ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 12-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
118-252 |
118-257 |
0-005 |
0.0% |
119-102 |
High |
118-295 |
119-072 |
0-097 |
0.3% |
119-107 |
Low |
118-190 |
118-247 |
0-057 |
0.2% |
118-092 |
Close |
118-252 |
118-310 |
0-058 |
0.2% |
118-115 |
Range |
0-105 |
0-145 |
0-040 |
38.1% |
1-015 |
ATR |
0-135 |
0-136 |
0-001 |
0.5% |
0-000 |
Volume |
730,319 |
780,893 |
50,574 |
6.9% |
3,365,363 |
|
Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-111 |
120-036 |
119-070 |
|
R3 |
119-286 |
119-211 |
119-030 |
|
R2 |
119-141 |
119-141 |
119-017 |
|
R1 |
119-066 |
119-066 |
119-003 |
119-104 |
PP |
118-316 |
118-316 |
118-316 |
119-015 |
S1 |
118-241 |
118-241 |
118-297 |
118-278 |
S2 |
118-171 |
118-171 |
118-283 |
|
S3 |
118-026 |
118-096 |
118-270 |
|
S4 |
117-201 |
117-271 |
118-230 |
|
|
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 |
121-048 |
2.618 |
120-132 |
1.618 |
119-307 |
1.000 |
119-217 |
0.618 |
119-162 |
HIGH |
119-072 |
0.618 |
119-017 |
0.500 |
119-000 |
0.382 |
118-302 |
LOW |
118-247 |
0.618 |
118-157 |
1.000 |
118-102 |
1.618 |
118-012 |
2.618 |
117-187 |
4.250 |
116-271 |
|
|
Fisher Pivots for day following 12-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
119-000 |
118-299 |
PP |
118-316 |
118-287 |
S1 |
118-313 |
118-276 |
|