ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 05-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2015 |
05-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
120-272 |
121-037 |
0-085 |
0.2% |
120-240 |
| High |
121-042 |
121-067 |
0-025 |
0.1% |
121-165 |
| Low |
120-197 |
120-217 |
0-020 |
0.1% |
120-137 |
| Close |
120-272 |
120-262 |
-0-010 |
0.0% |
121-110 |
| Range |
0-165 |
0-170 |
0-005 |
3.0% |
1-028 |
| ATR |
0-155 |
0-156 |
0-001 |
0.7% |
0-000 |
| Volume |
711,557 |
577,211 |
-134,346 |
-18.9% |
3,443,959 |
|
| Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-159 |
122-060 |
121-036 |
|
| R3 |
121-309 |
121-210 |
120-309 |
|
| R2 |
121-139 |
121-139 |
120-293 |
|
| R1 |
121-040 |
121-040 |
120-278 |
121-004 |
| PP |
120-289 |
120-289 |
120-289 |
120-271 |
| S1 |
120-190 |
120-190 |
120-246 |
120-154 |
| S2 |
120-119 |
120-119 |
120-231 |
|
| S3 |
119-269 |
120-020 |
120-215 |
|
| S4 |
119-099 |
119-170 |
120-168 |
|
|
| 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 |
120-197 |
0-288 |
0.7% |
0-169 |
0.4% |
23% |
False |
False |
699,259 |
| 10 |
121-165 |
120-127 |
1-038 |
0.9% |
0-157 |
0.4% |
38% |
False |
False |
663,784 |
| 20 |
121-165 |
119-187 |
1-298 |
1.6% |
0-163 |
0.4% |
64% |
False |
False |
725,604 |
| 40 |
121-165 |
118-082 |
3-083 |
2.7% |
0-149 |
0.4% |
79% |
False |
False |
643,834 |
| 60 |
121-165 |
118-082 |
3-083 |
2.7% |
0-131 |
0.3% |
79% |
False |
False |
549,251 |
| 80 |
121-165 |
118-082 |
3-083 |
2.7% |
0-123 |
0.3% |
79% |
False |
False |
412,534 |
| 100 |
121-165 |
117-000 |
4-165 |
3.7% |
0-102 |
0.3% |
85% |
False |
False |
330,069 |
| 120 |
121-165 |
117-000 |
4-165 |
3.7% |
0-085 |
0.2% |
85% |
False |
False |
275,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-150 |
|
2.618 |
122-192 |
|
1.618 |
122-022 |
|
1.000 |
121-237 |
|
0.618 |
121-172 |
|
HIGH |
121-067 |
|
0.618 |
121-002 |
|
0.500 |
120-302 |
|
0.382 |
120-282 |
|
LOW |
120-217 |
|
0.618 |
120-112 |
|
1.000 |
120-047 |
|
1.618 |
119-262 |
|
2.618 |
119-092 |
|
4.250 |
118-134 |
|
|
| Fisher Pivots for day following 05-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-302 |
121-010 |
| PP |
120-289 |
120-307 |
| S1 |
120-275 |
120-284 |
|