ECBOT 5 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 14-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2015 |
14-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
120-092 |
120-127 |
0-035 |
0.1% |
119-027 |
High |
120-175 |
121-007 |
0-152 |
0.4% |
120-060 |
Low |
120-050 |
120-120 |
0-070 |
0.2% |
119-000 |
Close |
120-140 |
120-235 |
0-095 |
0.2% |
119-315 |
Range |
0-125 |
0-207 |
0-082 |
65.6% |
1-060 |
ATR |
0-124 |
0-130 |
0-006 |
4.8% |
0-000 |
Volume |
777,709 |
913,125 |
135,416 |
17.4% |
3,819,527 |
|
Daily Pivots for day following 14-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-208 |
122-109 |
121-029 |
|
R3 |
122-001 |
121-222 |
120-292 |
|
R2 |
121-114 |
121-114 |
120-273 |
|
R1 |
121-015 |
121-015 |
120-254 |
121-064 |
PP |
120-227 |
120-227 |
120-227 |
120-252 |
S1 |
120-128 |
120-128 |
120-216 |
120-178 |
S2 |
120-020 |
120-020 |
120-197 |
|
S3 |
119-133 |
119-241 |
120-178 |
|
S4 |
118-246 |
119-034 |
120-121 |
|
|
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 |
121-007 |
119-187 |
1-140 |
1.2% |
0-137 |
0.4% |
80% |
True |
False |
740,549 |
10 |
121-007 |
118-215 |
2-112 |
1.9% |
0-139 |
0.4% |
88% |
True |
False |
675,220 |
20 |
121-007 |
118-082 |
2-245 |
2.3% |
0-130 |
0.3% |
90% |
True |
False |
564,321 |
40 |
121-007 |
118-082 |
2-245 |
2.3% |
0-122 |
0.3% |
90% |
True |
False |
552,724 |
60 |
121-007 |
118-082 |
2-245 |
2.3% |
0-109 |
0.3% |
90% |
True |
False |
369,733 |
80 |
121-010 |
117-080 |
3-250 |
3.1% |
0-095 |
0.2% |
92% |
False |
False |
277,468 |
100 |
121-010 |
117-000 |
4-010 |
3.3% |
0-076 |
0.2% |
93% |
False |
False |
221,981 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-247 |
2.618 |
122-229 |
1.618 |
122-022 |
1.000 |
121-214 |
0.618 |
121-135 |
HIGH |
121-007 |
0.618 |
120-248 |
0.500 |
120-224 |
0.382 |
120-199 |
LOW |
120-120 |
0.618 |
119-312 |
1.000 |
119-233 |
1.618 |
119-105 |
2.618 |
118-218 |
4.250 |
117-200 |
|
|
Fisher Pivots for day following 14-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
120-231 |
120-210 |
PP |
120-227 |
120-186 |
S1 |
120-224 |
120-161 |
|