ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 07-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2014 |
07-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
119-230 |
119-190 |
-0-040 |
-0.1% |
119-180 |
| High |
119-230 |
119-310 |
0-080 |
0.2% |
120-020 |
| Low |
119-180 |
119-160 |
-0-020 |
-0.1% |
119-160 |
| Close |
119-190 |
119-280 |
0-090 |
0.2% |
119-280 |
| Range |
0-050 |
0-150 |
0-100 |
200.0% |
0-180 |
| ATR |
0-083 |
0-088 |
0-005 |
5.7% |
0-000 |
| Volume |
11,701 |
6,711 |
-4,990 |
-42.6% |
44,169 |
|
| Daily Pivots for day following 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-060 |
121-000 |
120-042 |
|
| R3 |
120-230 |
120-170 |
120-001 |
|
| R2 |
120-080 |
120-080 |
119-308 |
|
| R1 |
120-020 |
120-020 |
119-294 |
120-050 |
| PP |
119-250 |
119-250 |
119-250 |
119-265 |
| S1 |
119-190 |
119-190 |
119-266 |
119-220 |
| S2 |
119-100 |
119-100 |
119-252 |
|
| S3 |
118-270 |
119-040 |
119-239 |
|
| S4 |
118-120 |
118-210 |
119-198 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-160 |
121-080 |
120-059 |
|
| R3 |
120-300 |
120-220 |
120-010 |
|
| R2 |
120-120 |
120-120 |
119-313 |
|
| R1 |
120-040 |
120-040 |
119-296 |
120-080 |
| PP |
119-260 |
119-260 |
119-260 |
119-280 |
| S1 |
119-180 |
119-180 |
119-264 |
119-220 |
| S2 |
119-080 |
119-080 |
119-247 |
|
| S3 |
118-220 |
119-000 |
119-230 |
|
| S4 |
118-040 |
118-140 |
119-181 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-308 |
|
2.618 |
121-063 |
|
1.618 |
120-233 |
|
1.000 |
120-140 |
|
0.618 |
120-083 |
|
HIGH |
119-310 |
|
0.618 |
119-253 |
|
0.500 |
119-235 |
|
0.382 |
119-217 |
|
LOW |
119-160 |
|
0.618 |
119-067 |
|
1.000 |
119-010 |
|
1.618 |
118-237 |
|
2.618 |
118-087 |
|
4.250 |
117-162 |
|
|
| Fisher Pivots for day following 07-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-265 |
119-270 |
| PP |
119-250 |
119-260 |
| S1 |
119-235 |
119-250 |
|