ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 12-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
119-060 |
119-200 |
0-140 |
0.4% |
118-190 |
High |
119-160 |
119-200 |
0-040 |
0.1% |
119-160 |
Low |
119-060 |
119-200 |
0-140 |
0.4% |
118-180 |
Close |
119-100 |
119-200 |
0-100 |
0.3% |
119-100 |
Range |
0-100 |
0-000 |
-0-100 |
-100.0% |
0-300 |
ATR |
|
|
|
|
|
Volume |
2 |
64 |
62 |
3,100.0% |
638 |
|
Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-200 |
119-200 |
119-200 |
|
R3 |
119-200 |
119-200 |
119-200 |
|
R2 |
119-200 |
119-200 |
119-200 |
|
R1 |
119-200 |
119-200 |
119-200 |
119-200 |
PP |
119-200 |
119-200 |
119-200 |
119-200 |
S1 |
119-200 |
119-200 |
119-200 |
119-200 |
S2 |
119-200 |
119-200 |
119-200 |
|
S3 |
119-200 |
119-200 |
119-200 |
|
S4 |
119-200 |
119-200 |
119-200 |
|
|
Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-300 |
121-180 |
119-265 |
|
R3 |
121-000 |
120-200 |
119-182 |
|
R2 |
120-020 |
120-020 |
119-155 |
|
R1 |
119-220 |
119-220 |
119-128 |
119-280 |
PP |
119-040 |
119-040 |
119-040 |
119-070 |
S1 |
118-240 |
118-240 |
119-072 |
118-300 |
S2 |
118-060 |
118-060 |
119-045 |
|
S3 |
117-080 |
117-260 |
119-018 |
|
S4 |
116-100 |
116-280 |
118-255 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-200 |
2.618 |
119-200 |
1.618 |
119-200 |
1.000 |
119-200 |
0.618 |
119-200 |
HIGH |
119-200 |
0.618 |
119-200 |
0.500 |
119-200 |
0.382 |
119-200 |
LOW |
119-200 |
0.618 |
119-200 |
1.000 |
119-200 |
1.618 |
119-200 |
2.618 |
119-200 |
4.250 |
119-200 |
|
|
Fisher Pivots for day following 12-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
119-200 |
119-168 |
PP |
119-200 |
119-137 |
S1 |
119-200 |
119-105 |
|