ECBOT 5 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 26-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2015 |
26-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
119-152 |
119-150 |
-0-002 |
0.0% |
119-020 |
High |
119-175 |
119-207 |
0-032 |
0.1% |
119-090 |
Low |
119-107 |
119-015 |
-0-092 |
-0.2% |
118-150 |
Close |
119-145 |
119-050 |
-0-095 |
-0.2% |
118-230 |
Range |
0-068 |
0-192 |
0-124 |
182.4% |
0-260 |
ATR |
0-133 |
0-137 |
0-004 |
3.2% |
0-000 |
Volume |
1,063,725 |
949,127 |
-114,598 |
-10.8% |
260,091 |
|
Daily Pivots for day following 26-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-027 |
120-230 |
119-156 |
|
R3 |
120-155 |
120-038 |
119-103 |
|
R2 |
119-283 |
119-283 |
119-085 |
|
R1 |
119-166 |
119-166 |
119-068 |
119-128 |
PP |
119-091 |
119-091 |
119-091 |
119-072 |
S1 |
118-294 |
118-294 |
119-032 |
118-256 |
S2 |
118-219 |
118-219 |
119-015 |
|
S3 |
118-027 |
118-102 |
118-317 |
|
S4 |
117-155 |
117-230 |
118-264 |
|
|
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 |
122-063 |
2.618 |
121-070 |
1.618 |
120-198 |
1.000 |
120-079 |
0.618 |
120-006 |
HIGH |
119-207 |
0.618 |
119-134 |
0.500 |
119-111 |
0.382 |
119-088 |
LOW |
119-015 |
0.618 |
118-216 |
1.000 |
118-143 |
1.618 |
118-024 |
2.618 |
117-152 |
4.250 |
116-159 |
|
|
Fisher Pivots for day following 26-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
119-111 |
119-064 |
PP |
119-091 |
119-059 |
S1 |
119-070 |
119-054 |
|