ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 17-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
119-240 |
119-282 |
0-042 |
0.1% |
119-040 |
| High |
119-290 |
119-317 |
0-027 |
0.1% |
119-310 |
| Low |
119-240 |
119-270 |
0-030 |
0.1% |
119-037 |
| Close |
119-257 |
119-270 |
0-013 |
0.0% |
119-235 |
| Range |
0-050 |
0-047 |
-0-003 |
-6.0% |
0-273 |
| ATR |
0-129 |
0-124 |
-0-005 |
-3.8% |
0-000 |
| Volume |
2,058 |
3,181 |
1,123 |
54.6% |
27,540 |
|
| Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-107 |
120-075 |
119-296 |
|
| R3 |
120-060 |
120-028 |
119-283 |
|
| R2 |
120-013 |
120-013 |
119-279 |
|
| R1 |
119-301 |
119-301 |
119-274 |
119-294 |
| PP |
119-286 |
119-286 |
119-286 |
119-282 |
| S1 |
119-254 |
119-254 |
119-266 |
119-246 |
| S2 |
119-239 |
119-239 |
119-261 |
|
| S3 |
119-192 |
119-207 |
119-257 |
|
| S4 |
119-145 |
119-160 |
119-244 |
|
|
| 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 |
119-317 |
119-130 |
0-187 |
0.5% |
0-077 |
0.2% |
75% |
True |
False |
1,830 |
| 10 |
120-015 |
119-032 |
0-303 |
0.8% |
0-104 |
0.3% |
79% |
False |
False |
9,353 |
| 20 |
120-110 |
119-032 |
1-078 |
1.0% |
0-126 |
0.3% |
60% |
False |
False |
408,104 |
| 40 |
121-165 |
119-032 |
2-133 |
2.0% |
0-143 |
0.4% |
31% |
False |
False |
562,527 |
| 60 |
121-165 |
118-082 |
3-083 |
2.7% |
0-141 |
0.4% |
49% |
False |
False |
562,270 |
| 80 |
121-165 |
118-082 |
3-083 |
2.7% |
0-138 |
0.4% |
49% |
False |
False |
579,821 |
| 100 |
121-165 |
118-082 |
3-083 |
2.7% |
0-127 |
0.3% |
49% |
False |
False |
464,749 |
| 120 |
121-165 |
117-080 |
4-085 |
3.6% |
0-116 |
0.3% |
61% |
False |
False |
387,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-197 |
|
2.618 |
120-120 |
|
1.618 |
120-073 |
|
1.000 |
120-044 |
|
0.618 |
120-026 |
|
HIGH |
119-317 |
|
0.618 |
119-299 |
|
0.500 |
119-294 |
|
0.382 |
119-288 |
|
LOW |
119-270 |
|
0.618 |
119-241 |
|
1.000 |
119-223 |
|
1.618 |
119-194 |
|
2.618 |
119-147 |
|
4.250 |
119-070 |
|
|
| Fisher Pivots for day following 17-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-294 |
119-261 |
| PP |
119-286 |
119-252 |
| S1 |
119-278 |
119-244 |
|