ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 02-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2014 |
02-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
118-252 |
118-260 |
0-008 |
0.0% |
118-125 |
| High |
118-300 |
119-060 |
0-080 |
0.2% |
119-060 |
| Low |
118-240 |
118-215 |
-0-025 |
-0.1% |
118-120 |
| Close |
118-297 |
119-030 |
0-053 |
0.1% |
119-030 |
| Range |
0-060 |
0-165 |
0-105 |
175.0% |
0-260 |
| ATR |
0-112 |
0-116 |
0-004 |
3.3% |
0-000 |
| Volume |
208,244 |
479,043 |
270,799 |
130.0% |
1,160,530 |
|
| Daily Pivots for day following 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-170 |
120-105 |
119-121 |
|
| R3 |
120-005 |
119-260 |
119-075 |
|
| R2 |
119-160 |
119-160 |
119-060 |
|
| R1 |
119-095 |
119-095 |
119-045 |
119-128 |
| PP |
118-315 |
118-315 |
118-315 |
119-011 |
| S1 |
118-250 |
118-250 |
119-015 |
118-282 |
| S2 |
118-150 |
118-150 |
119-000 |
|
| S3 |
117-305 |
118-085 |
118-305 |
|
| S4 |
117-140 |
117-240 |
118-259 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-103 |
121-007 |
119-173 |
|
| R3 |
120-163 |
120-067 |
119-102 |
|
| R2 |
119-223 |
119-223 |
119-078 |
|
| R1 |
119-127 |
119-127 |
119-054 |
119-175 |
| PP |
118-283 |
118-283 |
118-283 |
118-308 |
| S1 |
118-187 |
118-187 |
119-006 |
118-235 |
| S2 |
118-023 |
118-023 |
118-302 |
|
| S3 |
117-083 |
117-247 |
118-278 |
|
| S4 |
116-143 |
116-307 |
118-207 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-060 |
118-115 |
0-265 |
0.7% |
0-088 |
0.2% |
89% |
True |
False |
247,514 |
| 10 |
119-060 |
118-082 |
0-298 |
0.8% |
0-098 |
0.3% |
90% |
True |
False |
337,344 |
| 20 |
119-300 |
118-082 |
1-218 |
1.4% |
0-133 |
0.3% |
50% |
False |
False |
553,763 |
| 40 |
119-300 |
118-082 |
1-218 |
1.4% |
0-110 |
0.3% |
50% |
False |
False |
402,375 |
| 60 |
121-010 |
118-050 |
2-280 |
2.4% |
0-107 |
0.3% |
33% |
False |
False |
268,871 |
| 80 |
121-010 |
117-000 |
4-010 |
3.4% |
0-081 |
0.2% |
52% |
False |
False |
201,660 |
| 100 |
121-010 |
117-000 |
4-010 |
3.4% |
0-065 |
0.2% |
52% |
False |
False |
161,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-121 |
|
2.618 |
120-172 |
|
1.618 |
120-007 |
|
1.000 |
119-225 |
|
0.618 |
119-162 |
|
HIGH |
119-060 |
|
0.618 |
118-317 |
|
0.500 |
118-298 |
|
0.382 |
118-278 |
|
LOW |
118-215 |
|
0.618 |
118-113 |
|
1.000 |
118-050 |
|
1.618 |
117-268 |
|
2.618 |
117-103 |
|
4.250 |
116-154 |
|
|
| Fisher Pivots for day following 02-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-012 |
119-011 |
| PP |
118-315 |
118-312 |
| S1 |
118-298 |
118-292 |
|