ECBOT 5 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 23-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2015 |
23-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
119-172 |
119-165 |
-0-007 |
0.0% |
119-230 |
High |
119-295 |
119-247 |
-0-048 |
-0.1% |
119-317 |
Low |
119-122 |
119-137 |
0-015 |
0.0% |
119-060 |
Close |
119-137 |
119-235 |
0-098 |
0.3% |
119-137 |
Range |
0-173 |
0-110 |
-0-063 |
-36.4% |
0-257 |
ATR |
0-166 |
0-162 |
-0-004 |
-2.4% |
0-000 |
Volume |
797,896 |
1,143,778 |
345,882 |
43.3% |
3,394,575 |
|
Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-216 |
120-176 |
119-296 |
|
R3 |
120-106 |
120-066 |
119-265 |
|
R2 |
119-316 |
119-316 |
119-255 |
|
R1 |
119-276 |
119-276 |
119-245 |
119-296 |
PP |
119-206 |
119-206 |
119-206 |
119-216 |
S1 |
119-166 |
119-166 |
119-225 |
119-186 |
S2 |
119-096 |
119-096 |
119-215 |
|
S3 |
118-306 |
119-056 |
119-205 |
|
S4 |
118-196 |
118-266 |
119-174 |
|
|
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% |
0-182 |
0.5% |
68% |
False |
False |
907,670 |
10 |
120-070 |
119-060 |
1-010 |
0.9% |
0-147 |
0.4% |
53% |
False |
False |
777,783 |
20 |
121-165 |
119-060 |
2-105 |
1.9% |
0-166 |
0.4% |
23% |
False |
False |
754,853 |
40 |
121-165 |
118-082 |
3-083 |
2.7% |
0-154 |
0.4% |
45% |
False |
False |
683,533 |
60 |
121-165 |
118-082 |
3-083 |
2.7% |
0-148 |
0.4% |
45% |
False |
False |
689,853 |
80 |
121-165 |
118-082 |
3-083 |
2.7% |
0-132 |
0.3% |
45% |
False |
False |
525,138 |
100 |
121-165 |
117-130 |
4-035 |
3.4% |
0-121 |
0.3% |
57% |
False |
False |
420,399 |
120 |
121-165 |
117-000 |
4-165 |
3.8% |
0-101 |
0.3% |
61% |
False |
False |
350,338 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-074 |
2.618 |
120-215 |
1.618 |
120-105 |
1.000 |
120-037 |
0.618 |
119-315 |
HIGH |
119-247 |
0.618 |
119-205 |
0.500 |
119-192 |
0.382 |
119-179 |
LOW |
119-137 |
0.618 |
119-069 |
1.000 |
119-027 |
1.618 |
118-279 |
2.618 |
118-169 |
4.250 |
117-310 |
|
|
Fisher Pivots for day following 23-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
119-221 |
119-230 |
PP |
119-206 |
119-225 |
S1 |
119-192 |
119-220 |
|