ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 17-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2015 |
17-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
119-287 |
119-230 |
-0-057 |
-0.1% |
119-302 |
| High |
119-292 |
119-292 |
0-000 |
0.0% |
120-070 |
| Low |
119-227 |
119-067 |
-0-160 |
-0.4% |
119-162 |
| Close |
119-255 |
119-100 |
-0-155 |
-0.4% |
119-255 |
| Range |
0-065 |
0-225 |
0-160 |
246.2% |
0-228 |
| ATR |
0-155 |
0-160 |
0-005 |
3.2% |
0-000 |
| Volume |
503,591 |
831,523 |
327,932 |
65.1% |
3,239,479 |
|
| Daily Pivots for day following 17-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-188 |
121-049 |
119-224 |
|
| R3 |
120-283 |
120-144 |
119-162 |
|
| R2 |
120-058 |
120-058 |
119-141 |
|
| R1 |
119-239 |
119-239 |
119-121 |
119-196 |
| PP |
119-153 |
119-153 |
119-153 |
119-132 |
| S1 |
119-014 |
119-014 |
119-079 |
118-291 |
| S2 |
118-248 |
118-248 |
119-059 |
|
| S3 |
118-023 |
118-109 |
119-038 |
|
| S4 |
117-118 |
117-204 |
118-296 |
|
|
| 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 |
119-305 |
119-067 |
0-238 |
0.6% |
0-126 |
0.3% |
14% |
False |
True |
668,877 |
| 10 |
121-142 |
119-067 |
2-075 |
1.9% |
0-174 |
0.5% |
5% |
False |
True |
731,247 |
| 20 |
121-165 |
119-067 |
2-098 |
1.9% |
0-160 |
0.4% |
4% |
False |
True |
716,950 |
| 40 |
121-165 |
118-082 |
3-083 |
2.7% |
0-148 |
0.4% |
32% |
False |
False |
639,354 |
| 60 |
121-165 |
118-082 |
3-083 |
2.7% |
0-142 |
0.4% |
32% |
False |
False |
637,060 |
| 80 |
121-165 |
118-082 |
3-083 |
2.7% |
0-127 |
0.3% |
32% |
False |
False |
478,910 |
| 100 |
121-165 |
117-080 |
4-085 |
3.6% |
0-114 |
0.3% |
48% |
False |
False |
383,332 |
| 120 |
121-165 |
117-000 |
4-165 |
3.8% |
0-095 |
0.2% |
51% |
False |
False |
319,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-288 |
|
2.618 |
121-241 |
|
1.618 |
121-016 |
|
1.000 |
120-197 |
|
0.618 |
120-111 |
|
HIGH |
119-292 |
|
0.618 |
119-206 |
|
0.500 |
119-180 |
|
0.382 |
119-153 |
|
LOW |
119-067 |
|
0.618 |
118-248 |
|
1.000 |
118-162 |
|
1.618 |
118-023 |
|
2.618 |
117-118 |
|
4.250 |
116-071 |
|
|
| Fisher Pivots for day following 17-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-180 |
119-186 |
| PP |
119-153 |
119-157 |
| S1 |
119-126 |
119-129 |
|