ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 05-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2015 |
05-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
120-030 |
120-110 |
0-080 |
0.2% |
119-290 |
High |
120-120 |
120-110 |
-0-010 |
0.0% |
120-270 |
Low |
120-010 |
120-060 |
0-050 |
0.1% |
119-270 |
Close |
120-070 |
120-060 |
-0-010 |
0.0% |
120-240 |
Range |
0-110 |
0-050 |
-0-060 |
-54.5% |
1-000 |
ATR |
0-102 |
0-099 |
-0-004 |
-3.7% |
0-000 |
Volume |
521 |
2,366 |
1,845 |
354.1% |
2,731 |
|
Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-227 |
120-193 |
120-088 |
|
R3 |
120-177 |
120-143 |
120-074 |
|
R2 |
120-127 |
120-127 |
120-069 |
|
R1 |
120-093 |
120-093 |
120-065 |
120-085 |
PP |
120-077 |
120-077 |
120-077 |
120-072 |
S1 |
120-043 |
120-043 |
120-055 |
120-035 |
S2 |
120-027 |
120-027 |
120-051 |
|
S3 |
119-297 |
119-313 |
120-046 |
|
S4 |
119-247 |
119-263 |
120-032 |
|
|
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 |
121-002 |
2.618 |
120-241 |
1.618 |
120-191 |
1.000 |
120-160 |
0.618 |
120-141 |
HIGH |
120-110 |
0.618 |
120-091 |
0.500 |
120-085 |
0.382 |
120-079 |
LOW |
120-060 |
0.618 |
120-029 |
1.000 |
120-010 |
1.618 |
119-299 |
2.618 |
119-249 |
4.250 |
119-168 |
|
|
Fisher Pivots for day following 05-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
120-085 |
120-105 |
PP |
120-077 |
120-090 |
S1 |
120-068 |
120-075 |
|