ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 03-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2015 |
03-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
119-317 |
119-212 |
-0-105 |
-0.3% |
119-165 |
| High |
120-012 |
119-227 |
-0-105 |
-0.3% |
120-110 |
| Low |
119-200 |
119-147 |
-0-053 |
-0.1% |
119-137 |
| Close |
119-210 |
119-152 |
-0-058 |
-0.2% |
119-317 |
| Range |
0-132 |
0-080 |
-0-052 |
-39.4% |
0-293 |
| ATR |
0-155 |
0-150 |
-0-005 |
-3.5% |
0-000 |
| Volume |
56,007 |
43,425 |
-12,582 |
-22.5% |
5,406,062 |
|
| Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-095 |
120-044 |
119-196 |
|
| R3 |
120-015 |
119-284 |
119-174 |
|
| R2 |
119-255 |
119-255 |
119-167 |
|
| R1 |
119-204 |
119-204 |
119-159 |
119-190 |
| PP |
119-175 |
119-175 |
119-175 |
119-168 |
| S1 |
119-124 |
119-124 |
119-145 |
119-110 |
| S2 |
119-095 |
119-095 |
119-137 |
|
| S3 |
119-015 |
119-044 |
119-130 |
|
| S4 |
118-255 |
118-284 |
119-108 |
|
|
| 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 |
119-147 |
0-283 |
0.7% |
0-113 |
0.3% |
2% |
False |
True |
543,099 |
| 10 |
120-110 |
119-060 |
1-050 |
1.0% |
0-148 |
0.4% |
25% |
False |
False |
806,854 |
| 20 |
121-142 |
119-060 |
2-082 |
1.9% |
0-161 |
0.4% |
13% |
False |
False |
769,051 |
| 40 |
121-165 |
119-000 |
2-165 |
2.1% |
0-161 |
0.4% |
19% |
False |
False |
756,731 |
| 60 |
121-165 |
118-082 |
3-083 |
2.7% |
0-152 |
0.4% |
37% |
False |
False |
689,075 |
| 80 |
121-165 |
118-082 |
3-083 |
2.7% |
0-135 |
0.4% |
37% |
False |
False |
579,553 |
| 100 |
121-165 |
118-050 |
3-115 |
2.8% |
0-129 |
0.3% |
39% |
False |
False |
464,015 |
| 120 |
121-165 |
117-000 |
4-165 |
3.8% |
0-108 |
0.3% |
55% |
False |
False |
386,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-247 |
|
2.618 |
120-116 |
|
1.618 |
120-036 |
|
1.000 |
119-307 |
|
0.618 |
119-276 |
|
HIGH |
119-227 |
|
0.618 |
119-196 |
|
0.500 |
119-187 |
|
0.382 |
119-178 |
|
LOW |
119-147 |
|
0.618 |
119-098 |
|
1.000 |
119-067 |
|
1.618 |
119-018 |
|
2.618 |
118-258 |
|
4.250 |
118-127 |
|
|
| Fisher Pivots for day following 03-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-187 |
119-241 |
| PP |
119-175 |
119-211 |
| S1 |
119-164 |
119-182 |
|