ECBOT 5 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 06-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2014 |
06-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
119-270 |
119-230 |
-0-040 |
-0.1% |
119-010 |
| High |
120-020 |
119-230 |
-0-110 |
-0.3% |
119-210 |
| Low |
119-220 |
119-180 |
-0-040 |
-0.1% |
118-310 |
| Close |
119-230 |
119-190 |
-0-040 |
-0.1% |
119-190 |
| Range |
0-120 |
0-050 |
-0-070 |
-58.3% |
0-220 |
| ATR |
0-086 |
0-083 |
-0-003 |
-3.0% |
0-000 |
| Volume |
12,334 |
11,701 |
-633 |
-5.1% |
13,557 |
|
| Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-030 |
120-000 |
119-218 |
|
| R3 |
119-300 |
119-270 |
119-204 |
|
| R2 |
119-250 |
119-250 |
119-199 |
|
| R1 |
119-220 |
119-220 |
119-195 |
119-210 |
| PP |
119-200 |
119-200 |
119-200 |
119-195 |
| S1 |
119-170 |
119-170 |
119-185 |
119-160 |
| S2 |
119-150 |
119-150 |
119-181 |
|
| S3 |
119-100 |
119-120 |
119-176 |
|
| S4 |
119-050 |
119-070 |
119-162 |
|
|
| 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 |
120-122 |
|
2.618 |
120-041 |
|
1.618 |
119-311 |
|
1.000 |
119-280 |
|
0.618 |
119-261 |
|
HIGH |
119-230 |
|
0.618 |
119-211 |
|
0.500 |
119-205 |
|
0.382 |
119-199 |
|
LOW |
119-180 |
|
0.618 |
119-149 |
|
1.000 |
119-130 |
|
1.618 |
119-099 |
|
2.618 |
119-049 |
|
4.250 |
118-288 |
|
|
| Fisher Pivots for day following 06-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-205 |
119-260 |
| PP |
119-200 |
119-237 |
| S1 |
119-195 |
119-213 |
|