ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 03-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2014 |
03-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
119-140 |
119-180 |
0-040 |
0.1% |
119-010 |
| High |
119-210 |
119-310 |
0-100 |
0.3% |
119-210 |
| Low |
119-130 |
119-180 |
0-050 |
0.1% |
118-310 |
| Close |
119-190 |
119-300 |
0-110 |
0.3% |
119-190 |
| Range |
0-080 |
0-130 |
0-050 |
62.5% |
0-220 |
| ATR |
0-083 |
0-087 |
0-003 |
4.0% |
0-000 |
| Volume |
2,415 |
6,312 |
3,897 |
161.4% |
13,557 |
|
| Daily Pivots for day following 03-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-013 |
120-287 |
120-052 |
|
| R3 |
120-203 |
120-157 |
120-016 |
|
| R2 |
120-073 |
120-073 |
120-004 |
|
| R1 |
120-027 |
120-027 |
119-312 |
120-050 |
| PP |
119-263 |
119-263 |
119-263 |
119-275 |
| S1 |
119-217 |
119-217 |
119-288 |
119-240 |
| S2 |
119-133 |
119-133 |
119-276 |
|
| S3 |
119-003 |
119-087 |
119-264 |
|
| S4 |
118-193 |
118-277 |
119-228 |
|
|
| 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 |
121-222 |
|
2.618 |
121-010 |
|
1.618 |
120-200 |
|
1.000 |
120-120 |
|
0.618 |
120-070 |
|
HIGH |
119-310 |
|
0.618 |
119-260 |
|
0.500 |
119-245 |
|
0.382 |
119-230 |
|
LOW |
119-180 |
|
0.618 |
119-100 |
|
1.000 |
119-050 |
|
1.618 |
118-290 |
|
2.618 |
118-160 |
|
4.250 |
117-268 |
|
|
| Fisher Pivots for day following 03-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-282 |
119-267 |
| PP |
119-263 |
119-233 |
| S1 |
119-245 |
119-200 |
|