ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 19-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2015 |
19-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
118-200 |
119-050 |
0-170 |
0.4% |
119-140 |
High |
119-070 |
119-090 |
0-020 |
0.1% |
119-140 |
Low |
118-150 |
118-260 |
0-110 |
0.3% |
118-260 |
Close |
119-040 |
118-280 |
-0-080 |
-0.2% |
119-030 |
Range |
0-240 |
0-150 |
-0-090 |
-37.5% |
0-200 |
ATR |
0-126 |
0-127 |
0-002 |
1.4% |
0-000 |
Volume |
38,497 |
54,816 |
16,319 |
42.4% |
25,997 |
|
Daily Pivots for day following 19-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-127 |
120-033 |
119-042 |
|
R3 |
119-297 |
119-203 |
119-001 |
|
R2 |
119-147 |
119-147 |
118-308 |
|
R1 |
119-053 |
119-053 |
118-294 |
119-025 |
PP |
118-317 |
118-317 |
118-317 |
118-302 |
S1 |
118-223 |
118-223 |
118-266 |
118-195 |
S2 |
118-167 |
118-167 |
118-252 |
|
S3 |
118-017 |
118-073 |
118-239 |
|
S4 |
117-187 |
117-243 |
118-198 |
|
|
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 |
121-088 |
2.618 |
120-163 |
1.618 |
120-013 |
1.000 |
119-240 |
0.618 |
119-183 |
HIGH |
119-090 |
0.618 |
119-033 |
0.500 |
119-015 |
0.382 |
118-317 |
LOW |
118-260 |
0.618 |
118-167 |
1.000 |
118-110 |
1.618 |
118-017 |
2.618 |
117-187 |
4.250 |
116-262 |
|
|
Fisher Pivots for day following 19-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
119-015 |
118-280 |
PP |
118-317 |
118-280 |
S1 |
118-298 |
118-280 |
|