ECBOT 5 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 12-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
119-210 |
119-205 |
-0-005 |
0.0% |
119-317 |
High |
119-210 |
119-310 |
0-100 |
0.3% |
120-015 |
Low |
119-130 |
119-182 |
0-052 |
0.1% |
119-032 |
Close |
119-180 |
119-232 |
0-052 |
0.1% |
119-055 |
Range |
0-080 |
0-128 |
0-048 |
60.0% |
0-303 |
ATR |
0-140 |
0-139 |
-0-001 |
-0.5% |
0-000 |
Volume |
1,069 |
1,069 |
0 |
0.0% |
160,192 |
|
Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-305 |
120-237 |
119-302 |
|
R3 |
120-177 |
120-109 |
119-267 |
|
R2 |
120-049 |
120-049 |
119-255 |
|
R1 |
119-301 |
119-301 |
119-244 |
120-015 |
PP |
119-241 |
119-241 |
119-241 |
119-258 |
S1 |
119-173 |
119-173 |
119-220 |
119-207 |
S2 |
119-113 |
119-113 |
119-209 |
|
S3 |
118-305 |
119-045 |
119-197 |
|
S4 |
118-177 |
118-237 |
119-162 |
|
|
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% |
0-144 |
0.4% |
66% |
False |
False |
9,159 |
10 |
120-015 |
119-032 |
0-303 |
0.8% |
0-117 |
0.3% |
66% |
False |
False |
45,457 |
20 |
120-110 |
119-032 |
1-078 |
1.0% |
0-139 |
0.4% |
50% |
False |
False |
511,839 |
40 |
121-165 |
119-032 |
2-133 |
2.0% |
0-159 |
0.4% |
26% |
False |
False |
630,100 |
60 |
121-165 |
118-082 |
3-083 |
2.7% |
0-148 |
0.4% |
45% |
False |
False |
604,881 |
80 |
121-165 |
118-082 |
3-083 |
2.7% |
0-139 |
0.4% |
45% |
False |
False |
580,150 |
100 |
121-165 |
118-082 |
3-083 |
2.7% |
0-128 |
0.3% |
45% |
False |
False |
464,790 |
120 |
121-165 |
117-030 |
4-135 |
3.7% |
0-115 |
0.3% |
60% |
False |
False |
387,403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-214 |
2.618 |
121-005 |
1.618 |
120-197 |
1.000 |
120-118 |
0.618 |
120-069 |
HIGH |
119-310 |
0.618 |
119-261 |
0.500 |
119-246 |
0.382 |
119-231 |
LOW |
119-182 |
0.618 |
119-103 |
1.000 |
119-054 |
1.618 |
118-295 |
2.618 |
118-167 |
4.250 |
117-278 |
|
|
Fisher Pivots for day following 12-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
119-246 |
119-226 |
PP |
119-241 |
119-219 |
S1 |
119-237 |
119-212 |
|