ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 06-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
118-287 |
118-317 |
0-030 |
0.1% |
119-102 |
High |
119-017 |
119-097 |
0-080 |
0.2% |
119-107 |
Low |
118-252 |
118-092 |
-0-160 |
-0.4% |
118-092 |
Close |
118-315 |
118-115 |
-0-200 |
-0.5% |
118-115 |
Range |
0-085 |
1-005 |
0-240 |
282.4% |
1-015 |
ATR |
0-125 |
0-140 |
0-014 |
11.4% |
0-000 |
Volume |
527,006 |
1,060,891 |
533,885 |
101.3% |
3,365,363 |
|
Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-223 |
121-014 |
118-294 |
|
R3 |
120-218 |
120-009 |
118-204 |
|
R2 |
119-213 |
119-213 |
118-175 |
|
R1 |
119-004 |
119-004 |
118-145 |
118-266 |
PP |
118-208 |
118-208 |
118-208 |
118-179 |
S1 |
117-319 |
117-319 |
118-085 |
117-261 |
S2 |
117-203 |
117-203 |
118-055 |
|
S3 |
116-198 |
116-314 |
118-026 |
|
S4 |
115-193 |
115-309 |
117-256 |
|
|
Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-256 |
121-041 |
118-299 |
|
R3 |
120-241 |
120-026 |
118-207 |
|
R2 |
119-226 |
119-226 |
118-176 |
|
R1 |
119-011 |
119-011 |
118-146 |
118-271 |
PP |
118-211 |
118-211 |
118-211 |
118-182 |
S1 |
117-316 |
117-316 |
118-084 |
117-256 |
S2 |
117-196 |
117-196 |
118-054 |
|
S3 |
116-181 |
116-301 |
118-023 |
|
S4 |
115-166 |
115-286 |
117-251 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-198 |
2.618 |
121-308 |
1.618 |
120-303 |
1.000 |
120-102 |
0.618 |
119-298 |
HIGH |
119-097 |
0.618 |
118-293 |
0.500 |
118-254 |
0.382 |
118-216 |
LOW |
118-092 |
0.618 |
117-211 |
1.000 |
117-087 |
1.618 |
116-206 |
2.618 |
115-201 |
4.250 |
113-311 |
|
|
Fisher Pivots for day following 06-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
118-254 |
118-254 |
PP |
118-208 |
118-208 |
S1 |
118-162 |
118-162 |
|