ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 09-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2015 |
09-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
118-317 |
118-120 |
-0-197 |
-0.5% |
119-102 |
High |
119-097 |
118-197 |
-0-220 |
-0.6% |
119-107 |
Low |
118-092 |
118-095 |
0-003 |
0.0% |
118-092 |
Close |
118-115 |
118-185 |
0-070 |
0.2% |
118-115 |
Range |
1-005 |
0-102 |
-0-223 |
-68.6% |
1-015 |
ATR |
0-140 |
0-137 |
-0-003 |
-1.9% |
0-000 |
Volume |
1,060,891 |
567,460 |
-493,431 |
-46.5% |
3,365,363 |
|
Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-145 |
119-107 |
118-241 |
|
R3 |
119-043 |
119-005 |
118-213 |
|
R2 |
118-261 |
118-261 |
118-204 |
|
R1 |
118-223 |
118-223 |
118-194 |
118-242 |
PP |
118-159 |
118-159 |
118-159 |
118-168 |
S1 |
118-121 |
118-121 |
118-176 |
118-140 |
S2 |
118-057 |
118-057 |
118-166 |
|
S3 |
117-275 |
118-019 |
118-157 |
|
S4 |
117-173 |
117-237 |
118-129 |
|
|
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 |
119-310 |
2.618 |
119-144 |
1.618 |
119-042 |
1.000 |
118-299 |
0.618 |
118-260 |
HIGH |
118-197 |
0.618 |
118-158 |
0.500 |
118-146 |
0.382 |
118-134 |
LOW |
118-095 |
0.618 |
118-032 |
1.000 |
117-313 |
1.618 |
117-250 |
2.618 |
117-148 |
4.250 |
116-302 |
|
|
Fisher Pivots for day following 09-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
118-172 |
118-254 |
PP |
118-159 |
118-231 |
S1 |
118-146 |
118-208 |
|