ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 27-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2015 |
27-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
119-290 |
120-050 |
0-080 |
0.2% |
120-110 |
High |
119-310 |
120-090 |
0-100 |
0.3% |
120-120 |
Low |
119-270 |
119-300 |
0-030 |
0.1% |
119-190 |
Close |
119-270 |
119-300 |
0-030 |
0.1% |
120-000 |
Range |
0-040 |
0-110 |
0-070 |
175.0% |
0-250 |
ATR |
0-085 |
0-089 |
0-004 |
4.7% |
0-000 |
Volume |
186 |
1,225 |
1,039 |
558.6% |
2,055 |
|
Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-027 |
120-273 |
120-040 |
|
R3 |
120-237 |
120-163 |
120-010 |
|
R2 |
120-127 |
120-127 |
120-000 |
|
R1 |
120-053 |
120-053 |
119-310 |
120-035 |
PP |
120-017 |
120-017 |
120-017 |
120-008 |
S1 |
119-263 |
119-263 |
119-290 |
119-245 |
S2 |
119-227 |
119-227 |
119-280 |
|
S3 |
119-117 |
119-153 |
119-270 |
|
S4 |
119-007 |
119-043 |
119-240 |
|
|
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 |
121-238 |
2.618 |
121-058 |
1.618 |
120-268 |
1.000 |
120-200 |
0.618 |
120-158 |
HIGH |
120-090 |
0.618 |
120-048 |
0.500 |
120-035 |
0.382 |
120-022 |
LOW |
119-300 |
0.618 |
119-232 |
1.000 |
119-190 |
1.618 |
119-122 |
2.618 |
119-012 |
4.250 |
118-152 |
|
|
Fisher Pivots for day following 27-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
120-035 |
120-020 |
PP |
120-017 |
120-007 |
S1 |
119-318 |
119-313 |
|