ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 31-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2014 |
31-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
119-110 |
119-140 |
0-030 |
0.1% |
119-010 |
| High |
119-140 |
119-210 |
0-070 |
0.2% |
119-210 |
| Low |
119-090 |
119-130 |
0-040 |
0.1% |
118-310 |
| Close |
119-140 |
119-190 |
0-050 |
0.1% |
119-190 |
| Range |
0-050 |
0-080 |
0-030 |
60.0% |
0-220 |
| ATR |
0-084 |
0-083 |
0-000 |
-0.3% |
0-000 |
| Volume |
2,900 |
2,415 |
-485 |
-16.7% |
13,557 |
|
| Daily Pivots for day following 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-097 |
120-063 |
119-234 |
|
| R3 |
120-017 |
119-303 |
119-212 |
|
| R2 |
119-257 |
119-257 |
119-205 |
|
| R1 |
119-223 |
119-223 |
119-197 |
119-240 |
| PP |
119-177 |
119-177 |
119-177 |
119-185 |
| S1 |
119-143 |
119-143 |
119-183 |
119-160 |
| S2 |
119-097 |
119-097 |
119-175 |
|
| S3 |
119-017 |
119-063 |
119-168 |
|
| S4 |
118-257 |
118-303 |
119-146 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-150 |
121-070 |
119-311 |
|
| R3 |
120-250 |
120-170 |
119-250 |
|
| R2 |
120-030 |
120-030 |
119-230 |
|
| R1 |
119-270 |
119-270 |
119-210 |
119-310 |
| PP |
119-130 |
119-130 |
119-130 |
119-150 |
| S1 |
119-050 |
119-050 |
119-170 |
119-090 |
| S2 |
118-230 |
118-230 |
119-150 |
|
| S3 |
118-010 |
118-150 |
119-130 |
|
| S4 |
117-110 |
117-250 |
119-069 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-230 |
|
2.618 |
120-099 |
|
1.618 |
120-019 |
|
1.000 |
119-290 |
|
0.618 |
119-259 |
|
HIGH |
119-210 |
|
0.618 |
119-179 |
|
0.500 |
119-170 |
|
0.382 |
119-161 |
|
LOW |
119-130 |
|
0.618 |
119-081 |
|
1.000 |
119-050 |
|
1.618 |
119-001 |
|
2.618 |
118-241 |
|
4.250 |
118-110 |
|
|
| Fisher Pivots for day following 31-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-183 |
119-177 |
| PP |
119-177 |
119-163 |
| S1 |
119-170 |
119-150 |
|