ECBOT 5 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 29-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2014 |
29-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
119-000 |
119-140 |
0-140 |
0.4% |
118-260 |
High |
119-060 |
119-170 |
0-110 |
0.3% |
119-070 |
Low |
118-310 |
119-120 |
0-130 |
0.3% |
118-130 |
Close |
119-060 |
119-170 |
0-110 |
0.3% |
119-030 |
Range |
0-070 |
0-050 |
-0-020 |
-28.6% |
0-260 |
ATR |
|
|
|
|
|
Volume |
2,686 |
1,565 |
-1,121 |
-41.7% |
4,068 |
|
Daily Pivots for day following 29-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-303 |
119-287 |
119-198 |
|
R3 |
119-253 |
119-237 |
119-184 |
|
R2 |
119-203 |
119-203 |
119-179 |
|
R1 |
119-187 |
119-187 |
119-175 |
119-195 |
PP |
119-153 |
119-153 |
119-153 |
119-158 |
S1 |
119-137 |
119-137 |
119-165 |
119-145 |
S2 |
119-103 |
119-103 |
119-161 |
|
S3 |
119-053 |
119-087 |
119-156 |
|
S4 |
119-003 |
119-037 |
119-142 |
|
|
Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-110 |
121-010 |
119-173 |
|
R3 |
120-170 |
120-070 |
119-102 |
|
R2 |
119-230 |
119-230 |
119-078 |
|
R1 |
119-130 |
119-130 |
119-054 |
119-180 |
PP |
118-290 |
118-290 |
118-290 |
118-315 |
S1 |
118-190 |
118-190 |
119-006 |
118-240 |
S2 |
118-030 |
118-030 |
118-302 |
|
S3 |
117-090 |
117-250 |
118-278 |
|
S4 |
116-150 |
116-310 |
118-207 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-062 |
2.618 |
119-301 |
1.618 |
119-251 |
1.000 |
119-220 |
0.618 |
119-201 |
HIGH |
119-170 |
0.618 |
119-151 |
0.500 |
119-145 |
0.382 |
119-139 |
LOW |
119-120 |
0.618 |
119-089 |
1.000 |
119-070 |
1.618 |
119-039 |
2.618 |
118-309 |
4.250 |
118-228 |
|
|
Fisher Pivots for day following 29-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
119-162 |
119-140 |
PP |
119-153 |
119-110 |
S1 |
119-145 |
119-080 |
|