ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 23-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2015 |
23-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
119-250 |
120-000 |
0-070 |
0.2% |
120-110 |
| High |
119-310 |
120-010 |
0-020 |
0.1% |
120-120 |
| Low |
119-190 |
119-290 |
0-100 |
0.3% |
119-190 |
| Close |
119-230 |
120-000 |
0-090 |
0.2% |
120-000 |
| Range |
0-120 |
0-040 |
-0-080 |
-66.7% |
0-250 |
| ATR |
0-086 |
0-087 |
0-001 |
1.1% |
0-000 |
| Volume |
819 |
92 |
-727 |
-88.8% |
2,055 |
|
| Daily Pivots for day following 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-113 |
120-097 |
120-022 |
|
| R3 |
120-073 |
120-057 |
120-011 |
|
| R2 |
120-033 |
120-033 |
120-007 |
|
| R1 |
120-017 |
120-017 |
120-004 |
120-020 |
| PP |
119-313 |
119-313 |
119-313 |
119-315 |
| S1 |
119-297 |
119-297 |
119-316 |
119-300 |
| S2 |
119-273 |
119-273 |
119-313 |
|
| S3 |
119-233 |
119-257 |
119-309 |
|
| S4 |
119-193 |
119-217 |
119-298 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-107 |
121-303 |
120-138 |
|
| R3 |
121-177 |
121-053 |
120-069 |
|
| R2 |
120-247 |
120-247 |
120-046 |
|
| R1 |
120-123 |
120-123 |
120-023 |
120-060 |
| PP |
119-317 |
119-317 |
119-317 |
119-285 |
| S1 |
119-193 |
119-193 |
119-297 |
119-130 |
| S2 |
119-067 |
119-067 |
119-274 |
|
| S3 |
118-137 |
118-263 |
119-251 |
|
| S4 |
117-207 |
118-013 |
119-182 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-180 |
|
2.618 |
120-115 |
|
1.618 |
120-075 |
|
1.000 |
120-050 |
|
0.618 |
120-035 |
|
HIGH |
120-010 |
|
0.618 |
119-315 |
|
0.500 |
119-310 |
|
0.382 |
119-305 |
|
LOW |
119-290 |
|
0.618 |
119-265 |
|
1.000 |
119-250 |
|
1.618 |
119-225 |
|
2.618 |
119-185 |
|
4.250 |
119-120 |
|
|
| Fisher Pivots for day following 23-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-317 |
119-310 |
| PP |
119-313 |
119-300 |
| S1 |
119-310 |
119-290 |
|