ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 19-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
117-000 |
117-030 |
0-030 |
0.1% |
117-100 |
| High |
117-000 |
117-030 |
0-030 |
0.1% |
117-140 |
| Low |
117-000 |
117-030 |
0-030 |
0.1% |
117-000 |
| Close |
117-000 |
117-030 |
0-030 |
0.1% |
117-030 |
| Range |
|
|
|
|
|
| ATR |
0-044 |
0-043 |
-0-001 |
-2.3% |
0-000 |
| Volume |
34 |
34 |
0 |
0.0% |
170 |
|
| Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-030 |
117-030 |
117-030 |
|
| R3 |
117-030 |
117-030 |
117-030 |
|
| R2 |
117-030 |
117-030 |
117-030 |
|
| R1 |
117-030 |
117-030 |
117-030 |
117-030 |
| PP |
117-030 |
117-030 |
117-030 |
117-030 |
| S1 |
117-030 |
117-030 |
117-030 |
117-030 |
| S2 |
117-030 |
117-030 |
117-030 |
|
| S3 |
117-030 |
117-030 |
117-030 |
|
| S4 |
117-030 |
117-030 |
117-030 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-157 |
118-073 |
117-107 |
|
| R3 |
118-017 |
117-253 |
117-068 |
|
| R2 |
117-197 |
117-197 |
117-056 |
|
| R1 |
117-113 |
117-113 |
117-043 |
117-085 |
| PP |
117-057 |
117-057 |
117-057 |
117-042 |
| S1 |
116-293 |
116-293 |
117-017 |
116-265 |
| S2 |
116-237 |
116-237 |
117-004 |
|
| S3 |
116-097 |
116-153 |
116-312 |
|
| S4 |
115-277 |
116-013 |
116-273 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-030 |
|
2.618 |
117-030 |
|
1.618 |
117-030 |
|
1.000 |
117-030 |
|
0.618 |
117-030 |
|
HIGH |
117-030 |
|
0.618 |
117-030 |
|
0.500 |
117-030 |
|
0.382 |
117-030 |
|
LOW |
117-030 |
|
0.618 |
117-030 |
|
1.000 |
117-030 |
|
1.618 |
117-030 |
|
2.618 |
117-030 |
|
4.250 |
117-030 |
|
|
| Fisher Pivots for day following 19-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
117-030 |
117-040 |
| PP |
117-030 |
117-037 |
| S1 |
117-030 |
117-033 |
|