ECBOT 5 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 18-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2015 |
18-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
119-230 |
119-120 |
-0-110 |
-0.3% |
119-302 |
High |
119-292 |
119-305 |
0-013 |
0.0% |
120-070 |
Low |
119-067 |
119-060 |
-0-007 |
0.0% |
119-162 |
Close |
119-100 |
119-267 |
0-167 |
0.4% |
119-255 |
Range |
0-225 |
0-245 |
0-020 |
8.9% |
0-228 |
ATR |
0-160 |
0-166 |
0-006 |
3.8% |
0-000 |
Volume |
831,523 |
960,070 |
128,547 |
15.5% |
3,239,479 |
|
Daily Pivots for day following 18-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-306 |
121-211 |
120-082 |
|
R3 |
121-061 |
120-286 |
120-014 |
|
R2 |
120-136 |
120-136 |
119-312 |
|
R1 |
120-041 |
120-041 |
119-289 |
120-088 |
PP |
119-211 |
119-211 |
119-211 |
119-234 |
S1 |
119-116 |
119-116 |
119-245 |
119-164 |
S2 |
118-286 |
118-286 |
119-222 |
|
S3 |
118-041 |
118-191 |
119-200 |
|
S4 |
117-116 |
117-266 |
119-132 |
|
|
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 |
119-060 |
0-245 |
0.6% |
0-157 |
0.4% |
84% |
True |
True |
714,057 |
10 |
121-067 |
119-060 |
2-007 |
1.7% |
0-178 |
0.5% |
32% |
False |
True |
757,531 |
20 |
121-165 |
119-060 |
2-105 |
1.9% |
0-166 |
0.4% |
28% |
False |
True |
733,733 |
40 |
121-165 |
118-082 |
3-083 |
2.7% |
0-150 |
0.4% |
48% |
False |
False |
643,910 |
60 |
121-165 |
118-082 |
3-083 |
2.7% |
0-144 |
0.4% |
48% |
False |
False |
652,661 |
80 |
121-165 |
118-082 |
3-083 |
2.7% |
0-130 |
0.3% |
48% |
False |
False |
490,886 |
100 |
121-165 |
117-100 |
4-065 |
3.5% |
0-117 |
0.3% |
60% |
False |
False |
392,932 |
120 |
121-165 |
117-000 |
4-165 |
3.8% |
0-097 |
0.3% |
63% |
False |
False |
327,449 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-066 |
2.618 |
121-306 |
1.618 |
121-061 |
1.000 |
120-230 |
0.618 |
120-136 |
HIGH |
119-305 |
0.618 |
119-211 |
0.500 |
119-182 |
0.382 |
119-154 |
LOW |
119-060 |
0.618 |
118-229 |
1.000 |
118-135 |
1.618 |
117-304 |
2.618 |
117-059 |
4.250 |
115-299 |
|
|
Fisher Pivots for day following 18-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
119-239 |
119-239 |
PP |
119-211 |
119-211 |
S1 |
119-182 |
119-182 |
|