ECBOT 5 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 05-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2014 |
05-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
119-290 |
119-270 |
-0-020 |
-0.1% |
119-010 |
High |
119-290 |
120-020 |
0-050 |
0.1% |
119-210 |
Low |
119-260 |
119-220 |
-0-040 |
-0.1% |
118-310 |
Close |
119-270 |
119-230 |
-0-040 |
-0.1% |
119-190 |
Range |
0-030 |
0-120 |
0-090 |
300.0% |
0-220 |
ATR |
0-083 |
0-086 |
0-003 |
3.1% |
0-000 |
Volume |
7,111 |
12,334 |
5,223 |
73.4% |
13,557 |
|
Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-303 |
120-227 |
119-296 |
|
R3 |
120-183 |
120-107 |
119-263 |
|
R2 |
120-063 |
120-063 |
119-252 |
|
R1 |
119-307 |
119-307 |
119-241 |
119-285 |
PP |
119-263 |
119-263 |
119-263 |
119-252 |
S1 |
119-187 |
119-187 |
119-219 |
119-165 |
S2 |
119-143 |
119-143 |
119-208 |
|
S3 |
119-023 |
119-067 |
119-197 |
|
S4 |
118-223 |
118-267 |
119-164 |
|
|
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 |
121-210 |
2.618 |
121-014 |
1.618 |
120-214 |
1.000 |
120-140 |
0.618 |
120-094 |
HIGH |
120-020 |
0.618 |
119-294 |
0.500 |
119-280 |
0.382 |
119-266 |
LOW |
119-220 |
0.618 |
119-146 |
1.000 |
119-100 |
1.618 |
119-026 |
2.618 |
118-226 |
4.250 |
118-030 |
|
|
Fisher Pivots for day following 05-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
119-280 |
119-260 |
PP |
119-263 |
119-250 |
S1 |
119-247 |
119-240 |
|