ECBOT 5 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 04-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2015 |
04-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
119-212 |
119-167 |
-0-045 |
-0.1% |
119-165 |
High |
119-227 |
119-215 |
-0-012 |
0.0% |
120-110 |
Low |
119-147 |
119-150 |
0-003 |
0.0% |
119-137 |
Close |
119-152 |
119-190 |
0-038 |
0.1% |
119-317 |
Range |
0-080 |
0-065 |
-0-015 |
-18.8% |
0-293 |
ATR |
0-150 |
0-144 |
-0-006 |
-4.0% |
0-000 |
Volume |
43,425 |
25,793 |
-17,632 |
-40.6% |
5,406,062 |
|
Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-060 |
120-030 |
119-226 |
|
R3 |
119-315 |
119-285 |
119-208 |
|
R2 |
119-250 |
119-250 |
119-202 |
|
R1 |
119-220 |
119-220 |
119-196 |
119-235 |
PP |
119-185 |
119-185 |
119-185 |
119-192 |
S1 |
119-155 |
119-155 |
119-184 |
119-170 |
S2 |
119-120 |
119-120 |
119-178 |
|
S3 |
119-055 |
119-090 |
119-172 |
|
S4 |
118-310 |
119-025 |
119-154 |
|
|
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% |
0-112 |
0.3% |
15% |
False |
False |
275,735 |
10 |
120-110 |
119-122 |
0-308 |
0.8% |
0-130 |
0.3% |
22% |
False |
False |
713,426 |
20 |
121-067 |
119-060 |
2-007 |
1.7% |
0-154 |
0.4% |
20% |
False |
False |
735,479 |
40 |
121-165 |
119-060 |
2-105 |
1.9% |
0-160 |
0.4% |
17% |
False |
False |
745,556 |
60 |
121-165 |
118-082 |
3-083 |
2.7% |
0-151 |
0.4% |
41% |
False |
False |
679,097 |
80 |
121-165 |
118-082 |
3-083 |
2.7% |
0-136 |
0.4% |
41% |
False |
False |
579,829 |
100 |
121-165 |
118-082 |
3-083 |
2.7% |
0-128 |
0.3% |
41% |
False |
False |
464,264 |
120 |
121-165 |
117-000 |
4-165 |
3.8% |
0-108 |
0.3% |
57% |
False |
False |
386,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-171 |
2.618 |
120-065 |
1.618 |
120-000 |
1.000 |
119-280 |
0.618 |
119-255 |
HIGH |
119-215 |
0.618 |
119-190 |
0.500 |
119-182 |
0.382 |
119-175 |
LOW |
119-150 |
0.618 |
119-110 |
1.000 |
119-085 |
1.618 |
119-045 |
2.618 |
118-300 |
4.250 |
118-194 |
|
|
Fisher Pivots for day following 04-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
119-188 |
119-240 |
PP |
119-185 |
119-223 |
S1 |
119-182 |
119-206 |
|