ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 28-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2015 |
28-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
120-050 |
120-140 |
0-090 |
0.2% |
120-110 |
High |
120-090 |
120-160 |
0-070 |
0.2% |
120-120 |
Low |
119-300 |
120-140 |
0-160 |
0.4% |
119-190 |
Close |
119-300 |
120-140 |
0-160 |
0.4% |
120-000 |
Range |
0-110 |
0-020 |
-0-090 |
-81.8% |
0-250 |
ATR |
0-089 |
0-095 |
0-007 |
7.3% |
0-000 |
Volume |
1,225 |
578 |
-647 |
-52.8% |
2,055 |
|
Daily Pivots for day following 28-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-207 |
120-193 |
120-151 |
|
R3 |
120-187 |
120-173 |
120-146 |
|
R2 |
120-167 |
120-167 |
120-144 |
|
R1 |
120-153 |
120-153 |
120-142 |
120-150 |
PP |
120-147 |
120-147 |
120-147 |
120-145 |
S1 |
120-133 |
120-133 |
120-138 |
120-130 |
S2 |
120-127 |
120-127 |
120-136 |
|
S3 |
120-107 |
120-113 |
120-134 |
|
S4 |
120-087 |
120-093 |
120-129 |
|
|
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 |
120-245 |
2.618 |
120-212 |
1.618 |
120-192 |
1.000 |
120-180 |
0.618 |
120-172 |
HIGH |
120-160 |
0.618 |
120-152 |
0.500 |
120-150 |
0.382 |
120-148 |
LOW |
120-140 |
0.618 |
120-128 |
1.000 |
120-120 |
1.618 |
120-108 |
2.618 |
120-088 |
4.250 |
120-055 |
|
|
Fisher Pivots for day following 28-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
120-150 |
120-112 |
PP |
120-147 |
120-083 |
S1 |
120-143 |
120-055 |
|