ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 12-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
119-230 |
120-037 |
0-127 |
0.3% |
119-027 |
| High |
120-060 |
120-100 |
0-040 |
0.1% |
120-060 |
| Low |
119-197 |
119-315 |
0-118 |
0.3% |
119-000 |
| Close |
119-315 |
120-085 |
0-090 |
0.2% |
119-315 |
| Range |
0-183 |
0-105 |
-0-078 |
-42.6% |
1-060 |
| ATR |
0-125 |
0-124 |
-0-001 |
-1.2% |
0-000 |
| Volume |
857,814 |
554,554 |
-303,260 |
-35.4% |
3,819,527 |
|
| Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-055 |
121-015 |
120-143 |
|
| R3 |
120-270 |
120-230 |
120-114 |
|
| R2 |
120-165 |
120-165 |
120-104 |
|
| R1 |
120-125 |
120-125 |
120-095 |
120-145 |
| PP |
120-060 |
120-060 |
120-060 |
120-070 |
| S1 |
120-020 |
120-020 |
120-075 |
120-040 |
| S2 |
119-275 |
119-275 |
120-066 |
|
| S3 |
119-170 |
119-235 |
120-056 |
|
| S4 |
119-065 |
119-130 |
120-027 |
|
|
| 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 |
120-100 |
119-090 |
1-010 |
0.9% |
0-145 |
0.4% |
95% |
True |
False |
780,258 |
| 10 |
120-100 |
118-120 |
1-300 |
1.6% |
0-124 |
0.3% |
98% |
True |
False |
553,461 |
| 20 |
120-100 |
118-082 |
2-018 |
1.7% |
0-130 |
0.3% |
98% |
True |
False |
554,302 |
| 40 |
120-100 |
118-082 |
2-018 |
1.7% |
0-118 |
0.3% |
98% |
True |
False |
510,880 |
| 60 |
120-170 |
118-082 |
2-088 |
1.9% |
0-110 |
0.3% |
88% |
False |
False |
341,680 |
| 80 |
121-010 |
117-000 |
4-010 |
3.4% |
0-091 |
0.2% |
81% |
False |
False |
256,333 |
| 100 |
121-010 |
117-000 |
4-010 |
3.4% |
0-073 |
0.2% |
81% |
False |
False |
205,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-226 |
|
2.618 |
121-055 |
|
1.618 |
120-270 |
|
1.000 |
120-205 |
|
0.618 |
120-165 |
|
HIGH |
120-100 |
|
0.618 |
120-060 |
|
0.500 |
120-048 |
|
0.382 |
120-035 |
|
LOW |
119-315 |
|
0.618 |
119-250 |
|
1.000 |
119-210 |
|
1.618 |
119-145 |
|
2.618 |
119-040 |
|
4.250 |
118-189 |
|
|
| Fisher Pivots for day following 12-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-072 |
120-051 |
| PP |
120-060 |
120-017 |
| S1 |
120-048 |
119-304 |
|