ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 20-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2015 |
20-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
119-050 |
118-270 |
-0-100 |
-0.3% |
119-020 |
High |
119-090 |
119-070 |
-0-020 |
-0.1% |
119-090 |
Low |
118-260 |
118-210 |
-0-050 |
-0.1% |
118-150 |
Close |
118-280 |
118-230 |
-0-050 |
-0.1% |
118-230 |
Range |
0-150 |
0-180 |
0-030 |
20.0% |
0-260 |
ATR |
0-127 |
0-131 |
0-004 |
3.0% |
0-000 |
Volume |
54,816 |
156,598 |
101,782 |
185.7% |
260,091 |
|
Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-177 |
120-063 |
119-009 |
|
R3 |
119-317 |
119-203 |
118-280 |
|
R2 |
119-137 |
119-137 |
118-263 |
|
R1 |
119-023 |
119-023 |
118-246 |
118-310 |
PP |
118-277 |
118-277 |
118-277 |
118-260 |
S1 |
118-163 |
118-163 |
118-214 |
118-130 |
S2 |
118-097 |
118-097 |
118-197 |
|
S3 |
117-237 |
117-303 |
118-180 |
|
S4 |
117-057 |
117-123 |
118-131 |
|
|
Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-083 |
120-257 |
119-053 |
|
R3 |
120-143 |
119-317 |
118-302 |
|
R2 |
119-203 |
119-203 |
118-278 |
|
R1 |
119-057 |
119-057 |
118-254 |
119-000 |
PP |
118-263 |
118-263 |
118-263 |
118-235 |
S1 |
118-117 |
118-117 |
118-206 |
118-060 |
S2 |
118-003 |
118-003 |
118-182 |
|
S3 |
117-063 |
117-177 |
118-158 |
|
S4 |
116-123 |
116-237 |
118-087 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-195 |
2.618 |
120-221 |
1.618 |
120-041 |
1.000 |
119-250 |
0.618 |
119-181 |
HIGH |
119-070 |
0.618 |
119-001 |
0.500 |
118-300 |
0.382 |
118-279 |
LOW |
118-210 |
0.618 |
118-099 |
1.000 |
118-030 |
1.618 |
117-239 |
2.618 |
117-059 |
4.250 |
116-085 |
|
|
Fisher Pivots for day following 20-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
118-300 |
118-280 |
PP |
118-277 |
118-263 |
S1 |
118-253 |
118-247 |
|