ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 20-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2015 |
20-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
120-140 |
120-110 |
-0-030 |
-0.1% |
119-200 |
High |
120-140 |
120-120 |
-0-020 |
-0.1% |
120-170 |
Low |
120-050 |
120-040 |
-0-010 |
0.0% |
119-200 |
Close |
120-060 |
120-050 |
-0-010 |
0.0% |
120-060 |
Range |
0-090 |
0-080 |
-0-010 |
-11.1% |
0-290 |
ATR |
0-084 |
0-083 |
0-000 |
-0.3% |
0-000 |
Volume |
264 |
534 |
270 |
102.3% |
351 |
|
Daily Pivots for day following 20-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-310 |
120-260 |
120-094 |
|
R3 |
120-230 |
120-180 |
120-072 |
|
R2 |
120-150 |
120-150 |
120-065 |
|
R1 |
120-100 |
120-100 |
120-057 |
120-085 |
PP |
120-070 |
120-070 |
120-070 |
120-062 |
S1 |
120-020 |
120-020 |
120-043 |
120-005 |
S2 |
119-310 |
119-310 |
120-035 |
|
S3 |
119-230 |
119-260 |
120-028 |
|
S4 |
119-150 |
119-180 |
120-006 |
|
|
Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-267 |
122-133 |
120-220 |
|
R3 |
121-297 |
121-163 |
120-140 |
|
R2 |
121-007 |
121-007 |
120-113 |
|
R1 |
120-193 |
120-193 |
120-087 |
120-260 |
PP |
120-037 |
120-037 |
120-037 |
120-070 |
S1 |
119-223 |
119-223 |
120-033 |
119-290 |
S2 |
119-067 |
119-067 |
120-007 |
|
S3 |
118-097 |
118-253 |
119-300 |
|
S4 |
117-127 |
117-283 |
119-220 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-140 |
2.618 |
121-009 |
1.618 |
120-249 |
1.000 |
120-200 |
0.618 |
120-169 |
HIGH |
120-120 |
0.618 |
120-089 |
0.500 |
120-080 |
0.382 |
120-071 |
LOW |
120-040 |
0.618 |
119-311 |
1.000 |
119-280 |
1.618 |
119-231 |
2.618 |
119-151 |
4.250 |
119-020 |
|
|
Fisher Pivots for day following 20-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
120-080 |
120-105 |
PP |
120-070 |
120-087 |
S1 |
120-060 |
120-068 |
|