ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 28-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2014 |
28-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
119-010 |
119-000 |
-0-010 |
0.0% |
118-260 |
| High |
119-050 |
119-060 |
0-010 |
0.0% |
119-070 |
| Low |
119-000 |
118-310 |
-0-010 |
0.0% |
118-130 |
| Close |
119-000 |
119-060 |
0-060 |
0.2% |
119-030 |
| Range |
0-050 |
0-070 |
0-020 |
40.0% |
0-260 |
| ATR |
|
|
|
|
|
| Volume |
3,991 |
2,686 |
-1,305 |
-32.7% |
4,068 |
|
| Daily Pivots for day following 28-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-247 |
119-223 |
119-098 |
|
| R3 |
119-177 |
119-153 |
119-079 |
|
| R2 |
119-107 |
119-107 |
119-073 |
|
| R1 |
119-083 |
119-083 |
119-066 |
119-095 |
| PP |
119-037 |
119-037 |
119-037 |
119-042 |
| S1 |
119-013 |
119-013 |
119-054 |
119-025 |
| S2 |
118-287 |
118-287 |
119-047 |
|
| S3 |
118-217 |
118-263 |
119-041 |
|
| S4 |
118-147 |
118-193 |
119-022 |
|
|
| 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 |
120-038 |
|
2.618 |
119-243 |
|
1.618 |
119-173 |
|
1.000 |
119-130 |
|
0.618 |
119-103 |
|
HIGH |
119-060 |
|
0.618 |
119-033 |
|
0.500 |
119-025 |
|
0.382 |
119-017 |
|
LOW |
118-310 |
|
0.618 |
118-267 |
|
1.000 |
118-240 |
|
1.618 |
118-197 |
|
2.618 |
118-127 |
|
4.250 |
118-012 |
|
|
| Fisher Pivots for day following 28-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-048 |
119-050 |
| PP |
119-037 |
119-040 |
| S1 |
119-025 |
119-030 |
|