ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 10-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
118-120 |
118-192 |
0-072 |
0.2% |
119-102 |
High |
118-197 |
118-300 |
0-103 |
0.3% |
119-107 |
Low |
118-095 |
118-160 |
0-065 |
0.2% |
118-092 |
Close |
118-185 |
118-255 |
0-070 |
0.2% |
118-115 |
Range |
0-102 |
0-140 |
0-038 |
37.3% |
1-015 |
ATR |
0-137 |
0-137 |
0-000 |
0.2% |
0-000 |
Volume |
567,460 |
753,796 |
186,336 |
32.8% |
3,365,363 |
|
Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-018 |
119-277 |
119-012 |
|
R3 |
119-198 |
119-137 |
118-294 |
|
R2 |
119-058 |
119-058 |
118-281 |
|
R1 |
118-317 |
118-317 |
118-268 |
119-028 |
PP |
118-238 |
118-238 |
118-238 |
118-254 |
S1 |
118-177 |
118-177 |
118-242 |
118-208 |
S2 |
118-098 |
118-098 |
118-229 |
|
S3 |
117-278 |
118-037 |
118-216 |
|
S4 |
117-138 |
117-217 |
118-178 |
|
|
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 |
120-255 |
2.618 |
120-027 |
1.618 |
119-207 |
1.000 |
119-120 |
0.618 |
119-067 |
HIGH |
118-300 |
0.618 |
118-247 |
0.500 |
118-230 |
0.382 |
118-213 |
LOW |
118-160 |
0.618 |
118-073 |
1.000 |
118-020 |
1.618 |
117-253 |
2.618 |
117-113 |
4.250 |
116-205 |
|
|
Fisher Pivots for day following 10-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
118-247 |
118-255 |
PP |
118-238 |
118-255 |
S1 |
118-230 |
118-254 |
|