S3 |
118-112 |
118-152 |
118-246 |
|
S4 |
118-037 |
118-077 |
118-226 |
|
|
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 |
119-296 |
2.618 |
119-173 |
1.618 |
119-098 |
1.000 |
119-052 |
0.618 |
119-023 |
HIGH |
118-297 |
0.618 |
118-268 |
0.500 |
118-260 |
0.382 |
118-251 |
LOW |
118-222 |
0.618 |
118-176 |
1.000 |
118-147 |
1.618 |
118-101 |
2.618 |
118-026 |
4.250 |
117-223 |
|
|
Fisher Pivots for day following 04-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
118-264 |
119-004 |
PP |
118-262 |
118-305 |
S1 |
118-260 |
118-286 |
|