ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 04-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2015 |
04-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
120-200 |
120-030 |
-0-170 |
-0.4% |
119-290 |
High |
120-200 |
120-120 |
-0-080 |
-0.2% |
120-270 |
Low |
120-090 |
120-010 |
-0-080 |
-0.2% |
119-270 |
Close |
120-090 |
120-070 |
-0-020 |
-0.1% |
120-240 |
Range |
0-110 |
0-110 |
0-000 |
0.0% |
1-000 |
ATR |
0-102 |
0-102 |
0-001 |
0.6% |
0-000 |
Volume |
1,691 |
521 |
-1,170 |
-69.2% |
2,731 |
|
Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-077 |
121-023 |
120-130 |
|
R3 |
120-287 |
120-233 |
120-100 |
|
R2 |
120-177 |
120-177 |
120-090 |
|
R1 |
120-123 |
120-123 |
120-080 |
120-150 |
PP |
120-067 |
120-067 |
120-067 |
120-080 |
S1 |
120-013 |
120-013 |
120-060 |
120-040 |
S2 |
119-277 |
119-277 |
120-050 |
|
S3 |
119-167 |
119-223 |
120-040 |
|
S4 |
119-057 |
119-113 |
120-010 |
|
|
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 |
121-268 |
2.618 |
121-088 |
1.618 |
120-298 |
1.000 |
120-230 |
0.618 |
120-188 |
HIGH |
120-120 |
0.618 |
120-078 |
0.500 |
120-065 |
0.382 |
120-052 |
LOW |
120-010 |
0.618 |
119-262 |
1.000 |
119-220 |
1.618 |
119-152 |
2.618 |
119-042 |
4.250 |
118-182 |
|
|
Fisher Pivots for day following 04-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
120-068 |
120-140 |
PP |
120-067 |
120-117 |
S1 |
120-065 |
120-093 |
|