ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 22-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
120-250 |
120-165 |
-0-085 |
-0.2% |
120-037 |
| High |
120-282 |
120-245 |
-0-037 |
-0.1% |
121-152 |
| Low |
120-150 |
120-067 |
-0-083 |
-0.2% |
119-315 |
| Close |
120-175 |
120-115 |
-0-060 |
-0.2% |
120-255 |
| Range |
0-132 |
0-178 |
0-046 |
34.8% |
1-157 |
| ATR |
0-148 |
0-150 |
0-002 |
1.4% |
0-000 |
| Volume |
908,860 |
841,428 |
-67,432 |
-7.4% |
4,042,189 |
|
| Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-036 |
121-254 |
120-213 |
|
| R3 |
121-178 |
121-076 |
120-164 |
|
| R2 |
121-000 |
121-000 |
120-148 |
|
| R1 |
120-218 |
120-218 |
120-131 |
120-180 |
| PP |
120-142 |
120-142 |
120-142 |
120-124 |
| S1 |
120-040 |
120-040 |
120-099 |
120-002 |
| S2 |
119-284 |
119-284 |
120-082 |
|
| S3 |
119-106 |
119-182 |
120-066 |
|
| S4 |
118-248 |
119-004 |
120-017 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-072 |
124-160 |
121-197 |
|
| R3 |
123-235 |
123-003 |
121-066 |
|
| R2 |
122-078 |
122-078 |
121-022 |
|
| R1 |
121-166 |
121-166 |
120-299 |
121-282 |
| PP |
120-241 |
120-241 |
120-241 |
120-298 |
| S1 |
120-009 |
120-009 |
120-211 |
120-125 |
| S2 |
119-084 |
119-084 |
120-168 |
|
| S3 |
117-247 |
118-172 |
120-124 |
|
| S4 |
116-090 |
117-015 |
119-313 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-152 |
120-067 |
1-085 |
1.1% |
0-202 |
0.5% |
12% |
False |
True |
834,298 |
| 10 |
121-152 |
119-187 |
1-285 |
1.6% |
0-169 |
0.4% |
41% |
False |
False |
787,424 |
| 20 |
121-152 |
118-082 |
3-070 |
2.7% |
0-143 |
0.4% |
65% |
False |
False |
603,496 |
| 40 |
121-152 |
118-082 |
3-070 |
2.7% |
0-137 |
0.4% |
65% |
False |
False |
648,795 |
| 60 |
121-152 |
118-082 |
3-070 |
2.7% |
0-119 |
0.3% |
65% |
False |
False |
439,067 |
| 80 |
121-152 |
117-130 |
4-022 |
3.4% |
0-108 |
0.3% |
73% |
False |
False |
329,609 |
| 100 |
121-152 |
117-000 |
4-152 |
3.7% |
0-086 |
0.2% |
75% |
False |
False |
263,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-042 |
|
2.618 |
122-071 |
|
1.618 |
121-213 |
|
1.000 |
121-103 |
|
0.618 |
121-035 |
|
HIGH |
120-245 |
|
0.618 |
120-177 |
|
0.500 |
120-156 |
|
0.382 |
120-135 |
|
LOW |
120-067 |
|
0.618 |
119-277 |
|
1.000 |
119-209 |
|
1.618 |
119-099 |
|
2.618 |
118-241 |
|
4.250 |
117-270 |
|
|
| Fisher Pivots for day following 22-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-156 |
120-198 |
| PP |
120-142 |
120-171 |
| S1 |
120-129 |
120-143 |
|