ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 24-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2015 |
24-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
118-260 |
119-020 |
0-080 |
0.2% |
119-020 |
High |
119-020 |
119-170 |
0-150 |
0.4% |
119-090 |
Low |
118-230 |
118-240 |
0-010 |
0.0% |
118-150 |
Close |
119-010 |
119-160 |
0-150 |
0.4% |
118-230 |
Range |
0-110 |
0-250 |
0-140 |
127.3% |
0-260 |
ATR |
0-130 |
0-138 |
0-009 |
6.6% |
0-000 |
Volume |
143,484 |
730,762 |
587,278 |
409.3% |
260,091 |
|
Daily Pivots for day following 24-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-193 |
121-107 |
119-298 |
|
R3 |
120-263 |
120-177 |
119-229 |
|
R2 |
120-013 |
120-013 |
119-206 |
|
R1 |
119-247 |
119-247 |
119-183 |
119-290 |
PP |
119-083 |
119-083 |
119-083 |
119-105 |
S1 |
118-317 |
118-317 |
119-137 |
119-040 |
S2 |
118-153 |
118-153 |
119-114 |
|
S3 |
117-223 |
118-067 |
119-091 |
|
S4 |
116-293 |
117-137 |
119-022 |
|
|
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 |
122-272 |
2.618 |
121-184 |
1.618 |
120-254 |
1.000 |
120-100 |
0.618 |
120-004 |
HIGH |
119-170 |
0.618 |
119-074 |
0.500 |
119-045 |
0.382 |
119-016 |
LOW |
118-240 |
0.618 |
118-086 |
1.000 |
117-310 |
1.618 |
117-156 |
2.618 |
116-226 |
4.250 |
115-138 |
|
|
Fisher Pivots for day following 24-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
119-122 |
119-117 |
PP |
119-083 |
119-073 |
S1 |
119-045 |
119-030 |
|