ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 11-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2015 |
11-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
119-245 |
119-242 |
-0-003 |
0.0% |
121-150 |
| High |
119-277 |
119-285 |
0-008 |
0.0% |
121-162 |
| Low |
119-187 |
119-177 |
-0-010 |
0.0% |
119-265 |
| Close |
119-237 |
119-237 |
0-000 |
0.0% |
119-310 |
| Range |
0-090 |
0-108 |
0-018 |
20.0% |
1-217 |
| ATR |
0-167 |
0-163 |
-0-004 |
-2.5% |
0-000 |
| Volume |
734,172 |
528,495 |
-205,677 |
-28.0% |
3,875,278 |
|
| Daily Pivots for day following 11-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-237 |
120-185 |
119-296 |
|
| R3 |
120-129 |
120-077 |
119-267 |
|
| R2 |
120-021 |
120-021 |
119-257 |
|
| R1 |
119-289 |
119-289 |
119-247 |
119-261 |
| PP |
119-233 |
119-233 |
119-233 |
119-219 |
| S1 |
119-181 |
119-181 |
119-227 |
119-153 |
| S2 |
119-125 |
119-125 |
119-217 |
|
| S3 |
119-017 |
119-073 |
119-207 |
|
| S4 |
118-229 |
118-285 |
119-178 |
|
|
| 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 |
119-177 |
1-210 |
1.4% |
0-188 |
0.5% |
11% |
False |
True |
764,393 |
| 10 |
121-165 |
119-177 |
1-308 |
1.6% |
0-173 |
0.5% |
10% |
False |
True |
739,828 |
| 20 |
121-165 |
119-177 |
1-308 |
1.6% |
0-178 |
0.5% |
10% |
False |
True |
748,360 |
| 40 |
121-165 |
118-082 |
3-083 |
2.7% |
0-152 |
0.4% |
46% |
False |
False |
651,402 |
| 60 |
121-165 |
118-082 |
3-083 |
2.7% |
0-139 |
0.4% |
46% |
False |
False |
602,920 |
| 80 |
121-165 |
118-082 |
3-083 |
2.7% |
0-125 |
0.3% |
46% |
False |
False |
453,028 |
| 100 |
121-165 |
117-030 |
4-135 |
3.7% |
0-110 |
0.3% |
60% |
False |
False |
362,515 |
| 120 |
121-165 |
117-000 |
4-165 |
3.8% |
0-092 |
0.2% |
61% |
False |
False |
302,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-104 |
|
2.618 |
120-248 |
|
1.618 |
120-140 |
|
1.000 |
120-073 |
|
0.618 |
120-032 |
|
HIGH |
119-285 |
|
0.618 |
119-244 |
|
0.500 |
119-231 |
|
0.382 |
119-218 |
|
LOW |
119-177 |
|
0.618 |
119-110 |
|
1.000 |
119-069 |
|
1.618 |
119-002 |
|
2.618 |
118-214 |
|
4.250 |
118-038 |
|
|
| Fisher Pivots for day following 11-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-235 |
119-284 |
| PP |
119-233 |
119-268 |
| S1 |
119-231 |
119-252 |
|