ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 10-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
119-040 |
119-115 |
0-075 |
0.2% |
119-317 |
| High |
119-130 |
119-230 |
0-100 |
0.3% |
120-015 |
| Low |
119-037 |
119-115 |
0-078 |
0.2% |
119-032 |
| Close |
119-120 |
119-182 |
0-062 |
0.2% |
119-055 |
| Range |
0-093 |
0-115 |
0-022 |
23.7% |
0-303 |
| ATR |
0-147 |
0-145 |
-0-002 |
-1.6% |
0-000 |
| Volume |
9,649 |
13,977 |
4,328 |
44.9% |
160,192 |
|
| Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-201 |
120-146 |
119-245 |
|
| R3 |
120-086 |
120-031 |
119-214 |
|
| R2 |
119-291 |
119-291 |
119-203 |
|
| R1 |
119-236 |
119-236 |
119-193 |
119-264 |
| PP |
119-176 |
119-176 |
119-176 |
119-189 |
| S1 |
119-121 |
119-121 |
119-171 |
119-148 |
| S2 |
119-061 |
119-061 |
119-161 |
|
| S3 |
118-266 |
119-006 |
119-150 |
|
| S4 |
118-151 |
118-211 |
119-119 |
|
|
| 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% |
0-131 |
0.3% |
50% |
False |
False |
16,877 |
| 10 |
120-110 |
119-032 |
1-078 |
1.0% |
0-122 |
0.3% |
38% |
False |
False |
279,988 |
| 20 |
120-110 |
119-032 |
1-078 |
1.0% |
0-139 |
0.4% |
38% |
False |
False |
574,865 |
| 40 |
121-165 |
119-032 |
2-133 |
2.0% |
0-159 |
0.4% |
19% |
False |
False |
663,353 |
| 60 |
121-165 |
118-082 |
3-083 |
2.7% |
0-151 |
0.4% |
40% |
False |
False |
631,896 |
| 80 |
121-165 |
118-082 |
3-083 |
2.7% |
0-138 |
0.4% |
40% |
False |
False |
580,210 |
| 100 |
121-165 |
118-082 |
3-083 |
2.7% |
0-132 |
0.3% |
40% |
False |
False |
464,809 |
| 120 |
121-165 |
117-000 |
4-165 |
3.8% |
0-113 |
0.3% |
57% |
False |
False |
387,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-079 |
|
2.618 |
120-211 |
|
1.618 |
120-096 |
|
1.000 |
120-025 |
|
0.618 |
119-301 |
|
HIGH |
119-230 |
|
0.618 |
119-186 |
|
0.500 |
119-172 |
|
0.382 |
119-159 |
|
LOW |
119-115 |
|
0.618 |
119-044 |
|
1.000 |
119-000 |
|
1.618 |
118-249 |
|
2.618 |
118-134 |
|
4.250 |
117-266 |
|
|
| Fisher Pivots for day following 10-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-179 |
119-184 |
| PP |
119-176 |
119-183 |
| S1 |
119-172 |
119-182 |
|