ECBOT 5 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 05-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2015 |
05-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
119-167 |
119-212 |
0-045 |
0.1% |
119-165 |
High |
119-215 |
119-255 |
0-040 |
0.1% |
120-110 |
Low |
119-150 |
119-175 |
0-025 |
0.1% |
119-137 |
Close |
119-190 |
119-237 |
0-047 |
0.1% |
119-317 |
Range |
0-065 |
0-080 |
0-015 |
23.1% |
0-293 |
ATR |
0-144 |
0-139 |
-0-005 |
-3.2% |
0-000 |
Volume |
25,793 |
14,935 |
-10,858 |
-42.1% |
5,406,062 |
|
Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-142 |
120-110 |
119-281 |
|
R3 |
120-062 |
120-030 |
119-259 |
|
R2 |
119-302 |
119-302 |
119-252 |
|
R1 |
119-270 |
119-270 |
119-244 |
119-286 |
PP |
119-222 |
119-222 |
119-222 |
119-230 |
S1 |
119-190 |
119-190 |
119-230 |
119-206 |
S2 |
119-142 |
119-142 |
119-222 |
|
S3 |
119-062 |
119-110 |
119-215 |
|
S4 |
118-302 |
119-030 |
119-193 |
|
|
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 |
120-015 |
119-147 |
0-188 |
0.5% |
0-091 |
0.2% |
48% |
False |
False |
81,756 |
10 |
120-110 |
119-122 |
0-308 |
0.8% |
0-123 |
0.3% |
37% |
False |
False |
634,411 |
20 |
121-067 |
119-060 |
2-007 |
1.7% |
0-150 |
0.4% |
27% |
False |
False |
700,648 |
40 |
121-165 |
119-060 |
2-105 |
1.9% |
0-155 |
0.4% |
24% |
False |
False |
720,086 |
60 |
121-165 |
118-082 |
3-083 |
2.7% |
0-149 |
0.4% |
46% |
False |
False |
663,231 |
80 |
121-165 |
118-082 |
3-083 |
2.7% |
0-136 |
0.4% |
46% |
False |
False |
580,012 |
100 |
121-165 |
118-082 |
3-083 |
2.7% |
0-128 |
0.3% |
46% |
False |
False |
464,407 |
120 |
121-165 |
117-000 |
4-165 |
3.8% |
0-109 |
0.3% |
61% |
False |
False |
387,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-275 |
2.618 |
120-144 |
1.618 |
120-064 |
1.000 |
120-015 |
0.618 |
119-304 |
HIGH |
119-255 |
0.618 |
119-224 |
0.500 |
119-215 |
0.382 |
119-206 |
LOW |
119-175 |
0.618 |
119-126 |
1.000 |
119-095 |
1.618 |
119-046 |
2.618 |
118-286 |
4.250 |
118-155 |
|
|
Fisher Pivots for day following 05-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
119-230 |
119-225 |
PP |
119-222 |
119-213 |
S1 |
119-215 |
119-201 |
|