ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 20-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2015 |
20-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
119-310 |
119-182 |
-0-128 |
-0.3% |
118-300 |
High |
120-040 |
119-305 |
-0-055 |
-0.1% |
120-040 |
Low |
119-155 |
119-182 |
0-027 |
0.1% |
118-297 |
Close |
119-180 |
119-290 |
0-110 |
0.3% |
119-290 |
Range |
0-205 |
0-123 |
-0-082 |
-40.0% |
1-063 |
ATR |
0-147 |
0-145 |
-0-002 |
-1.0% |
0-000 |
Volume |
752,610 |
489,620 |
-262,990 |
-34.9% |
3,118,348 |
|
Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-308 |
120-262 |
120-038 |
|
R3 |
120-185 |
120-139 |
120-004 |
|
R2 |
120-062 |
120-062 |
119-313 |
|
R1 |
120-016 |
120-016 |
119-301 |
120-039 |
PP |
119-259 |
119-259 |
119-259 |
119-270 |
S1 |
119-213 |
119-213 |
119-279 |
119-236 |
S2 |
119-136 |
119-136 |
119-267 |
|
S3 |
119-013 |
119-090 |
119-256 |
|
S4 |
118-210 |
118-287 |
119-222 |
|
|
Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-078 |
122-247 |
120-181 |
|
R3 |
122-015 |
121-184 |
120-075 |
|
R2 |
120-272 |
120-272 |
120-040 |
|
R1 |
120-121 |
120-121 |
120-005 |
120-196 |
PP |
119-209 |
119-209 |
119-209 |
119-247 |
S1 |
119-058 |
119-058 |
119-255 |
119-134 |
S2 |
118-146 |
118-146 |
119-220 |
|
S3 |
117-083 |
117-315 |
119-185 |
|
S4 |
116-020 |
116-252 |
119-079 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-188 |
2.618 |
120-307 |
1.618 |
120-184 |
1.000 |
120-108 |
0.618 |
120-061 |
HIGH |
119-305 |
0.618 |
119-258 |
0.500 |
119-244 |
0.382 |
119-229 |
LOW |
119-182 |
0.618 |
119-106 |
1.000 |
119-059 |
1.618 |
118-303 |
2.618 |
118-180 |
4.250 |
117-299 |
|
|
Fisher Pivots for day following 20-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
119-274 |
119-258 |
PP |
119-259 |
119-227 |
S1 |
119-244 |
119-195 |
|