ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 13-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2015 |
13-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
119-200 |
119-250 |
0-050 |
0.1% |
118-190 |
High |
119-200 |
119-260 |
0-060 |
0.2% |
119-160 |
Low |
119-200 |
119-250 |
0-050 |
0.1% |
118-180 |
Close |
119-200 |
119-250 |
0-050 |
0.1% |
119-100 |
Range |
0-000 |
0-010 |
0-010 |
|
0-300 |
ATR |
|
|
|
|
|
Volume |
64 |
2 |
-62 |
-96.9% |
638 |
|
Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-283 |
119-277 |
119-256 |
|
R3 |
119-273 |
119-267 |
119-253 |
|
R2 |
119-263 |
119-263 |
119-252 |
|
R1 |
119-257 |
119-257 |
119-251 |
119-255 |
PP |
119-253 |
119-253 |
119-253 |
119-252 |
S1 |
119-247 |
119-247 |
119-249 |
119-245 |
S2 |
119-243 |
119-243 |
119-248 |
|
S3 |
119-233 |
119-237 |
119-247 |
|
S4 |
119-223 |
119-227 |
119-244 |
|
|
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 |
119-302 |
2.618 |
119-286 |
1.618 |
119-276 |
1.000 |
119-270 |
0.618 |
119-266 |
HIGH |
119-260 |
0.618 |
119-256 |
0.500 |
119-255 |
0.382 |
119-254 |
LOW |
119-250 |
0.618 |
119-244 |
1.000 |
119-240 |
1.618 |
119-234 |
2.618 |
119-224 |
4.250 |
119-208 |
|
|
Fisher Pivots for day following 13-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
119-255 |
119-220 |
PP |
119-253 |
119-190 |
S1 |
119-252 |
119-160 |
|