ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 16-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2015 |
16-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
120-080 |
120-140 |
0-060 |
0.2% |
119-200 |
| High |
120-170 |
120-140 |
-0-030 |
-0.1% |
120-170 |
| Low |
120-080 |
120-050 |
-0-030 |
-0.1% |
119-200 |
| Close |
120-170 |
120-060 |
-0-110 |
-0.3% |
120-060 |
| Range |
0-090 |
0-090 |
0-000 |
0.0% |
0-290 |
| ATR |
0-081 |
0-084 |
0-003 |
3.4% |
0-000 |
| Volume |
20 |
264 |
244 |
1,220.0% |
351 |
|
| Daily Pivots for day following 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-033 |
120-297 |
120-110 |
|
| R3 |
120-263 |
120-207 |
120-085 |
|
| R2 |
120-173 |
120-173 |
120-076 |
|
| R1 |
120-117 |
120-117 |
120-068 |
120-100 |
| PP |
120-083 |
120-083 |
120-083 |
120-075 |
| S1 |
120-027 |
120-027 |
120-052 |
120-010 |
| S2 |
119-313 |
119-313 |
120-044 |
|
| S3 |
119-223 |
119-257 |
120-035 |
|
| S4 |
119-133 |
119-167 |
120-010 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-267 |
122-133 |
120-220 |
|
| R3 |
121-297 |
121-163 |
120-140 |
|
| R2 |
121-007 |
121-007 |
120-113 |
|
| R1 |
120-193 |
120-193 |
120-087 |
120-260 |
| PP |
120-037 |
120-037 |
120-037 |
120-070 |
| S1 |
119-223 |
119-223 |
120-033 |
119-290 |
| S2 |
119-067 |
119-067 |
120-007 |
|
| S3 |
118-097 |
118-253 |
119-300 |
|
| S4 |
117-127 |
117-283 |
119-220 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-202 |
|
2.618 |
121-056 |
|
1.618 |
120-286 |
|
1.000 |
120-230 |
|
0.618 |
120-196 |
|
HIGH |
120-140 |
|
0.618 |
120-106 |
|
0.500 |
120-095 |
|
0.382 |
120-084 |
|
LOW |
120-050 |
|
0.618 |
119-314 |
|
1.000 |
119-280 |
|
1.618 |
119-224 |
|
2.618 |
119-134 |
|
4.250 |
118-308 |
|
|
| Fisher Pivots for day following 16-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-095 |
120-090 |
| PP |
120-083 |
120-080 |
| S1 |
120-072 |
120-070 |
|