ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 30-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2015 |
30-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
120-090 |
120-240 |
0-150 |
0.4% |
119-290 |
High |
120-110 |
120-270 |
0-160 |
0.4% |
120-270 |
Low |
120-060 |
120-190 |
0-130 |
0.3% |
119-270 |
Close |
120-090 |
120-240 |
0-150 |
0.4% |
120-240 |
Range |
0-050 |
0-080 |
0-030 |
60.0% |
1-000 |
ATR |
0-094 |
0-100 |
0-006 |
6.5% |
0-000 |
Volume |
135 |
607 |
472 |
349.6% |
2,731 |
|
Daily Pivots for day following 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-153 |
121-117 |
120-284 |
|
R3 |
121-073 |
121-037 |
120-262 |
|
R2 |
120-313 |
120-313 |
120-255 |
|
R1 |
120-277 |
120-277 |
120-247 |
120-280 |
PP |
120-233 |
120-233 |
120-233 |
120-235 |
S1 |
120-197 |
120-197 |
120-233 |
120-200 |
S2 |
120-153 |
120-153 |
120-225 |
|
S3 |
120-073 |
120-117 |
120-218 |
|
S4 |
119-313 |
120-037 |
120-196 |
|
|
Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-153 |
123-037 |
121-096 |
|
R3 |
122-153 |
122-037 |
121-008 |
|
R2 |
121-153 |
121-153 |
120-299 |
|
R1 |
121-037 |
121-037 |
120-269 |
121-095 |
PP |
120-153 |
120-153 |
120-153 |
120-182 |
S1 |
120-037 |
120-037 |
120-211 |
120-095 |
S2 |
119-153 |
119-153 |
120-181 |
|
S3 |
118-153 |
119-037 |
120-152 |
|
S4 |
117-153 |
118-037 |
120-064 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-290 |
2.618 |
121-159 |
1.618 |
121-079 |
1.000 |
121-030 |
0.618 |
120-319 |
HIGH |
120-270 |
0.618 |
120-239 |
0.500 |
120-230 |
0.382 |
120-221 |
LOW |
120-190 |
0.618 |
120-141 |
1.000 |
120-110 |
1.618 |
120-061 |
2.618 |
119-301 |
4.250 |
119-170 |
|
|
Fisher Pivots for day following 30-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
120-237 |
120-215 |
PP |
120-233 |
120-190 |
S1 |
120-230 |
120-165 |
|