ECBOT 5 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 06-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
119-212 |
119-235 |
0-023 |
0.1% |
119-317 |
High |
119-255 |
120-015 |
0-080 |
0.2% |
120-015 |
Low |
119-175 |
119-032 |
-0-143 |
-0.4% |
119-032 |
Close |
119-237 |
119-055 |
-0-182 |
-0.5% |
119-055 |
Range |
0-080 |
0-303 |
0-223 |
278.8% |
0-303 |
ATR |
0-139 |
0-151 |
0-012 |
8.4% |
0-000 |
Volume |
14,935 |
20,032 |
5,097 |
34.1% |
160,192 |
|
Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-090 |
121-215 |
119-222 |
|
R3 |
121-107 |
120-232 |
119-138 |
|
R2 |
120-124 |
120-124 |
119-111 |
|
R1 |
119-249 |
119-249 |
119-083 |
119-195 |
PP |
119-141 |
119-141 |
119-141 |
119-114 |
S1 |
118-266 |
118-266 |
119-027 |
118-212 |
S2 |
118-158 |
118-158 |
118-319 |
|
S3 |
117-175 |
117-283 |
118-292 |
|
S4 |
116-192 |
116-300 |
118-208 |
|
|
Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-090 |
121-215 |
119-222 |
|
R3 |
121-107 |
120-232 |
119-138 |
|
R2 |
120-124 |
120-124 |
119-111 |
|
R1 |
119-249 |
119-249 |
119-083 |
119-195 |
PP |
119-141 |
119-141 |
119-141 |
119-114 |
S1 |
118-266 |
118-266 |
119-027 |
118-212 |
S2 |
118-158 |
118-158 |
118-319 |
|
S3 |
117-175 |
117-283 |
118-292 |
|
S4 |
116-192 |
116-300 |
118-208 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-015 |
119-032 |
0-303 |
0.8% |
0-132 |
0.3% |
8% |
True |
True |
32,038 |
10 |
120-110 |
119-032 |
1-078 |
1.0% |
0-136 |
0.4% |
6% |
False |
True |
556,625 |
20 |
121-040 |
119-032 |
2-008 |
1.7% |
0-157 |
0.4% |
4% |
False |
True |
672,789 |
40 |
121-165 |
119-032 |
2-133 |
2.0% |
0-160 |
0.4% |
3% |
False |
True |
699,196 |
60 |
121-165 |
118-082 |
3-083 |
2.7% |
0-152 |
0.4% |
28% |
False |
False |
653,486 |
80 |
121-165 |
118-082 |
3-083 |
2.7% |
0-137 |
0.4% |
28% |
False |
False |
580,136 |
100 |
121-165 |
118-082 |
3-083 |
2.7% |
0-130 |
0.3% |
28% |
False |
False |
464,585 |
120 |
121-165 |
117-000 |
4-165 |
3.8% |
0-111 |
0.3% |
48% |
False |
False |
387,189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-023 |
2.618 |
122-168 |
1.618 |
121-185 |
1.000 |
120-318 |
0.618 |
120-202 |
HIGH |
120-015 |
0.618 |
119-219 |
0.500 |
119-184 |
0.382 |
119-148 |
LOW |
119-032 |
0.618 |
118-165 |
1.000 |
118-049 |
1.618 |
117-182 |
2.618 |
116-199 |
4.250 |
115-024 |
|
|
Fisher Pivots for day following 06-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
119-184 |
119-184 |
PP |
119-141 |
119-141 |
S1 |
119-098 |
119-098 |
|