ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 23-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2015 |
23-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
118-270 |
118-260 |
-0-010 |
0.0% |
119-020 |
High |
119-070 |
119-020 |
-0-050 |
-0.1% |
119-090 |
Low |
118-210 |
118-230 |
0-020 |
0.1% |
118-150 |
Close |
118-230 |
119-010 |
0-100 |
0.3% |
118-230 |
Range |
0-180 |
0-110 |
-0-070 |
-38.9% |
0-260 |
ATR |
0-131 |
0-130 |
-0-002 |
-1.2% |
0-000 |
Volume |
156,598 |
143,484 |
-13,114 |
-8.4% |
260,091 |
|
Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-310 |
119-270 |
119-070 |
|
R3 |
119-200 |
119-160 |
119-040 |
|
R2 |
119-090 |
119-090 |
119-030 |
|
R1 |
119-050 |
119-050 |
119-020 |
119-070 |
PP |
118-300 |
118-300 |
118-300 |
118-310 |
S1 |
118-260 |
118-260 |
119-000 |
118-280 |
S2 |
118-190 |
118-190 |
118-310 |
|
S3 |
118-080 |
118-150 |
118-300 |
|
S4 |
117-290 |
118-040 |
118-270 |
|
|
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 |
120-168 |
2.618 |
119-308 |
1.618 |
119-198 |
1.000 |
119-130 |
0.618 |
119-088 |
HIGH |
119-020 |
0.618 |
118-298 |
0.500 |
118-285 |
0.382 |
118-272 |
LOW |
118-230 |
0.618 |
118-162 |
1.000 |
118-120 |
1.618 |
118-052 |
2.618 |
117-262 |
4.250 |
117-082 |
|
|
Fisher Pivots for day following 23-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
118-315 |
119-003 |
PP |
118-300 |
118-317 |
S1 |
118-285 |
118-310 |
|