ECBOT 5 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 04-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2014 |
04-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
119-180 |
119-290 |
0-110 |
0.3% |
119-010 |
High |
119-310 |
119-290 |
-0-020 |
-0.1% |
119-210 |
Low |
119-180 |
119-260 |
0-080 |
0.2% |
118-310 |
Close |
119-300 |
119-270 |
-0-030 |
-0.1% |
119-190 |
Range |
0-130 |
0-030 |
-0-100 |
-76.9% |
0-220 |
ATR |
0-087 |
0-083 |
-0-003 |
-3.8% |
0-000 |
Volume |
6,312 |
7,111 |
799 |
12.7% |
13,557 |
|
Daily Pivots for day following 04-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-043 |
120-027 |
119-286 |
|
R3 |
120-013 |
119-317 |
119-278 |
|
R2 |
119-303 |
119-303 |
119-276 |
|
R1 |
119-287 |
119-287 |
119-273 |
119-280 |
PP |
119-273 |
119-273 |
119-273 |
119-270 |
S1 |
119-257 |
119-257 |
119-267 |
119-250 |
S2 |
119-243 |
119-243 |
119-264 |
|
S3 |
119-213 |
119-227 |
119-262 |
|
S4 |
119-183 |
119-197 |
119-254 |
|
|
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 |
120-098 |
2.618 |
120-049 |
1.618 |
120-019 |
1.000 |
120-000 |
0.618 |
119-309 |
HIGH |
119-290 |
0.618 |
119-279 |
0.500 |
119-275 |
0.382 |
119-271 |
LOW |
119-260 |
0.618 |
119-241 |
1.000 |
119-230 |
1.618 |
119-211 |
2.618 |
119-181 |
4.250 |
119-132 |
|
|
Fisher Pivots for day following 04-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
119-275 |
119-253 |
PP |
119-273 |
119-237 |
S1 |
119-272 |
119-220 |
|