ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 11-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
119-115 |
119-210 |
0-095 |
0.2% |
119-317 |
| High |
119-230 |
119-210 |
-0-020 |
-0.1% |
120-015 |
| Low |
119-115 |
119-130 |
0-015 |
0.0% |
119-032 |
| Close |
119-182 |
119-180 |
-0-002 |
0.0% |
119-055 |
| Range |
0-115 |
0-080 |
-0-035 |
-30.4% |
0-303 |
| ATR |
0-145 |
0-140 |
-0-005 |
-3.2% |
0-000 |
| Volume |
13,977 |
1,069 |
-12,908 |
-92.4% |
160,192 |
|
| Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-093 |
120-057 |
119-224 |
|
| R3 |
120-013 |
119-297 |
119-202 |
|
| R2 |
119-253 |
119-253 |
119-195 |
|
| R1 |
119-217 |
119-217 |
119-187 |
119-195 |
| PP |
119-173 |
119-173 |
119-173 |
119-162 |
| S1 |
119-137 |
119-137 |
119-173 |
119-115 |
| S2 |
119-093 |
119-093 |
119-165 |
|
| S3 |
119-013 |
119-057 |
119-158 |
|
| S4 |
118-253 |
118-297 |
119-136 |
|
|
| 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% |
0-134 |
0.4% |
49% |
False |
False |
11,932 |
| 10 |
120-110 |
119-032 |
1-078 |
1.0% |
0-123 |
0.3% |
37% |
False |
False |
143,834 |
| 20 |
120-110 |
119-032 |
1-078 |
1.0% |
0-138 |
0.4% |
37% |
False |
False |
538,210 |
| 40 |
121-165 |
119-032 |
2-133 |
2.0% |
0-158 |
0.4% |
19% |
False |
False |
649,516 |
| 60 |
121-165 |
118-082 |
3-083 |
2.7% |
0-149 |
0.4% |
40% |
False |
False |
617,778 |
| 80 |
121-165 |
118-082 |
3-083 |
2.7% |
0-138 |
0.4% |
40% |
False |
False |
580,198 |
| 100 |
121-165 |
118-082 |
3-083 |
2.7% |
0-129 |
0.3% |
40% |
False |
False |
464,814 |
| 120 |
121-165 |
117-000 |
4-165 |
3.8% |
0-114 |
0.3% |
57% |
False |
False |
387,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-230 |
|
2.618 |
120-099 |
|
1.618 |
120-019 |
|
1.000 |
119-290 |
|
0.618 |
119-259 |
|
HIGH |
119-210 |
|
0.618 |
119-179 |
|
0.500 |
119-170 |
|
0.382 |
119-161 |
|
LOW |
119-130 |
|
0.618 |
119-081 |
|
1.000 |
119-050 |
|
1.618 |
119-001 |
|
2.618 |
118-241 |
|
4.250 |
118-110 |
|
|
| Fisher Pivots for day following 11-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-177 |
119-164 |
| PP |
119-173 |
119-149 |
| S1 |
119-170 |
119-134 |
|