ECBOT 5 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 31-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2014 |
31-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
119-110 |
119-140 |
0-030 |
0.1% |
119-010 |
High |
119-140 |
119-210 |
0-070 |
0.2% |
119-210 |
Low |
119-090 |
119-130 |
0-040 |
0.1% |
118-310 |
Close |
119-140 |
119-190 |
0-050 |
0.1% |
119-190 |
Range |
0-050 |
0-080 |
0-030 |
60.0% |
0-220 |
ATR |
0-084 |
0-083 |
0-000 |
-0.3% |
0-000 |
Volume |
2,900 |
2,415 |
-485 |
-16.7% |
13,557 |
|
Daily Pivots for day following 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-097 |
120-063 |
119-234 |
|
R3 |
120-017 |
119-303 |
119-212 |
|
R2 |
119-257 |
119-257 |
119-205 |
|
R1 |
119-223 |
119-223 |
119-197 |
119-240 |
PP |
119-177 |
119-177 |
119-177 |
119-185 |
S1 |
119-143 |
119-143 |
119-183 |
119-160 |
S2 |
119-097 |
119-097 |
119-175 |
|
S3 |
119-017 |
119-063 |
119-168 |
|
S4 |
118-257 |
118-303 |
119-146 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-150 |
121-070 |
119-311 |
|
R3 |
120-250 |
120-170 |
119-250 |
|
R2 |
120-030 |
120-030 |
119-230 |
|
R1 |
119-270 |
119-270 |
119-210 |
119-310 |
PP |
119-130 |
119-130 |
119-130 |
119-150 |
S1 |
119-050 |
119-050 |
119-170 |
119-090 |
S2 |
118-230 |
118-230 |
119-150 |
|
S3 |
118-010 |
118-150 |
119-130 |
|
S4 |
117-110 |
117-250 |
119-069 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-230 |
2.618 |
120-099 |
1.618 |
120-019 |
1.000 |
119-290 |
0.618 |
119-259 |
HIGH |
119-210 |
0.618 |
119-179 |
0.500 |
119-170 |
0.382 |
119-161 |
LOW |
119-130 |
0.618 |
119-081 |
1.000 |
119-050 |
1.618 |
119-001 |
2.618 |
118-241 |
4.250 |
118-110 |
|
|
Fisher Pivots for day following 31-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
119-183 |
119-177 |
PP |
119-177 |
119-163 |
S1 |
119-170 |
119-150 |
|