ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 30-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2015 |
30-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
121-007 |
120-292 |
-0-035 |
-0.1% |
120-240 |
| High |
121-025 |
121-165 |
0-140 |
0.4% |
121-165 |
| Low |
120-230 |
120-277 |
0-047 |
0.1% |
120-137 |
| Close |
120-282 |
121-110 |
0-148 |
0.4% |
121-110 |
| Range |
0-115 |
0-208 |
0-093 |
80.9% |
1-028 |
| ATR |
0-150 |
0-154 |
0-004 |
2.8% |
0-000 |
| Volume |
657,231 |
876,492 |
219,261 |
33.4% |
3,443,959 |
|
| Daily Pivots for day following 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-061 |
122-294 |
121-224 |
|
| R3 |
122-173 |
122-086 |
121-167 |
|
| R2 |
121-285 |
121-285 |
121-148 |
|
| R1 |
121-198 |
121-198 |
121-129 |
121-242 |
| PP |
121-077 |
121-077 |
121-077 |
121-099 |
| S1 |
120-310 |
120-310 |
121-091 |
121-034 |
| S2 |
120-189 |
120-189 |
121-072 |
|
| S3 |
119-301 |
120-102 |
121-053 |
|
| S4 |
119-093 |
119-214 |
120-316 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-115 |
123-300 |
121-301 |
|
| R3 |
123-087 |
122-272 |
121-206 |
|
| R2 |
122-059 |
122-059 |
121-174 |
|
| R1 |
121-244 |
121-244 |
121-142 |
121-312 |
| PP |
121-031 |
121-031 |
121-031 |
121-064 |
| S1 |
120-216 |
120-216 |
121-078 |
120-284 |
| S2 |
120-003 |
120-003 |
121-046 |
|
| S3 |
118-295 |
119-188 |
121-014 |
|
| S4 |
117-267 |
118-160 |
120-239 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-165 |
120-137 |
1-028 |
0.9% |
0-159 |
0.4% |
84% |
True |
False |
688,791 |
| 10 |
121-165 |
120-067 |
1-098 |
1.1% |
0-160 |
0.4% |
87% |
True |
False |
725,841 |
| 20 |
121-165 |
118-215 |
2-270 |
2.3% |
0-164 |
0.4% |
94% |
True |
False |
736,674 |
| 40 |
121-165 |
118-082 |
3-083 |
2.7% |
0-146 |
0.4% |
95% |
True |
False |
647,351 |
| 60 |
121-165 |
118-082 |
3-083 |
2.7% |
0-126 |
0.3% |
95% |
True |
False |
505,839 |
| 80 |
121-165 |
118-040 |
3-125 |
2.8% |
0-120 |
0.3% |
95% |
True |
False |
379,834 |
| 100 |
121-165 |
117-000 |
4-165 |
3.7% |
0-096 |
0.2% |
96% |
True |
False |
303,873 |
| 120 |
121-165 |
117-000 |
4-165 |
3.7% |
0-080 |
0.2% |
96% |
True |
False |
253,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-089 |
|
2.618 |
123-070 |
|
1.618 |
122-182 |
|
1.000 |
122-053 |
|
0.618 |
121-294 |
|
HIGH |
121-165 |
|
0.618 |
121-086 |
|
0.500 |
121-061 |
|
0.382 |
121-036 |
|
LOW |
120-277 |
|
0.618 |
120-148 |
|
1.000 |
120-069 |
|
1.618 |
119-260 |
|
2.618 |
119-052 |
|
4.250 |
118-033 |
|
|
| Fisher Pivots for day following 30-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
121-094 |
121-074 |
| PP |
121-077 |
121-037 |
| S1 |
121-061 |
121-001 |
|