ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 16-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
118-282 |
118-300 |
0-018 |
0.0% |
118-120 |
High |
119-040 |
119-067 |
0-027 |
0.1% |
119-072 |
Low |
118-235 |
118-297 |
0-062 |
0.2% |
118-095 |
Close |
118-310 |
119-015 |
0-025 |
0.1% |
118-310 |
Range |
0-125 |
0-090 |
-0-035 |
-28.0% |
0-297 |
ATR |
0-135 |
0-132 |
-0-003 |
-2.4% |
0-000 |
Volume |
532,308 |
410,723 |
-121,585 |
-22.8% |
3,364,776 |
|
Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-290 |
119-242 |
119-064 |
|
R3 |
119-200 |
119-152 |
119-040 |
|
R2 |
119-110 |
119-110 |
119-032 |
|
R1 |
119-062 |
119-062 |
119-023 |
119-086 |
PP |
119-020 |
119-020 |
119-020 |
119-032 |
S1 |
118-292 |
118-292 |
119-007 |
118-316 |
S2 |
118-250 |
118-250 |
118-318 |
|
S3 |
118-160 |
118-202 |
118-310 |
|
S4 |
118-070 |
118-112 |
118-286 |
|
|
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 |
120-130 |
2.618 |
119-303 |
1.618 |
119-213 |
1.000 |
119-157 |
0.618 |
119-123 |
HIGH |
119-067 |
0.618 |
119-033 |
0.500 |
119-022 |
0.382 |
119-011 |
LOW |
118-297 |
0.618 |
118-241 |
1.000 |
118-207 |
1.618 |
118-151 |
2.618 |
118-061 |
4.250 |
117-234 |
|
|
Fisher Pivots for day following 16-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
119-022 |
119-008 |
PP |
119-020 |
119-001 |
S1 |
119-017 |
118-314 |
|