ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 11-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2015 |
11-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
119-010 |
119-040 |
0-030 |
0.1% |
120-270 |
High |
119-050 |
119-050 |
0-000 |
0.0% |
120-270 |
Low |
118-290 |
118-280 |
-0-010 |
0.0% |
119-060 |
Close |
119-020 |
119-020 |
0-000 |
0.0% |
119-090 |
Range |
0-080 |
0-090 |
0-010 |
12.5% |
1-210 |
ATR |
0-113 |
0-111 |
-0-002 |
-1.5% |
0-000 |
Volume |
2,935 |
4,106 |
1,171 |
39.9% |
5,678 |
|
Daily Pivots for day following 11-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-280 |
119-240 |
119-070 |
|
R3 |
119-190 |
119-150 |
119-045 |
|
R2 |
119-100 |
119-100 |
119-036 |
|
R1 |
119-060 |
119-060 |
119-028 |
119-035 |
PP |
119-010 |
119-010 |
119-010 |
118-318 |
S1 |
118-290 |
118-290 |
119-012 |
118-265 |
S2 |
118-240 |
118-240 |
119-004 |
|
S3 |
118-150 |
118-200 |
118-315 |
|
S4 |
118-060 |
118-110 |
118-290 |
|
|
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 |
120-112 |
2.618 |
119-286 |
1.618 |
119-196 |
1.000 |
119-140 |
0.618 |
119-106 |
HIGH |
119-050 |
0.618 |
119-016 |
0.500 |
119-005 |
0.382 |
118-314 |
LOW |
118-280 |
0.618 |
118-224 |
1.000 |
118-190 |
1.618 |
118-134 |
2.618 |
118-044 |
4.250 |
117-218 |
|
|
Fisher Pivots for day following 11-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
119-015 |
119-050 |
PP |
119-010 |
119-040 |
S1 |
119-005 |
119-030 |
|