ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 03-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2015 |
03-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
121-150 |
121-117 |
-0-033 |
-0.1% |
120-240 |
| High |
121-162 |
121-142 |
-0-020 |
-0.1% |
121-165 |
| Low |
121-060 |
120-262 |
-0-118 |
-0.3% |
120-137 |
| Close |
121-112 |
120-287 |
-0-145 |
-0.4% |
121-110 |
| Range |
0-102 |
0-200 |
0-098 |
96.1% |
1-028 |
| ATR |
0-150 |
0-154 |
0-004 |
2.4% |
0-000 |
| Volume |
633,803 |
697,232 |
63,429 |
10.0% |
3,443,959 |
|
| Daily Pivots for day following 03-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-297 |
122-172 |
121-077 |
|
| R3 |
122-097 |
121-292 |
121-022 |
|
| R2 |
121-217 |
121-217 |
121-004 |
|
| R1 |
121-092 |
121-092 |
120-305 |
121-054 |
| PP |
121-017 |
121-017 |
121-017 |
120-318 |
| S1 |
120-212 |
120-212 |
120-269 |
120-174 |
| S2 |
120-137 |
120-137 |
120-250 |
|
| S3 |
119-257 |
120-012 |
120-232 |
|
| S4 |
119-057 |
119-132 |
120-177 |
|
|
| 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 |
120-157 |
1-008 |
0.8% |
0-167 |
0.4% |
40% |
False |
False |
735,509 |
| 10 |
121-165 |
120-067 |
1-098 |
1.1% |
0-155 |
0.4% |
53% |
False |
False |
709,936 |
| 20 |
121-165 |
119-090 |
2-075 |
1.8% |
0-165 |
0.4% |
72% |
False |
False |
755,634 |
| 40 |
121-165 |
118-082 |
3-083 |
2.7% |
0-150 |
0.4% |
81% |
False |
False |
650,906 |
| 60 |
121-165 |
118-082 |
3-083 |
2.7% |
0-130 |
0.3% |
81% |
False |
False |
527,946 |
| 80 |
121-165 |
118-082 |
3-083 |
2.7% |
0-121 |
0.3% |
81% |
False |
False |
396,460 |
| 100 |
121-165 |
117-000 |
4-165 |
3.7% |
0-099 |
0.3% |
86% |
False |
False |
317,182 |
| 120 |
121-165 |
117-000 |
4-165 |
3.7% |
0-082 |
0.2% |
86% |
False |
False |
264,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-032 |
|
2.618 |
123-026 |
|
1.618 |
122-146 |
|
1.000 |
122-022 |
|
0.618 |
121-266 |
|
HIGH |
121-142 |
|
0.618 |
121-066 |
|
0.500 |
121-042 |
|
0.382 |
121-018 |
|
LOW |
120-262 |
|
0.618 |
120-138 |
|
1.000 |
120-062 |
|
1.618 |
119-258 |
|
2.618 |
119-058 |
|
4.250 |
118-052 |
|
|
| Fisher Pivots for day following 03-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
121-042 |
121-054 |
| PP |
121-017 |
121-025 |
| S1 |
120-312 |
120-316 |
|