ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 12-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2015 |
12-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
119-242 |
119-202 |
-0-040 |
-0.1% |
121-150 |
| High |
119-285 |
119-305 |
0-020 |
0.1% |
121-162 |
| Low |
119-177 |
119-162 |
-0-015 |
0.0% |
119-265 |
| Close |
119-237 |
119-280 |
0-043 |
0.1% |
119-310 |
| Range |
0-108 |
0-143 |
0-035 |
32.4% |
1-217 |
| ATR |
0-163 |
0-162 |
-0-001 |
-0.9% |
0-000 |
| Volume |
528,495 |
746,606 |
218,111 |
41.3% |
3,875,278 |
|
| Daily Pivots for day following 12-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-038 |
120-302 |
120-039 |
|
| R3 |
120-215 |
120-159 |
119-319 |
|
| R2 |
120-072 |
120-072 |
119-306 |
|
| R1 |
120-016 |
120-016 |
119-293 |
120-044 |
| PP |
119-249 |
119-249 |
119-249 |
119-263 |
| S1 |
119-193 |
119-193 |
119-267 |
119-221 |
| S2 |
119-106 |
119-106 |
119-254 |
|
| S3 |
118-283 |
119-050 |
119-241 |
|
| S4 |
118-140 |
118-227 |
119-201 |
|
|
| 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 |
121-040 |
119-162 |
1-198 |
1.4% |
0-183 |
0.5% |
23% |
False |
True |
798,272 |
| 10 |
121-165 |
119-162 |
2-003 |
1.7% |
0-176 |
0.5% |
18% |
False |
True |
748,765 |
| 20 |
121-165 |
119-162 |
2-003 |
1.7% |
0-175 |
0.5% |
18% |
False |
True |
740,034 |
| 40 |
121-165 |
118-082 |
3-083 |
2.7% |
0-152 |
0.4% |
50% |
False |
False |
652,178 |
| 60 |
121-165 |
118-082 |
3-083 |
2.7% |
0-140 |
0.4% |
50% |
False |
False |
615,161 |
| 80 |
121-165 |
118-082 |
3-083 |
2.7% |
0-126 |
0.3% |
50% |
False |
False |
462,308 |
| 100 |
121-165 |
117-080 |
4-085 |
3.6% |
0-111 |
0.3% |
62% |
False |
False |
369,981 |
| 120 |
121-165 |
117-000 |
4-165 |
3.8% |
0-093 |
0.2% |
64% |
False |
False |
308,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-273 |
|
2.618 |
121-039 |
|
1.618 |
120-216 |
|
1.000 |
120-128 |
|
0.618 |
120-073 |
|
HIGH |
119-305 |
|
0.618 |
119-250 |
|
0.500 |
119-234 |
|
0.382 |
119-217 |
|
LOW |
119-162 |
|
0.618 |
119-074 |
|
1.000 |
119-019 |
|
1.618 |
118-251 |
|
2.618 |
118-108 |
|
4.250 |
117-194 |
|
|
| Fisher Pivots for day following 12-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-264 |
119-264 |
| PP |
119-249 |
119-249 |
| S1 |
119-234 |
119-234 |
|