ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 15-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2015 |
15-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
120-060 |
120-080 |
0-020 |
0.1% |
118-190 |
| High |
120-090 |
120-170 |
0-080 |
0.2% |
119-160 |
| Low |
120-010 |
120-080 |
0-070 |
0.2% |
118-180 |
| Close |
120-040 |
120-170 |
0-130 |
0.3% |
119-100 |
| Range |
0-080 |
0-090 |
0-010 |
12.5% |
0-300 |
| ATR |
0-077 |
0-081 |
0-004 |
4.9% |
0-000 |
| Volume |
1 |
20 |
19 |
1,900.0% |
638 |
|
| Daily Pivots for day following 15-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-090 |
121-060 |
120-220 |
|
| R3 |
121-000 |
120-290 |
120-195 |
|
| R2 |
120-230 |
120-230 |
120-186 |
|
| R1 |
120-200 |
120-200 |
120-178 |
120-215 |
| PP |
120-140 |
120-140 |
120-140 |
120-148 |
| S1 |
120-110 |
120-110 |
120-162 |
120-125 |
| S2 |
120-050 |
120-050 |
120-154 |
|
| S3 |
119-280 |
120-020 |
120-145 |
|
| S4 |
119-190 |
119-250 |
120-120 |
|
|
| 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 |
121-232 |
|
2.618 |
121-086 |
|
1.618 |
120-316 |
|
1.000 |
120-260 |
|
0.618 |
120-226 |
|
HIGH |
120-170 |
|
0.618 |
120-136 |
|
0.500 |
120-125 |
|
0.382 |
120-114 |
|
LOW |
120-080 |
|
0.618 |
120-024 |
|
1.000 |
119-310 |
|
1.618 |
119-254 |
|
2.618 |
119-164 |
|
4.250 |
119-018 |
|
|
| Fisher Pivots for day following 15-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-155 |
120-130 |
| PP |
120-140 |
120-090 |
| S1 |
120-125 |
120-050 |
|