ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 09-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2015 |
09-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
120-257 |
119-302 |
-0-275 |
-0.7% |
121-150 |
| High |
121-040 |
120-070 |
-0-290 |
-0.7% |
121-162 |
| Low |
119-265 |
119-232 |
-0-033 |
-0.1% |
119-265 |
| Close |
119-310 |
119-277 |
-0-033 |
-0.1% |
119-310 |
| Range |
1-095 |
0-158 |
-0-257 |
-61.9% |
1-217 |
| ATR |
0-174 |
0-173 |
-0-001 |
-0.7% |
0-000 |
| Volume |
1,255,475 |
726,615 |
-528,860 |
-42.1% |
3,875,278 |
|
| Daily Pivots for day following 09-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-134 |
121-043 |
120-044 |
|
| R3 |
120-296 |
120-205 |
120-000 |
|
| R2 |
120-138 |
120-138 |
119-306 |
|
| R1 |
120-047 |
120-047 |
119-291 |
120-014 |
| PP |
119-300 |
119-300 |
119-300 |
119-283 |
| S1 |
119-209 |
119-209 |
119-263 |
119-176 |
| S2 |
119-142 |
119-142 |
119-248 |
|
| S3 |
118-304 |
119-051 |
119-234 |
|
| S4 |
118-146 |
118-213 |
119-190 |
|
|
| 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 |
121-142 |
119-232 |
1-230 |
1.4% |
0-222 |
0.6% |
8% |
False |
True |
793,618 |
| 10 |
121-165 |
119-232 |
1-253 |
1.5% |
0-187 |
0.5% |
8% |
False |
True |
752,288 |
| 20 |
121-165 |
119-232 |
1-253 |
1.5% |
0-180 |
0.5% |
8% |
False |
True |
751,840 |
| 40 |
121-165 |
118-082 |
3-083 |
2.7% |
0-156 |
0.4% |
49% |
False |
False |
660,411 |
| 60 |
121-165 |
118-082 |
3-083 |
2.7% |
0-138 |
0.4% |
49% |
False |
False |
581,991 |
| 80 |
121-165 |
118-082 |
3-083 |
2.7% |
0-130 |
0.3% |
49% |
False |
False |
437,294 |
| 100 |
121-165 |
117-000 |
4-165 |
3.8% |
0-108 |
0.3% |
63% |
False |
False |
349,889 |
| 120 |
121-165 |
117-000 |
4-165 |
3.8% |
0-090 |
0.2% |
63% |
False |
False |
291,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-102 |
|
2.618 |
121-164 |
|
1.618 |
121-006 |
|
1.000 |
120-228 |
|
0.618 |
120-168 |
|
HIGH |
120-070 |
|
0.618 |
120-010 |
|
0.500 |
119-311 |
|
0.382 |
119-292 |
|
LOW |
119-232 |
|
0.618 |
119-134 |
|
1.000 |
119-074 |
|
1.618 |
118-296 |
|
2.618 |
118-138 |
|
4.250 |
117-200 |
|
|
| Fisher Pivots for day following 09-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-311 |
120-150 |
| PP |
119-300 |
120-085 |
| S1 |
119-288 |
120-021 |
|