ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 17-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
118-300 |
119-032 |
0-052 |
0.1% |
118-120 |
High |
119-067 |
119-095 |
0-028 |
0.1% |
119-072 |
Low |
118-297 |
119-020 |
0-043 |
0.1% |
118-095 |
Close |
119-015 |
119-035 |
0-020 |
0.1% |
118-310 |
Range |
0-090 |
0-075 |
-0-015 |
-16.7% |
0-297 |
ATR |
0-132 |
0-128 |
-0-004 |
-2.8% |
0-000 |
Volume |
410,723 |
477,762 |
67,039 |
16.3% |
3,364,776 |
|
Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-275 |
119-230 |
119-076 |
|
R3 |
119-200 |
119-155 |
119-056 |
|
R2 |
119-125 |
119-125 |
119-049 |
|
R1 |
119-080 |
119-080 |
119-042 |
119-102 |
PP |
119-050 |
119-050 |
119-050 |
119-061 |
S1 |
119-005 |
119-005 |
119-028 |
119-028 |
S2 |
118-295 |
118-295 |
119-021 |
|
S3 |
118-220 |
118-250 |
119-014 |
|
S4 |
118-145 |
118-175 |
118-314 |
|
|
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 |
120-094 |
2.618 |
119-291 |
1.618 |
119-216 |
1.000 |
119-170 |
0.618 |
119-141 |
HIGH |
119-095 |
0.618 |
119-066 |
0.500 |
119-058 |
0.382 |
119-049 |
LOW |
119-020 |
0.618 |
118-294 |
1.000 |
118-265 |
1.618 |
118-219 |
2.618 |
118-144 |
4.250 |
118-021 |
|
|
Fisher Pivots for day following 17-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
119-058 |
119-025 |
PP |
119-050 |
119-015 |
S1 |
119-042 |
119-005 |
|