ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 11-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
118-192 |
118-252 |
0-060 |
0.2% |
119-102 |
High |
118-300 |
118-295 |
-0-005 |
0.0% |
119-107 |
Low |
118-160 |
118-190 |
0-030 |
0.1% |
118-092 |
Close |
118-255 |
118-252 |
-0-003 |
0.0% |
118-115 |
Range |
0-140 |
0-105 |
-0-035 |
-25.0% |
1-015 |
ATR |
0-137 |
0-135 |
-0-002 |
-1.7% |
0-000 |
Volume |
753,796 |
730,319 |
-23,477 |
-3.1% |
3,365,363 |
|
Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-241 |
119-191 |
118-310 |
|
R3 |
119-136 |
119-086 |
118-281 |
|
R2 |
119-031 |
119-031 |
118-271 |
|
R1 |
118-301 |
118-301 |
118-262 |
118-304 |
PP |
118-246 |
118-246 |
118-246 |
118-247 |
S1 |
118-196 |
118-196 |
118-242 |
118-200 |
S2 |
118-141 |
118-141 |
118-233 |
|
S3 |
118-036 |
118-091 |
118-223 |
|
S4 |
117-251 |
117-306 |
118-194 |
|
|
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 |
120-101 |
2.618 |
119-250 |
1.618 |
119-145 |
1.000 |
119-080 |
0.618 |
119-040 |
HIGH |
118-295 |
0.618 |
118-255 |
0.500 |
118-242 |
0.382 |
118-230 |
LOW |
118-190 |
0.618 |
118-125 |
1.000 |
118-085 |
1.618 |
118-020 |
2.618 |
117-235 |
4.250 |
117-064 |
|
|
Fisher Pivots for day following 11-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
118-249 |
118-234 |
PP |
118-246 |
118-216 |
S1 |
118-242 |
118-198 |
|