ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 27-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2015 |
27-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
120-055 |
119-275 |
-0-100 |
-0.3% |
119-165 |
| High |
120-110 |
120-015 |
-0-095 |
-0.2% |
120-110 |
| Low |
119-245 |
119-237 |
-0-008 |
0.0% |
119-137 |
| Close |
119-277 |
119-317 |
0-040 |
0.1% |
119-317 |
| Range |
0-185 |
0-098 |
-0-087 |
-47.0% |
0-293 |
| ATR |
0-162 |
0-157 |
-0-005 |
-2.8% |
0-000 |
| Volume |
984,833 |
268,620 |
-716,213 |
-72.7% |
5,406,062 |
|
| Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-270 |
120-232 |
120-051 |
|
| R3 |
120-172 |
120-134 |
120-024 |
|
| R2 |
120-074 |
120-074 |
120-015 |
|
| R1 |
120-036 |
120-036 |
120-006 |
120-055 |
| PP |
119-296 |
119-296 |
119-296 |
119-306 |
| S1 |
119-258 |
119-258 |
119-308 |
119-277 |
| S2 |
119-198 |
119-198 |
119-299 |
|
| S3 |
119-100 |
119-160 |
119-290 |
|
| S4 |
119-002 |
119-062 |
119-263 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-214 |
122-078 |
120-158 |
|
| R3 |
121-241 |
121-105 |
120-078 |
|
| R2 |
120-268 |
120-268 |
120-051 |
|
| R1 |
120-132 |
120-132 |
120-024 |
120-200 |
| PP |
119-295 |
119-295 |
119-295 |
120-008 |
| S1 |
119-159 |
119-159 |
119-290 |
119-227 |
| S2 |
119-002 |
119-002 |
119-263 |
|
| S3 |
118-029 |
118-186 |
119-236 |
|
| S4 |
117-056 |
117-213 |
119-156 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-110 |
119-137 |
0-293 |
0.8% |
0-140 |
0.4% |
61% |
False |
False |
1,081,212 |
| 10 |
120-110 |
119-060 |
1-050 |
1.0% |
0-156 |
0.4% |
69% |
False |
False |
930,422 |
| 20 |
121-165 |
119-060 |
2-105 |
1.9% |
0-166 |
0.4% |
34% |
False |
False |
839,594 |
| 40 |
121-165 |
118-215 |
2-270 |
2.4% |
0-161 |
0.4% |
46% |
False |
False |
771,428 |
| 60 |
121-165 |
118-082 |
3-083 |
2.7% |
0-151 |
0.4% |
53% |
False |
False |
707,714 |
| 80 |
121-165 |
118-082 |
3-083 |
2.7% |
0-135 |
0.4% |
53% |
False |
False |
578,356 |
| 100 |
121-165 |
117-280 |
3-205 |
3.0% |
0-127 |
0.3% |
58% |
False |
False |
463,021 |
| 120 |
121-165 |
117-000 |
4-165 |
3.8% |
0-106 |
0.3% |
66% |
False |
False |
385,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-112 |
|
2.618 |
120-272 |
|
1.618 |
120-174 |
|
1.000 |
120-113 |
|
0.618 |
120-076 |
|
HIGH |
120-015 |
|
0.618 |
119-298 |
|
0.500 |
119-286 |
|
0.382 |
119-274 |
|
LOW |
119-237 |
|
0.618 |
119-176 |
|
1.000 |
119-139 |
|
1.618 |
119-078 |
|
2.618 |
118-300 |
|
4.250 |
118-140 |
|
|
| Fisher Pivots for day following 27-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-307 |
120-014 |
| PP |
119-296 |
120-008 |
| S1 |
119-286 |
120-002 |
|