ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 22-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
120-050 |
119-250 |
-0-120 |
-0.3% |
119-200 |
| High |
120-070 |
119-310 |
-0-080 |
-0.2% |
120-170 |
| Low |
119-300 |
119-190 |
-0-110 |
-0.3% |
119-200 |
| Close |
119-300 |
119-230 |
-0-070 |
-0.2% |
120-060 |
| Range |
0-090 |
0-120 |
0-030 |
33.3% |
0-290 |
| ATR |
0-084 |
0-086 |
0-003 |
3.1% |
0-000 |
| Volume |
610 |
819 |
209 |
34.3% |
351 |
|
| Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-283 |
120-217 |
119-296 |
|
| R3 |
120-163 |
120-097 |
119-263 |
|
| R2 |
120-043 |
120-043 |
119-252 |
|
| R1 |
119-297 |
119-297 |
119-241 |
119-270 |
| PP |
119-243 |
119-243 |
119-243 |
119-230 |
| S1 |
119-177 |
119-177 |
119-219 |
119-150 |
| S2 |
119-123 |
119-123 |
119-208 |
|
| S3 |
119-003 |
119-057 |
119-197 |
|
| S4 |
118-203 |
118-257 |
119-164 |
|
|
| 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 |
121-180 |
|
2.618 |
120-304 |
|
1.618 |
120-184 |
|
1.000 |
120-110 |
|
0.618 |
120-064 |
|
HIGH |
119-310 |
|
0.618 |
119-264 |
|
0.500 |
119-250 |
|
0.382 |
119-236 |
|
LOW |
119-190 |
|
0.618 |
119-116 |
|
1.000 |
119-070 |
|
1.618 |
118-316 |
|
2.618 |
118-196 |
|
4.250 |
118-000 |
|
|
| Fisher Pivots for day following 22-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-250 |
119-315 |
| PP |
119-243 |
119-287 |
| S1 |
119-237 |
119-258 |
|