ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 20-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2015 |
20-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
119-267 |
119-172 |
-0-095 |
-0.2% |
119-230 |
| High |
119-317 |
119-295 |
-0-022 |
-0.1% |
119-317 |
| Low |
119-160 |
119-122 |
-0-038 |
-0.1% |
119-060 |
| Close |
119-185 |
119-137 |
-0-048 |
-0.1% |
119-137 |
| Range |
0-157 |
0-173 |
0-016 |
10.2% |
0-257 |
| ATR |
0-165 |
0-166 |
0-001 |
0.3% |
0-000 |
| Volume |
805,086 |
797,896 |
-7,190 |
-0.9% |
3,394,575 |
|
| Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-064 |
120-273 |
119-232 |
|
| R3 |
120-211 |
120-100 |
119-185 |
|
| R2 |
120-038 |
120-038 |
119-169 |
|
| R1 |
119-247 |
119-247 |
119-153 |
119-216 |
| PP |
119-185 |
119-185 |
119-185 |
119-169 |
| S1 |
119-074 |
119-074 |
119-121 |
119-043 |
| S2 |
119-012 |
119-012 |
119-105 |
|
| S3 |
118-159 |
118-221 |
119-089 |
|
| S4 |
117-306 |
118-048 |
119-042 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-302 |
121-157 |
119-278 |
|
| R3 |
121-045 |
120-220 |
119-208 |
|
| R2 |
120-108 |
120-108 |
119-184 |
|
| R1 |
119-283 |
119-283 |
119-161 |
119-227 |
| PP |
119-171 |
119-171 |
119-171 |
119-144 |
| S1 |
119-026 |
119-026 |
119-113 |
118-290 |
| S2 |
118-234 |
118-234 |
119-090 |
|
| S3 |
117-297 |
118-089 |
119-066 |
|
| S4 |
117-040 |
117-152 |
118-316 |
|
|
| 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% |
0-173 |
0.5% |
30% |
False |
False |
779,633 |
| 10 |
121-040 |
119-060 |
1-300 |
1.6% |
0-178 |
0.5% |
12% |
False |
False |
788,952 |
| 20 |
121-165 |
119-060 |
2-105 |
1.9% |
0-168 |
0.4% |
10% |
False |
False |
726,368 |
| 40 |
121-165 |
118-082 |
3-083 |
2.7% |
0-155 |
0.4% |
36% |
False |
False |
664,932 |
| 60 |
121-165 |
118-082 |
3-083 |
2.7% |
0-147 |
0.4% |
36% |
False |
False |
674,652 |
| 80 |
121-165 |
118-082 |
3-083 |
2.7% |
0-131 |
0.3% |
36% |
False |
False |
510,892 |
| 100 |
121-165 |
117-130 |
4-035 |
3.4% |
0-120 |
0.3% |
49% |
False |
False |
408,961 |
| 120 |
121-165 |
117-000 |
4-165 |
3.8% |
0-100 |
0.3% |
54% |
False |
False |
340,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-070 |
|
2.618 |
121-108 |
|
1.618 |
120-255 |
|
1.000 |
120-148 |
|
0.618 |
120-082 |
|
HIGH |
119-295 |
|
0.618 |
119-229 |
|
0.500 |
119-208 |
|
0.382 |
119-188 |
|
LOW |
119-122 |
|
0.618 |
119-015 |
|
1.000 |
118-269 |
|
1.618 |
118-162 |
|
2.618 |
117-309 |
|
4.250 |
117-027 |
|
|
| Fisher Pivots for day following 20-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-208 |
119-188 |
| PP |
119-185 |
119-171 |
| S1 |
119-161 |
119-154 |
|