ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 21-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
120-110 |
120-050 |
-0-060 |
-0.2% |
119-200 |
High |
120-120 |
120-070 |
-0-050 |
-0.1% |
120-170 |
Low |
120-040 |
119-300 |
-0-060 |
-0.2% |
119-200 |
Close |
120-050 |
119-300 |
-0-070 |
-0.2% |
120-060 |
Range |
0-080 |
0-090 |
0-010 |
12.5% |
0-290 |
ATR |
0-083 |
0-084 |
0-000 |
0.6% |
0-000 |
Volume |
534 |
610 |
76 |
14.2% |
351 |
|
Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-280 |
120-220 |
120-030 |
|
R3 |
120-190 |
120-130 |
120-005 |
|
R2 |
120-100 |
120-100 |
119-316 |
|
R1 |
120-040 |
120-040 |
119-308 |
120-025 |
PP |
120-010 |
120-010 |
120-010 |
120-002 |
S1 |
119-270 |
119-270 |
119-292 |
119-255 |
S2 |
119-240 |
119-240 |
119-284 |
|
S3 |
119-150 |
119-180 |
119-275 |
|
S4 |
119-060 |
119-090 |
119-250 |
|
|
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 |
121-132 |
2.618 |
120-306 |
1.618 |
120-216 |
1.000 |
120-160 |
0.618 |
120-126 |
HIGH |
120-070 |
0.618 |
120-036 |
0.500 |
120-025 |
0.382 |
120-014 |
LOW |
119-300 |
0.618 |
119-244 |
1.000 |
119-210 |
1.618 |
119-154 |
2.618 |
119-064 |
4.250 |
118-238 |
|
|
Fisher Pivots for day following 21-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
120-025 |
120-060 |
PP |
120-010 |
120-033 |
S1 |
119-315 |
120-007 |
|