ECBOT 10 Year T-Note Future June 2015
Trading Metrics calculated at close of trading on 05-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2015 |
05-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
129-080 |
129-270 |
0-190 |
0.5% |
129-170 |
High |
129-280 |
130-020 |
0-060 |
0.1% |
130-200 |
Low |
129-010 |
129-040 |
0-030 |
0.1% |
128-300 |
Close |
129-140 |
129-090 |
-0-050 |
-0.1% |
130-120 |
Range |
0-270 |
0-300 |
0-030 |
11.1% |
1-220 |
ATR |
0-233 |
0-238 |
0-005 |
2.1% |
0-000 |
Volume |
6,298 |
13,865 |
7,567 |
120.1% |
32,776 |
|
Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-097 |
131-233 |
129-255 |
|
R3 |
131-117 |
130-253 |
129-172 |
|
R2 |
130-137 |
130-137 |
129-145 |
|
R1 |
129-273 |
129-273 |
129-118 |
129-215 |
PP |
129-157 |
129-157 |
129-157 |
129-128 |
S1 |
128-293 |
128-293 |
129-062 |
128-235 |
S2 |
128-177 |
128-177 |
129-035 |
|
S3 |
127-197 |
127-313 |
129-008 |
|
S4 |
126-217 |
127-013 |
128-245 |
|
|
Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-013 |
134-127 |
131-097 |
|
R3 |
133-113 |
132-227 |
130-268 |
|
R2 |
131-213 |
131-213 |
130-219 |
|
R1 |
131-007 |
131-007 |
130-170 |
131-110 |
PP |
129-313 |
129-313 |
129-313 |
130-045 |
S1 |
129-107 |
129-107 |
130-070 |
129-210 |
S2 |
128-093 |
128-093 |
130-021 |
|
S3 |
126-193 |
127-207 |
129-292 |
|
S4 |
124-293 |
125-307 |
129-143 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-015 |
2.618 |
132-165 |
1.618 |
131-185 |
1.000 |
131-000 |
0.618 |
130-205 |
HIGH |
130-020 |
0.618 |
129-225 |
0.500 |
129-190 |
0.382 |
129-155 |
LOW |
129-040 |
0.618 |
128-175 |
1.000 |
128-060 |
1.618 |
127-195 |
2.618 |
126-215 |
4.250 |
125-045 |
|
|
Fisher Pivots for day following 05-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
129-190 |
129-235 |
PP |
129-157 |
129-187 |
S1 |
129-123 |
129-138 |
|