ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 27-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2014 |
27-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
119-050 |
119-010 |
-0-040 |
-0.1% |
118-260 |
| High |
119-070 |
119-050 |
-0-020 |
-0.1% |
119-070 |
| Low |
119-020 |
119-000 |
-0-020 |
-0.1% |
118-130 |
| Close |
119-030 |
119-000 |
-0-030 |
-0.1% |
119-030 |
| Range |
0-050 |
0-050 |
0-000 |
0.0% |
0-260 |
| ATR |
|
|
|
|
|
| Volume |
681 |
3,991 |
3,310 |
486.0% |
4,068 |
|
| Daily Pivots for day following 27-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-167 |
119-133 |
119-028 |
|
| R3 |
119-117 |
119-083 |
119-014 |
|
| R2 |
119-067 |
119-067 |
119-009 |
|
| R1 |
119-033 |
119-033 |
119-005 |
119-025 |
| PP |
119-017 |
119-017 |
119-017 |
119-012 |
| S1 |
118-303 |
118-303 |
118-315 |
118-295 |
| S2 |
118-287 |
118-287 |
118-311 |
|
| S3 |
118-237 |
118-253 |
118-306 |
|
| S4 |
118-187 |
118-203 |
118-292 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-110 |
121-010 |
119-173 |
|
| R3 |
120-170 |
120-070 |
119-102 |
|
| R2 |
119-230 |
119-230 |
119-078 |
|
| R1 |
119-130 |
119-130 |
119-054 |
119-180 |
| PP |
118-290 |
118-290 |
118-290 |
118-315 |
| S1 |
118-190 |
118-190 |
119-006 |
118-240 |
| S2 |
118-030 |
118-030 |
118-302 |
|
| S3 |
117-090 |
117-250 |
118-278 |
|
| S4 |
116-150 |
116-310 |
118-207 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-262 |
|
2.618 |
119-181 |
|
1.618 |
119-131 |
|
1.000 |
119-100 |
|
0.618 |
119-081 |
|
HIGH |
119-050 |
|
0.618 |
119-031 |
|
0.500 |
119-025 |
|
0.382 |
119-019 |
|
LOW |
119-000 |
|
0.618 |
118-289 |
|
1.000 |
118-270 |
|
1.618 |
118-239 |
|
2.618 |
118-189 |
|
4.250 |
118-108 |
|
|
| Fisher Pivots for day following 27-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-025 |
119-000 |
| PP |
119-017 |
119-000 |
| S1 |
119-008 |
119-000 |
|