ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 18-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2015 |
18-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
119-020 |
118-200 |
-0-140 |
-0.4% |
119-140 |
High |
119-060 |
119-070 |
0-010 |
0.0% |
119-140 |
Low |
118-160 |
118-150 |
-0-010 |
0.0% |
118-260 |
Close |
118-190 |
119-040 |
0-170 |
0.4% |
119-030 |
Range |
0-220 |
0-240 |
0-020 |
9.1% |
0-200 |
ATR |
0-117 |
0-126 |
0-009 |
7.5% |
0-000 |
Volume |
10,180 |
38,497 |
28,317 |
278.2% |
25,997 |
|
Daily Pivots for day following 18-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-060 |
120-290 |
119-172 |
|
R3 |
120-140 |
120-050 |
119-106 |
|
R2 |
119-220 |
119-220 |
119-084 |
|
R1 |
119-130 |
119-130 |
119-062 |
119-175 |
PP |
118-300 |
118-300 |
118-300 |
119-002 |
S1 |
118-210 |
118-210 |
119-018 |
118-255 |
S2 |
118-060 |
118-060 |
118-316 |
|
S3 |
117-140 |
117-290 |
118-294 |
|
S4 |
116-220 |
117-050 |
118-228 |
|
|
Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-317 |
120-213 |
119-140 |
|
R3 |
120-117 |
120-013 |
119-085 |
|
R2 |
119-237 |
119-237 |
119-067 |
|
R1 |
119-133 |
119-133 |
119-048 |
119-085 |
PP |
119-037 |
119-037 |
119-037 |
119-012 |
S1 |
118-253 |
118-253 |
119-012 |
118-205 |
S2 |
118-157 |
118-157 |
118-313 |
|
S3 |
117-277 |
118-053 |
118-295 |
|
S4 |
117-077 |
117-173 |
118-240 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-130 |
2.618 |
121-058 |
1.618 |
120-138 |
1.000 |
119-310 |
0.618 |
119-218 |
HIGH |
119-070 |
0.618 |
118-298 |
0.500 |
118-270 |
0.382 |
118-242 |
LOW |
118-150 |
0.618 |
118-002 |
1.000 |
117-230 |
1.618 |
117-082 |
2.618 |
116-162 |
4.250 |
115-090 |
|
|
Fisher Pivots for day following 18-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
119-010 |
119-010 |
PP |
118-300 |
118-300 |
S1 |
118-270 |
118-270 |
|