ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 19-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2015 |
19-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
119-120 |
119-267 |
0-147 |
0.4% |
119-302 |
| High |
119-305 |
119-317 |
0-012 |
0.0% |
120-070 |
| Low |
119-060 |
119-160 |
0-100 |
0.3% |
119-162 |
| Close |
119-267 |
119-185 |
-0-082 |
-0.2% |
119-255 |
| Range |
0-245 |
0-157 |
-0-088 |
-35.9% |
0-228 |
| ATR |
0-166 |
0-165 |
-0-001 |
-0.4% |
0-000 |
| Volume |
960,070 |
805,086 |
-154,984 |
-16.1% |
3,239,479 |
|
| Daily Pivots for day following 19-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-052 |
120-275 |
119-271 |
|
| R3 |
120-215 |
120-118 |
119-228 |
|
| R2 |
120-058 |
120-058 |
119-214 |
|
| R1 |
119-281 |
119-281 |
119-199 |
119-251 |
| PP |
119-221 |
119-221 |
119-221 |
119-206 |
| S1 |
119-124 |
119-124 |
119-171 |
119-094 |
| S2 |
119-064 |
119-064 |
119-156 |
|
| S3 |
118-227 |
118-287 |
119-142 |
|
| S4 |
118-070 |
118-130 |
119-099 |
|
|
| 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 |
119-317 |
119-060 |
0-257 |
0.7% |
0-167 |
0.4% |
49% |
True |
False |
769,375 |
| 10 |
121-067 |
119-060 |
2-007 |
1.7% |
0-178 |
0.5% |
19% |
False |
False |
766,884 |
| 20 |
121-165 |
119-060 |
2-105 |
1.9% |
0-168 |
0.4% |
17% |
False |
False |
728,545 |
| 40 |
121-165 |
118-082 |
3-083 |
2.7% |
0-152 |
0.4% |
41% |
False |
False |
652,514 |
| 60 |
121-165 |
118-082 |
3-083 |
2.7% |
0-145 |
0.4% |
41% |
False |
False |
663,932 |
| 80 |
121-165 |
118-082 |
3-083 |
2.7% |
0-130 |
0.3% |
41% |
False |
False |
500,929 |
| 100 |
121-165 |
117-100 |
4-065 |
3.5% |
0-118 |
0.3% |
54% |
False |
False |
400,982 |
| 120 |
121-165 |
117-000 |
4-165 |
3.8% |
0-099 |
0.3% |
57% |
False |
False |
334,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-024 |
|
2.618 |
121-088 |
|
1.618 |
120-251 |
|
1.000 |
120-154 |
|
0.618 |
120-094 |
|
HIGH |
119-317 |
|
0.618 |
119-257 |
|
0.500 |
119-238 |
|
0.382 |
119-220 |
|
LOW |
119-160 |
|
0.618 |
119-063 |
|
1.000 |
119-003 |
|
1.618 |
118-226 |
|
2.618 |
118-069 |
|
4.250 |
117-133 |
|
|
| Fisher Pivots for day following 19-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-238 |
119-188 |
| PP |
119-221 |
119-187 |
| S1 |
119-203 |
119-186 |
|