ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 24-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2015 |
24-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
119-165 |
119-237 |
0-072 |
0.2% |
119-230 |
| High |
119-247 |
120-067 |
0-140 |
0.4% |
119-317 |
| Low |
119-137 |
119-150 |
0-013 |
0.0% |
119-060 |
| Close |
119-235 |
120-057 |
0-142 |
0.4% |
119-137 |
| Range |
0-110 |
0-237 |
0-127 |
115.5% |
0-257 |
| ATR |
0-162 |
0-167 |
0-005 |
3.3% |
0-000 |
| Volume |
1,143,778 |
1,646,218 |
502,440 |
43.9% |
3,394,575 |
|
| Daily Pivots for day following 24-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-056 |
121-293 |
120-187 |
|
| R3 |
121-139 |
121-056 |
120-122 |
|
| R2 |
120-222 |
120-222 |
120-100 |
|
| R1 |
120-139 |
120-139 |
120-079 |
120-180 |
| PP |
119-305 |
119-305 |
119-305 |
120-005 |
| S1 |
119-222 |
119-222 |
120-035 |
119-264 |
| S2 |
119-068 |
119-068 |
120-014 |
|
| S3 |
118-151 |
118-305 |
119-312 |
|
| S4 |
117-234 |
118-068 |
119-247 |
|
|
| 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 |
120-067 |
119-060 |
1-007 |
0.9% |
0-184 |
0.5% |
97% |
True |
False |
1,070,609 |
| 10 |
120-067 |
119-060 |
1-007 |
0.9% |
0-155 |
0.4% |
97% |
True |
False |
869,743 |
| 20 |
121-165 |
119-060 |
2-105 |
1.9% |
0-171 |
0.4% |
43% |
False |
False |
811,016 |
| 40 |
121-165 |
118-115 |
3-050 |
2.6% |
0-158 |
0.4% |
58% |
False |
False |
719,783 |
| 60 |
121-165 |
118-082 |
3-083 |
2.7% |
0-150 |
0.4% |
59% |
False |
False |
697,551 |
| 80 |
121-165 |
118-082 |
3-083 |
2.7% |
0-134 |
0.3% |
59% |
False |
False |
545,715 |
| 100 |
121-165 |
117-200 |
3-285 |
3.2% |
0-123 |
0.3% |
66% |
False |
False |
436,860 |
| 120 |
121-165 |
117-000 |
4-165 |
3.8% |
0-103 |
0.3% |
70% |
False |
False |
364,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-114 |
|
2.618 |
122-047 |
|
1.618 |
121-130 |
|
1.000 |
120-304 |
|
0.618 |
120-213 |
|
HIGH |
120-067 |
|
0.618 |
119-296 |
|
0.500 |
119-268 |
|
0.382 |
119-241 |
|
LOW |
119-150 |
|
0.618 |
119-004 |
|
1.000 |
118-233 |
|
1.618 |
118-087 |
|
2.618 |
117-170 |
|
4.250 |
116-103 |
|
|
| Fisher Pivots for day following 24-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-021 |
120-016 |
| PP |
119-305 |
119-295 |
| S1 |
119-268 |
119-254 |
|