ECBOT 5 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 06-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2014 |
06-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
119-270 |
119-230 |
-0-040 |
-0.1% |
119-010 |
High |
120-020 |
119-230 |
-0-110 |
-0.3% |
119-210 |
Low |
119-220 |
119-180 |
-0-040 |
-0.1% |
118-310 |
Close |
119-230 |
119-190 |
-0-040 |
-0.1% |
119-190 |
Range |
0-120 |
0-050 |
-0-070 |
-58.3% |
0-220 |
ATR |
0-086 |
0-083 |
-0-003 |
-3.0% |
0-000 |
Volume |
12,334 |
11,701 |
-633 |
-5.1% |
13,557 |
|
Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-030 |
120-000 |
119-218 |
|
R3 |
119-300 |
119-270 |
119-204 |
|
R2 |
119-250 |
119-250 |
119-199 |
|
R1 |
119-220 |
119-220 |
119-195 |
119-210 |
PP |
119-200 |
119-200 |
119-200 |
119-195 |
S1 |
119-170 |
119-170 |
119-185 |
119-160 |
S2 |
119-150 |
119-150 |
119-181 |
|
S3 |
119-100 |
119-120 |
119-176 |
|
S4 |
119-050 |
119-070 |
119-162 |
|
|
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 |
120-122 |
2.618 |
120-041 |
1.618 |
119-311 |
1.000 |
119-280 |
0.618 |
119-261 |
HIGH |
119-230 |
0.618 |
119-211 |
0.500 |
119-205 |
0.382 |
119-199 |
LOW |
119-180 |
0.618 |
119-149 |
1.000 |
119-130 |
1.618 |
119-099 |
2.618 |
119-049 |
4.250 |
118-288 |
|
|
Fisher Pivots for day following 06-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
119-205 |
119-260 |
PP |
119-200 |
119-237 |
S1 |
119-195 |
119-213 |
|