ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 30-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2014 |
30-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
119-140 |
119-110 |
-0-030 |
-0.1% |
118-260 |
| High |
119-170 |
119-140 |
-0-030 |
-0.1% |
119-070 |
| Low |
119-120 |
119-090 |
-0-030 |
-0.1% |
118-130 |
| Close |
119-170 |
119-140 |
-0-030 |
-0.1% |
119-030 |
| Range |
0-050 |
0-050 |
0-000 |
0.0% |
0-260 |
| ATR |
0-000 |
0-084 |
0-084 |
|
0-000 |
| Volume |
1,565 |
2,900 |
1,335 |
85.3% |
4,068 |
|
| Daily Pivots for day following 30-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-273 |
119-257 |
119-168 |
|
| R3 |
119-223 |
119-207 |
119-154 |
|
| R2 |
119-173 |
119-173 |
119-149 |
|
| R1 |
119-157 |
119-157 |
119-145 |
119-165 |
| PP |
119-123 |
119-123 |
119-123 |
119-128 |
| S1 |
119-107 |
119-107 |
119-135 |
119-115 |
| S2 |
119-073 |
119-073 |
119-131 |
|
| S3 |
119-023 |
119-057 |
119-126 |
|
| S4 |
118-293 |
119-007 |
119-112 |
|
|
| 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 |
120-032 |
|
2.618 |
119-271 |
|
1.618 |
119-221 |
|
1.000 |
119-190 |
|
0.618 |
119-171 |
|
HIGH |
119-140 |
|
0.618 |
119-121 |
|
0.500 |
119-115 |
|
0.382 |
119-109 |
|
LOW |
119-090 |
|
0.618 |
119-059 |
|
1.000 |
119-040 |
|
1.618 |
119-009 |
|
2.618 |
118-279 |
|
4.250 |
118-198 |
|
|
| Fisher Pivots for day following 30-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-132 |
119-120 |
| PP |
119-123 |
119-100 |
| S1 |
119-115 |
119-080 |
|