ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 18-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
119-032 |
119-037 |
0-005 |
0.0% |
118-120 |
High |
119-095 |
120-035 |
0-260 |
0.7% |
119-072 |
Low |
119-020 |
119-030 |
0-010 |
0.0% |
118-095 |
Close |
119-035 |
119-270 |
0-235 |
0.6% |
118-310 |
Range |
0-075 |
1-005 |
0-250 |
333.3% |
0-297 |
ATR |
0-128 |
0-142 |
0-014 |
11.0% |
0-000 |
Volume |
477,762 |
987,633 |
509,871 |
106.7% |
3,364,776 |
|
Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-233 |
122-097 |
120-129 |
|
R3 |
121-228 |
121-092 |
120-039 |
|
R2 |
120-223 |
120-223 |
120-010 |
|
R1 |
120-087 |
120-087 |
119-300 |
120-155 |
PP |
119-218 |
119-218 |
119-218 |
119-252 |
S1 |
119-082 |
119-082 |
119-240 |
119-150 |
S2 |
118-213 |
118-213 |
119-210 |
|
S3 |
117-208 |
118-077 |
119-181 |
|
S4 |
116-203 |
117-072 |
119-091 |
|
|
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 |
124-136 |
2.618 |
122-246 |
1.618 |
121-241 |
1.000 |
121-040 |
0.618 |
120-236 |
HIGH |
120-035 |
0.618 |
119-231 |
0.500 |
119-192 |
0.382 |
119-154 |
LOW |
119-030 |
0.618 |
118-149 |
1.000 |
118-025 |
1.618 |
117-144 |
2.618 |
116-139 |
4.250 |
114-249 |
|
|
Fisher Pivots for day following 18-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
119-244 |
119-235 |
PP |
119-218 |
119-201 |
S1 |
119-192 |
119-166 |
|