ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 03-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2015 |
03-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
120-270 |
120-200 |
-0-070 |
-0.2% |
119-290 |
High |
120-270 |
120-200 |
-0-070 |
-0.2% |
120-270 |
Low |
120-200 |
120-090 |
-0-110 |
-0.3% |
119-270 |
Close |
120-240 |
120-090 |
-0-150 |
-0.4% |
120-240 |
Range |
0-070 |
0-110 |
0-040 |
57.1% |
1-000 |
ATR |
0-098 |
0-102 |
0-004 |
3.8% |
0-000 |
Volume |
435 |
1,691 |
1,256 |
288.7% |
2,731 |
|
Daily Pivots for day following 03-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-137 |
121-063 |
120-150 |
|
R3 |
121-027 |
120-273 |
120-120 |
|
R2 |
120-237 |
120-237 |
120-110 |
|
R1 |
120-163 |
120-163 |
120-100 |
120-145 |
PP |
120-127 |
120-127 |
120-127 |
120-118 |
S1 |
120-053 |
120-053 |
120-080 |
120-035 |
S2 |
120-017 |
120-017 |
120-070 |
|
S3 |
119-227 |
119-263 |
120-060 |
|
S4 |
119-117 |
119-153 |
120-030 |
|
|
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 |
122-028 |
2.618 |
121-168 |
1.618 |
121-058 |
1.000 |
120-310 |
0.618 |
120-268 |
HIGH |
120-200 |
0.618 |
120-158 |
0.500 |
120-145 |
0.382 |
120-132 |
LOW |
120-090 |
0.618 |
120-022 |
1.000 |
119-300 |
1.618 |
119-232 |
2.618 |
119-122 |
4.250 |
118-262 |
|
|
Fisher Pivots for day following 03-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
120-145 |
120-180 |
PP |
120-127 |
120-150 |
S1 |
120-108 |
120-120 |
|