ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 02-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2015 |
02-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
119-275 |
119-317 |
0-042 |
0.1% |
119-165 |
| High |
120-015 |
120-012 |
-0-003 |
0.0% |
120-110 |
| Low |
119-237 |
119-200 |
-0-037 |
-0.1% |
119-137 |
| Close |
119-317 |
119-210 |
-0-107 |
-0.3% |
119-317 |
| Range |
0-098 |
0-132 |
0-034 |
34.7% |
0-293 |
| ATR |
0-157 |
0-155 |
-0-002 |
-1.1% |
0-000 |
| Volume |
268,620 |
56,007 |
-212,613 |
-79.2% |
5,406,062 |
|
| Daily Pivots for day following 02-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-003 |
120-239 |
119-283 |
|
| R3 |
120-191 |
120-107 |
119-246 |
|
| R2 |
120-059 |
120-059 |
119-234 |
|
| R1 |
119-295 |
119-295 |
119-222 |
119-271 |
| PP |
119-247 |
119-247 |
119-247 |
119-236 |
| S1 |
119-163 |
119-163 |
119-198 |
119-139 |
| S2 |
119-115 |
119-115 |
119-186 |
|
| S3 |
118-303 |
119-031 |
119-174 |
|
| S4 |
118-171 |
118-219 |
119-137 |
|
|
| 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 |
119-150 |
0-280 |
0.7% |
0-144 |
0.4% |
21% |
False |
False |
863,658 |
| 10 |
120-110 |
119-060 |
1-050 |
1.0% |
0-163 |
0.4% |
41% |
False |
False |
885,664 |
| 20 |
121-162 |
119-060 |
2-102 |
1.9% |
0-162 |
0.4% |
20% |
False |
False |
798,570 |
| 40 |
121-165 |
118-215 |
2-270 |
2.4% |
0-163 |
0.4% |
35% |
False |
False |
767,622 |
| 60 |
121-165 |
118-082 |
3-083 |
2.7% |
0-151 |
0.4% |
43% |
False |
False |
697,757 |
| 80 |
121-165 |
118-082 |
3-083 |
2.7% |
0-135 |
0.4% |
43% |
False |
False |
579,022 |
| 100 |
121-165 |
118-040 |
3-125 |
2.8% |
0-128 |
0.3% |
45% |
False |
False |
463,581 |
| 120 |
121-165 |
117-000 |
4-165 |
3.8% |
0-107 |
0.3% |
59% |
False |
False |
386,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-253 |
|
2.618 |
121-038 |
|
1.618 |
120-226 |
|
1.000 |
120-144 |
|
0.618 |
120-094 |
|
HIGH |
120-012 |
|
0.618 |
119-282 |
|
0.500 |
119-266 |
|
0.382 |
119-250 |
|
LOW |
119-200 |
|
0.618 |
119-118 |
|
1.000 |
119-068 |
|
1.618 |
118-306 |
|
2.618 |
118-174 |
|
4.250 |
117-279 |
|
|
| Fisher Pivots for day following 02-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-266 |
119-315 |
| PP |
119-247 |
119-280 |
| S1 |
119-229 |
119-245 |
|