ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 09-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2015 |
09-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
119-235 |
119-040 |
-0-195 |
-0.5% |
119-317 |
| High |
120-015 |
119-130 |
-0-205 |
-0.5% |
120-015 |
| Low |
119-032 |
119-037 |
0-005 |
0.0% |
119-032 |
| Close |
119-055 |
119-120 |
0-065 |
0.2% |
119-055 |
| Range |
0-303 |
0-093 |
-0-210 |
-69.3% |
0-303 |
| ATR |
0-151 |
0-147 |
-0-004 |
-2.7% |
0-000 |
| Volume |
20,032 |
9,649 |
-10,383 |
-51.8% |
160,192 |
|
| Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-055 |
120-020 |
119-171 |
|
| R3 |
119-282 |
119-247 |
119-146 |
|
| R2 |
119-189 |
119-189 |
119-137 |
|
| R1 |
119-154 |
119-154 |
119-129 |
119-172 |
| PP |
119-096 |
119-096 |
119-096 |
119-104 |
| S1 |
119-061 |
119-061 |
119-111 |
119-078 |
| S2 |
119-003 |
119-003 |
119-103 |
|
| S3 |
118-230 |
118-288 |
119-094 |
|
| S4 |
118-137 |
118-195 |
119-069 |
|
|
| 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% |
0-124 |
0.3% |
29% |
False |
False |
22,766 |
| 10 |
120-110 |
119-032 |
1-078 |
1.0% |
0-134 |
0.4% |
22% |
False |
False |
443,212 |
| 20 |
120-110 |
119-032 |
1-078 |
1.0% |
0-141 |
0.4% |
22% |
False |
False |
610,497 |
| 40 |
121-165 |
119-032 |
2-133 |
2.0% |
0-161 |
0.4% |
11% |
False |
False |
684,449 |
| 60 |
121-165 |
118-082 |
3-083 |
2.7% |
0-151 |
0.4% |
34% |
False |
False |
640,974 |
| 80 |
121-165 |
118-082 |
3-083 |
2.7% |
0-137 |
0.4% |
34% |
False |
False |
580,175 |
| 100 |
121-165 |
118-082 |
3-083 |
2.7% |
0-131 |
0.3% |
34% |
False |
False |
464,677 |
| 120 |
121-165 |
117-000 |
4-165 |
3.8% |
0-112 |
0.3% |
53% |
False |
False |
387,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-205 |
|
2.618 |
120-053 |
|
1.618 |
119-280 |
|
1.000 |
119-223 |
|
0.618 |
119-187 |
|
HIGH |
119-130 |
|
0.618 |
119-094 |
|
0.500 |
119-084 |
|
0.382 |
119-073 |
|
LOW |
119-037 |
|
0.618 |
118-300 |
|
1.000 |
118-264 |
|
1.618 |
118-207 |
|
2.618 |
118-114 |
|
4.250 |
117-282 |
|
|
| Fisher Pivots for day following 09-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-108 |
119-184 |
| PP |
119-096 |
119-162 |
| S1 |
119-084 |
119-141 |
|