ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 13-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2015 |
13-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
120-037 |
120-092 |
0-055 |
0.1% |
119-027 |
| High |
120-100 |
120-175 |
0-075 |
0.2% |
120-060 |
| Low |
119-315 |
120-050 |
0-055 |
0.1% |
119-000 |
| Close |
120-085 |
120-140 |
0-055 |
0.1% |
119-315 |
| Range |
0-105 |
0-125 |
0-020 |
19.0% |
1-060 |
| ATR |
0-124 |
0-124 |
0-000 |
0.1% |
0-000 |
| Volume |
554,554 |
777,709 |
223,155 |
40.2% |
3,819,527 |
|
| Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-177 |
121-123 |
120-209 |
|
| R3 |
121-052 |
120-318 |
120-174 |
|
| R2 |
120-247 |
120-247 |
120-163 |
|
| R1 |
120-193 |
120-193 |
120-151 |
120-220 |
| PP |
120-122 |
120-122 |
120-122 |
120-135 |
| S1 |
120-068 |
120-068 |
120-129 |
120-095 |
| S2 |
119-317 |
119-317 |
120-117 |
|
| S3 |
119-192 |
119-263 |
120-106 |
|
| S4 |
119-067 |
119-138 |
120-071 |
|
|
| 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 |
120-175 |
119-175 |
1-000 |
0.8% |
0-117 |
0.3% |
89% |
True |
False |
729,048 |
| 10 |
120-175 |
118-205 |
1-290 |
1.6% |
0-126 |
0.3% |
94% |
True |
False |
607,195 |
| 20 |
120-175 |
118-082 |
2-093 |
1.9% |
0-127 |
0.3% |
95% |
True |
False |
554,443 |
| 40 |
120-175 |
118-082 |
2-093 |
1.9% |
0-120 |
0.3% |
95% |
True |
False |
530,200 |
| 60 |
120-175 |
118-082 |
2-093 |
1.9% |
0-107 |
0.3% |
95% |
True |
False |
354,584 |
| 80 |
121-010 |
117-030 |
3-300 |
3.3% |
0-093 |
0.2% |
85% |
False |
False |
266,054 |
| 100 |
121-010 |
117-000 |
4-010 |
3.3% |
0-074 |
0.2% |
85% |
False |
False |
212,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-066 |
|
2.618 |
121-182 |
|
1.618 |
121-057 |
|
1.000 |
120-300 |
|
0.618 |
120-252 |
|
HIGH |
120-175 |
|
0.618 |
120-127 |
|
0.500 |
120-112 |
|
0.382 |
120-098 |
|
LOW |
120-050 |
|
0.618 |
119-293 |
|
1.000 |
119-245 |
|
1.618 |
119-168 |
|
2.618 |
119-043 |
|
4.250 |
118-159 |
|
|
| Fisher Pivots for day following 13-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-131 |
120-102 |
| PP |
120-122 |
120-064 |
| S1 |
120-112 |
120-026 |
|