ECBOT 5 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 13-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2015 |
13-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
119-202 |
119-287 |
0-085 |
0.2% |
119-302 |
High |
119-305 |
119-292 |
-0-013 |
0.0% |
120-070 |
Low |
119-162 |
119-227 |
0-065 |
0.2% |
119-162 |
Close |
119-280 |
119-255 |
-0-025 |
-0.1% |
119-255 |
Range |
0-143 |
0-065 |
-0-078 |
-54.5% |
0-228 |
ATR |
0-162 |
0-155 |
-0-007 |
-4.3% |
0-000 |
Volume |
746,606 |
503,591 |
-243,015 |
-32.5% |
3,239,479 |
|
Daily Pivots for day following 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-133 |
120-099 |
119-291 |
|
R3 |
120-068 |
120-034 |
119-273 |
|
R2 |
120-003 |
120-003 |
119-267 |
|
R1 |
119-289 |
119-289 |
119-261 |
119-274 |
PP |
119-258 |
119-258 |
119-258 |
119-250 |
S1 |
119-224 |
119-224 |
119-249 |
119-208 |
S2 |
119-193 |
119-193 |
119-243 |
|
S3 |
119-128 |
119-159 |
119-237 |
|
S4 |
119-063 |
119-094 |
119-219 |
|
|
Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-313 |
121-192 |
120-060 |
|
R3 |
121-085 |
120-284 |
119-318 |
|
R2 |
120-177 |
120-177 |
119-297 |
|
R1 |
120-056 |
120-056 |
119-276 |
120-002 |
PP |
119-269 |
119-269 |
119-269 |
119-242 |
S1 |
119-148 |
119-148 |
119-234 |
119-094 |
S2 |
119-041 |
119-041 |
119-213 |
|
S3 |
118-133 |
118-240 |
119-192 |
|
S4 |
117-225 |
118-012 |
119-130 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-070 |
119-162 |
0-228 |
0.6% |
0-113 |
0.3% |
41% |
False |
False |
647,895 |
10 |
121-162 |
119-162 |
2-000 |
1.7% |
0-162 |
0.4% |
15% |
False |
False |
711,475 |
20 |
121-165 |
119-162 |
2-003 |
1.7% |
0-161 |
0.4% |
14% |
False |
False |
718,658 |
40 |
121-165 |
118-082 |
3-083 |
2.7% |
0-148 |
0.4% |
47% |
False |
False |
644,725 |
60 |
121-165 |
118-082 |
3-083 |
2.7% |
0-139 |
0.4% |
47% |
False |
False |
623,370 |
80 |
121-165 |
118-082 |
3-083 |
2.7% |
0-125 |
0.3% |
47% |
False |
False |
468,581 |
100 |
121-165 |
117-080 |
4-085 |
3.6% |
0-112 |
0.3% |
60% |
False |
False |
375,017 |
120 |
121-165 |
117-000 |
4-165 |
3.8% |
0-093 |
0.2% |
62% |
False |
False |
312,519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-248 |
2.618 |
120-142 |
1.618 |
120-077 |
1.000 |
120-037 |
0.618 |
120-012 |
HIGH |
119-292 |
0.618 |
119-267 |
0.500 |
119-260 |
0.382 |
119-252 |
LOW |
119-227 |
0.618 |
119-187 |
1.000 |
119-162 |
1.618 |
119-122 |
2.618 |
119-057 |
4.250 |
118-271 |
|
|
Fisher Pivots for day following 13-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
119-260 |
119-248 |
PP |
119-258 |
119-241 |
S1 |
119-256 |
119-234 |
|