ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 26-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
26-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
120-000 |
119-290 |
-0-030 |
-0.1% |
120-110 |
| High |
120-010 |
119-310 |
-0-020 |
-0.1% |
120-120 |
| Low |
119-290 |
119-270 |
-0-020 |
-0.1% |
119-190 |
| Close |
120-000 |
119-270 |
-0-050 |
-0.1% |
120-000 |
| Range |
0-040 |
0-040 |
0-000 |
0.0% |
0-250 |
| ATR |
0-087 |
0-085 |
-0-003 |
-3.1% |
0-000 |
| Volume |
92 |
186 |
94 |
102.2% |
2,055 |
|
| Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-083 |
120-057 |
119-292 |
|
| R3 |
120-043 |
120-017 |
119-281 |
|
| R2 |
120-003 |
120-003 |
119-277 |
|
| R1 |
119-297 |
119-297 |
119-274 |
119-290 |
| PP |
119-283 |
119-283 |
119-283 |
119-280 |
| S1 |
119-257 |
119-257 |
119-266 |
119-250 |
| S2 |
119-243 |
119-243 |
119-263 |
|
| S3 |
119-203 |
119-217 |
119-259 |
|
| S4 |
119-163 |
119-177 |
119-248 |
|
|
| 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 |
120-160 |
|
2.618 |
120-095 |
|
1.618 |
120-055 |
|
1.000 |
120-030 |
|
0.618 |
120-015 |
|
HIGH |
119-310 |
|
0.618 |
119-295 |
|
0.500 |
119-290 |
|
0.382 |
119-285 |
|
LOW |
119-270 |
|
0.618 |
119-245 |
|
1.000 |
119-230 |
|
1.618 |
119-205 |
|
2.618 |
119-165 |
|
4.250 |
119-100 |
|
|
| Fisher Pivots for day following 26-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-290 |
119-267 |
| PP |
119-283 |
119-263 |
| S1 |
119-277 |
119-260 |
|