ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 06-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2015 |
06-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
120-110 |
120-060 |
-0-050 |
-0.1% |
120-270 |
High |
120-110 |
120-060 |
-0-050 |
-0.1% |
120-270 |
Low |
120-060 |
119-060 |
-1-000 |
-0.8% |
119-060 |
Close |
120-060 |
119-090 |
-0-290 |
-0.8% |
119-090 |
Range |
0-050 |
1-000 |
0-270 |
540.0% |
1-210 |
ATR |
0-099 |
0-114 |
0-016 |
16.0% |
0-000 |
Volume |
2,366 |
665 |
-1,701 |
-71.9% |
5,678 |
|
Daily Pivots for day following 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-177 |
121-293 |
119-266 |
|
R3 |
121-177 |
120-293 |
119-178 |
|
R2 |
120-177 |
120-177 |
119-149 |
|
R1 |
119-293 |
119-293 |
119-119 |
119-235 |
PP |
119-177 |
119-177 |
119-177 |
119-148 |
S1 |
118-293 |
118-293 |
119-061 |
118-235 |
S2 |
118-177 |
118-177 |
119-031 |
|
S3 |
117-177 |
117-293 |
119-002 |
|
S4 |
116-177 |
116-293 |
118-234 |
|
|
Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-237 |
123-213 |
120-062 |
|
R3 |
123-027 |
122-003 |
119-236 |
|
R2 |
121-137 |
121-137 |
119-187 |
|
R1 |
120-113 |
120-113 |
119-139 |
120-020 |
PP |
119-247 |
119-247 |
119-247 |
119-200 |
S1 |
118-223 |
118-223 |
119-041 |
118-130 |
S2 |
118-037 |
118-037 |
118-313 |
|
S3 |
116-147 |
117-013 |
118-264 |
|
S4 |
114-257 |
115-123 |
118-118 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-140 |
2.618 |
122-258 |
1.618 |
121-258 |
1.000 |
121-060 |
0.618 |
120-258 |
HIGH |
120-060 |
0.618 |
119-258 |
0.500 |
119-220 |
0.382 |
119-182 |
LOW |
119-060 |
0.618 |
118-182 |
1.000 |
118-060 |
1.618 |
117-182 |
2.618 |
116-182 |
4.250 |
114-300 |
|
|
Fisher Pivots for day following 06-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
119-220 |
119-250 |
PP |
119-177 |
119-197 |
S1 |
119-133 |
119-143 |
|