ECBOT 5 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 16-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
119-207 |
119-240 |
0-033 |
0.1% |
119-040 |
High |
119-250 |
119-290 |
0-040 |
0.1% |
119-310 |
Low |
119-170 |
119-240 |
0-070 |
0.2% |
119-037 |
Close |
119-235 |
119-257 |
0-022 |
0.1% |
119-235 |
Range |
0-080 |
0-050 |
-0-030 |
-37.5% |
0-273 |
ATR |
0-135 |
0-129 |
-0-006 |
-4.2% |
0-000 |
Volume |
1,776 |
2,058 |
282 |
15.9% |
27,540 |
|
Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-092 |
120-065 |
119-284 |
|
R3 |
120-042 |
120-015 |
119-271 |
|
R2 |
119-312 |
119-312 |
119-266 |
|
R1 |
119-285 |
119-285 |
119-262 |
119-298 |
PP |
119-262 |
119-262 |
119-262 |
119-269 |
S1 |
119-235 |
119-235 |
119-252 |
119-248 |
S2 |
119-212 |
119-212 |
119-248 |
|
S3 |
119-162 |
119-185 |
119-243 |
|
S4 |
119-112 |
119-135 |
119-230 |
|
|
Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-053 |
121-257 |
120-065 |
|
R3 |
121-100 |
120-304 |
119-310 |
|
R2 |
120-147 |
120-147 |
119-285 |
|
R1 |
120-031 |
120-031 |
119-260 |
120-089 |
PP |
119-194 |
119-194 |
119-194 |
119-223 |
S1 |
119-078 |
119-078 |
119-210 |
119-136 |
S2 |
118-241 |
118-241 |
119-185 |
|
S3 |
117-288 |
118-125 |
119-160 |
|
S4 |
117-015 |
117-172 |
119-085 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
119-310 |
119-115 |
0-195 |
0.5% |
0-091 |
0.2% |
73% |
False |
False |
3,989 |
10 |
120-015 |
119-032 |
0-303 |
0.8% |
0-107 |
0.3% |
74% |
False |
False |
13,378 |
20 |
120-110 |
119-032 |
1-078 |
1.0% |
0-135 |
0.4% |
57% |
False |
False |
449,521 |
40 |
121-165 |
119-032 |
2-133 |
2.0% |
0-148 |
0.4% |
29% |
False |
False |
584,090 |
60 |
121-165 |
118-082 |
3-083 |
2.7% |
0-144 |
0.4% |
47% |
False |
False |
579,657 |
80 |
121-165 |
118-082 |
3-083 |
2.7% |
0-138 |
0.4% |
47% |
False |
False |
579,908 |
100 |
121-165 |
118-082 |
3-083 |
2.7% |
0-127 |
0.3% |
47% |
False |
False |
464,769 |
120 |
121-165 |
117-080 |
4-085 |
3.6% |
0-116 |
0.3% |
60% |
False |
False |
387,434 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-182 |
2.618 |
120-101 |
1.618 |
120-051 |
1.000 |
120-020 |
0.618 |
120-001 |
HIGH |
119-290 |
0.618 |
119-271 |
0.500 |
119-265 |
0.382 |
119-259 |
LOW |
119-240 |
0.618 |
119-209 |
1.000 |
119-190 |
1.618 |
119-159 |
2.618 |
119-109 |
4.250 |
119-028 |
|
|
Fisher Pivots for day following 16-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
119-265 |
119-251 |
PP |
119-262 |
119-246 |
S1 |
119-260 |
119-240 |
|