ECBOT 5 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 10-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2015 |
10-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
119-302 |
119-245 |
-0-057 |
-0.1% |
121-150 |
High |
120-070 |
119-277 |
-0-113 |
-0.3% |
121-162 |
Low |
119-232 |
119-187 |
-0-045 |
-0.1% |
119-265 |
Close |
119-277 |
119-237 |
-0-040 |
-0.1% |
119-310 |
Range |
0-158 |
0-090 |
-0-068 |
-43.0% |
1-217 |
ATR |
0-173 |
0-167 |
-0-006 |
-3.4% |
0-000 |
Volume |
726,615 |
734,172 |
7,557 |
1.0% |
3,875,278 |
|
Daily Pivots for day following 10-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-184 |
120-140 |
119-286 |
|
R3 |
120-094 |
120-050 |
119-262 |
|
R2 |
120-004 |
120-004 |
119-254 |
|
R1 |
119-280 |
119-280 |
119-245 |
119-257 |
PP |
119-234 |
119-234 |
119-234 |
119-222 |
S1 |
119-190 |
119-190 |
119-229 |
119-167 |
S2 |
119-144 |
119-144 |
119-220 |
|
S3 |
119-054 |
119-100 |
119-212 |
|
S4 |
118-284 |
119-010 |
119-188 |
|
|
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 |
121-067 |
119-187 |
1-200 |
1.4% |
0-200 |
0.5% |
10% |
False |
True |
801,006 |
10 |
121-165 |
119-187 |
1-298 |
1.6% |
0-183 |
0.5% |
8% |
False |
True |
768,257 |
20 |
121-165 |
119-187 |
1-298 |
1.6% |
0-179 |
0.5% |
8% |
False |
True |
760,821 |
40 |
121-165 |
118-082 |
3-083 |
2.7% |
0-154 |
0.4% |
46% |
False |
False |
657,561 |
60 |
121-165 |
118-082 |
3-083 |
2.7% |
0-138 |
0.4% |
46% |
False |
False |
594,194 |
80 |
121-165 |
118-082 |
3-083 |
2.7% |
0-127 |
0.3% |
46% |
False |
False |
446,466 |
100 |
121-165 |
117-000 |
4-165 |
3.8% |
0-109 |
0.3% |
61% |
False |
False |
357,231 |
120 |
121-165 |
117-000 |
4-165 |
3.8% |
0-091 |
0.2% |
61% |
False |
False |
297,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-020 |
2.618 |
120-193 |
1.618 |
120-103 |
1.000 |
120-047 |
0.618 |
120-013 |
HIGH |
119-277 |
0.618 |
119-243 |
0.500 |
119-232 |
0.382 |
119-221 |
LOW |
119-187 |
0.618 |
119-131 |
1.000 |
119-097 |
1.618 |
119-041 |
2.618 |
118-271 |
4.250 |
118-124 |
|
|
Fisher Pivots for day following 10-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
119-235 |
120-114 |
PP |
119-234 |
120-048 |
S1 |
119-232 |
119-302 |
|