ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 13-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
118-257 |
118-282 |
0-025 |
0.1% |
118-120 |
High |
119-072 |
119-040 |
-0-032 |
-0.1% |
119-072 |
Low |
118-247 |
118-235 |
-0-012 |
0.0% |
118-095 |
Close |
118-310 |
118-310 |
0-000 |
0.0% |
118-310 |
Range |
0-145 |
0-125 |
-0-020 |
-13.8% |
0-297 |
ATR |
0-136 |
0-135 |
-0-001 |
-0.6% |
0-000 |
Volume |
780,893 |
532,308 |
-248,585 |
-31.8% |
3,364,776 |
|
Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-037 |
119-298 |
119-059 |
|
R3 |
119-232 |
119-173 |
119-024 |
|
R2 |
119-107 |
119-107 |
119-013 |
|
R1 |
119-048 |
119-048 |
119-001 |
119-078 |
PP |
118-302 |
118-302 |
118-302 |
118-316 |
S1 |
118-243 |
118-243 |
118-299 |
118-272 |
S2 |
118-177 |
118-177 |
118-287 |
|
S3 |
118-052 |
118-118 |
118-276 |
|
S4 |
117-247 |
117-313 |
118-241 |
|
|
Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-197 |
121-070 |
119-153 |
|
R3 |
120-220 |
120-093 |
119-072 |
|
R2 |
119-243 |
119-243 |
119-044 |
|
R1 |
119-116 |
119-116 |
119-017 |
119-180 |
PP |
118-266 |
118-266 |
118-266 |
118-297 |
S1 |
118-139 |
118-139 |
118-283 |
118-202 |
S2 |
117-289 |
117-289 |
118-256 |
|
S3 |
116-312 |
117-162 |
118-228 |
|
S4 |
116-015 |
116-185 |
118-147 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-251 |
2.618 |
120-047 |
1.618 |
119-242 |
1.000 |
119-165 |
0.618 |
119-117 |
HIGH |
119-040 |
0.618 |
118-312 |
0.500 |
118-298 |
0.382 |
118-283 |
LOW |
118-235 |
0.618 |
118-158 |
1.000 |
118-110 |
1.618 |
118-033 |
2.618 |
117-228 |
4.250 |
117-024 |
|
|
Fisher Pivots for day following 13-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
118-306 |
118-304 |
PP |
118-302 |
118-297 |
S1 |
118-298 |
118-291 |
|