ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 09-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2015 |
09-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
119-235 |
119-230 |
-0-005 |
0.0% |
119-027 |
| High |
119-250 |
120-060 |
0-130 |
0.3% |
120-060 |
| Low |
119-187 |
119-197 |
0-010 |
0.0% |
119-000 |
| Close |
119-225 |
119-315 |
0-090 |
0.2% |
119-315 |
| Range |
0-063 |
0-183 |
0-120 |
190.5% |
1-060 |
| ATR |
0-121 |
0-125 |
0-004 |
3.7% |
0-000 |
| Volume |
599,547 |
857,814 |
258,267 |
43.1% |
3,819,527 |
|
| Daily Pivots for day following 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-206 |
121-124 |
120-096 |
|
| R3 |
121-023 |
120-261 |
120-045 |
|
| R2 |
120-160 |
120-160 |
120-029 |
|
| R1 |
120-078 |
120-078 |
120-012 |
120-119 |
| PP |
119-297 |
119-297 |
119-297 |
119-318 |
| S1 |
119-215 |
119-215 |
119-298 |
119-256 |
| S2 |
119-114 |
119-114 |
119-281 |
|
| S3 |
118-251 |
119-032 |
119-265 |
|
| S4 |
118-068 |
118-169 |
119-214 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-092 |
122-263 |
120-204 |
|
| R3 |
122-032 |
121-203 |
120-100 |
|
| R2 |
120-292 |
120-292 |
120-065 |
|
| R1 |
120-143 |
120-143 |
120-030 |
120-218 |
| PP |
119-232 |
119-232 |
119-232 |
119-269 |
| S1 |
119-083 |
119-083 |
119-280 |
119-158 |
| S2 |
118-172 |
118-172 |
119-245 |
|
| S3 |
117-112 |
118-023 |
119-210 |
|
| S4 |
116-052 |
116-283 |
119-106 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-060 |
119-000 |
1-060 |
1.0% |
0-146 |
0.4% |
83% |
True |
False |
763,905 |
| 10 |
120-060 |
118-115 |
1-265 |
1.5% |
0-117 |
0.3% |
89% |
True |
False |
505,710 |
| 20 |
120-060 |
118-082 |
1-298 |
1.6% |
0-133 |
0.3% |
89% |
True |
False |
568,982 |
| 40 |
120-060 |
118-082 |
1-298 |
1.6% |
0-117 |
0.3% |
89% |
True |
False |
497,067 |
| 60 |
121-010 |
118-082 |
2-248 |
2.3% |
0-114 |
0.3% |
62% |
False |
False |
332,446 |
| 80 |
121-010 |
117-000 |
4-010 |
3.4% |
0-090 |
0.2% |
74% |
False |
False |
249,402 |
| 100 |
121-010 |
117-000 |
4-010 |
3.4% |
0-072 |
0.2% |
74% |
False |
False |
199,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-198 |
|
2.618 |
121-219 |
|
1.618 |
121-036 |
|
1.000 |
120-243 |
|
0.618 |
120-173 |
|
HIGH |
120-060 |
|
0.618 |
119-310 |
|
0.500 |
119-288 |
|
0.382 |
119-267 |
|
LOW |
119-197 |
|
0.618 |
119-084 |
|
1.000 |
119-014 |
|
1.618 |
118-221 |
|
2.618 |
118-038 |
|
4.250 |
117-059 |
|
|
| Fisher Pivots for day following 09-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-306 |
119-302 |
| PP |
119-297 |
119-290 |
| S1 |
119-288 |
119-278 |
|