ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 06-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2015 |
06-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
121-037 |
120-257 |
-0-100 |
-0.3% |
121-150 |
| High |
121-067 |
121-040 |
-0-027 |
-0.1% |
121-162 |
| Low |
120-217 |
119-265 |
-0-272 |
-0.7% |
119-265 |
| Close |
120-262 |
119-310 |
-0-272 |
-0.7% |
119-310 |
| Range |
0-170 |
1-095 |
0-245 |
144.1% |
1-217 |
| ATR |
0-156 |
0-174 |
0-019 |
11.9% |
0-000 |
| Volume |
577,211 |
1,255,475 |
678,264 |
117.5% |
3,875,278 |
|
| Daily Pivots for day following 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-063 |
123-122 |
120-218 |
|
| R3 |
122-288 |
122-027 |
120-104 |
|
| R2 |
121-193 |
121-193 |
120-066 |
|
| R1 |
120-252 |
120-252 |
120-028 |
120-175 |
| PP |
120-098 |
120-098 |
120-098 |
120-060 |
| S1 |
119-157 |
119-157 |
119-272 |
119-080 |
| S2 |
119-003 |
119-003 |
119-234 |
|
| S3 |
117-228 |
118-062 |
119-196 |
|
| S4 |
116-133 |
116-287 |
119-082 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-150 |
124-127 |
120-285 |
|
| R3 |
123-253 |
122-230 |
120-138 |
|
| R2 |
122-036 |
122-036 |
120-088 |
|
| R1 |
121-013 |
121-013 |
120-039 |
120-236 |
| PP |
120-139 |
120-139 |
120-139 |
120-090 |
| S1 |
119-116 |
119-116 |
119-261 |
119-019 |
| S2 |
118-242 |
118-242 |
119-212 |
|
| S3 |
117-025 |
117-219 |
119-162 |
|
| S4 |
115-128 |
116-002 |
119-015 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-162 |
119-265 |
1-217 |
1.4% |
0-210 |
0.5% |
8% |
False |
True |
775,055 |
| 10 |
121-165 |
119-265 |
1-220 |
1.4% |
0-185 |
0.5% |
8% |
False |
True |
731,923 |
| 20 |
121-165 |
119-197 |
1-288 |
1.6% |
0-181 |
0.5% |
19% |
False |
False |
758,400 |
| 40 |
121-165 |
118-082 |
3-083 |
2.7% |
0-156 |
0.4% |
53% |
False |
False |
656,212 |
| 60 |
121-165 |
118-082 |
3-083 |
2.7% |
0-136 |
0.4% |
53% |
False |
False |
570,068 |
| 80 |
121-165 |
118-082 |
3-083 |
2.7% |
0-128 |
0.3% |
53% |
False |
False |
428,221 |
| 100 |
121-165 |
117-000 |
4-165 |
3.8% |
0-106 |
0.3% |
66% |
False |
False |
342,624 |
| 120 |
121-165 |
117-000 |
4-165 |
3.8% |
0-089 |
0.2% |
66% |
False |
False |
285,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-204 |
|
2.618 |
124-166 |
|
1.618 |
123-071 |
|
1.000 |
122-135 |
|
0.618 |
121-296 |
|
HIGH |
121-040 |
|
0.618 |
120-201 |
|
0.500 |
120-152 |
|
0.382 |
120-104 |
|
LOW |
119-265 |
|
0.618 |
119-009 |
|
1.000 |
118-170 |
|
1.618 |
117-234 |
|
2.618 |
116-139 |
|
4.250 |
114-101 |
|
|
| Fisher Pivots for day following 06-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-152 |
120-166 |
| PP |
120-098 |
120-107 |
| S1 |
120-044 |
120-049 |
|