ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 05-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2015 |
05-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
118-260 |
119-027 |
0-087 |
0.2% |
118-125 |
| High |
119-060 |
119-110 |
0-050 |
0.1% |
119-060 |
| Low |
118-215 |
119-000 |
0-105 |
0.3% |
118-120 |
| Close |
119-030 |
119-100 |
0-070 |
0.2% |
119-030 |
| Range |
0-165 |
0-110 |
-0-055 |
-33.3% |
0-260 |
| ATR |
0-116 |
0-116 |
0-000 |
-0.4% |
0-000 |
| Volume |
479,043 |
472,789 |
-6,254 |
-1.3% |
1,160,530 |
|
| Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-080 |
120-040 |
119-160 |
|
| R3 |
119-290 |
119-250 |
119-130 |
|
| R2 |
119-180 |
119-180 |
119-120 |
|
| R1 |
119-140 |
119-140 |
119-110 |
119-160 |
| PP |
119-070 |
119-070 |
119-070 |
119-080 |
| S1 |
119-030 |
119-030 |
119-090 |
119-050 |
| S2 |
118-280 |
118-280 |
119-080 |
|
| S3 |
118-170 |
118-240 |
119-070 |
|
| S4 |
118-060 |
118-130 |
119-040 |
|
|
| 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 |
119-110 |
118-120 |
0-310 |
0.8% |
0-102 |
0.3% |
97% |
True |
False |
326,663 |
| 10 |
119-110 |
118-082 |
1-028 |
0.9% |
0-093 |
0.2% |
97% |
True |
False |
306,840 |
| 20 |
119-300 |
118-082 |
1-218 |
1.4% |
0-135 |
0.4% |
63% |
False |
False |
546,178 |
| 40 |
119-300 |
118-082 |
1-218 |
1.4% |
0-112 |
0.3% |
63% |
False |
False |
414,102 |
| 60 |
121-010 |
118-082 |
2-248 |
2.3% |
0-107 |
0.3% |
38% |
False |
False |
276,736 |
| 80 |
121-010 |
117-000 |
4-010 |
3.4% |
0-082 |
0.2% |
57% |
False |
False |
207,569 |
| 100 |
121-010 |
117-000 |
4-010 |
3.4% |
0-066 |
0.2% |
57% |
False |
False |
166,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-258 |
|
2.618 |
120-078 |
|
1.618 |
119-288 |
|
1.000 |
119-220 |
|
0.618 |
119-178 |
|
HIGH |
119-110 |
|
0.618 |
119-068 |
|
0.500 |
119-055 |
|
0.382 |
119-042 |
|
LOW |
119-000 |
|
0.618 |
118-252 |
|
1.000 |
118-210 |
|
1.618 |
118-142 |
|
2.618 |
118-032 |
|
4.250 |
117-172 |
|
|
| Fisher Pivots for day following 05-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-085 |
119-068 |
| PP |
119-070 |
119-035 |
| S1 |
119-055 |
119-002 |
|