ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 19-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2015 |
19-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
119-285 |
120-212 |
0-247 |
0.6% |
119-040 |
| High |
120-217 |
120-232 |
0-015 |
0.0% |
119-310 |
| Low |
119-285 |
120-090 |
0-125 |
0.3% |
119-037 |
| Close |
120-177 |
120-090 |
-0-087 |
-0.2% |
119-235 |
| Range |
0-252 |
0-142 |
-0-110 |
-43.7% |
0-273 |
| ATR |
0-135 |
0-135 |
0-001 |
0.4% |
0-000 |
| Volume |
7,912 |
2,736 |
-5,176 |
-65.4% |
27,540 |
|
| Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-243 |
121-149 |
120-168 |
|
| R3 |
121-101 |
121-007 |
120-129 |
|
| R2 |
120-279 |
120-279 |
120-116 |
|
| R1 |
120-185 |
120-185 |
120-103 |
120-161 |
| PP |
120-137 |
120-137 |
120-137 |
120-126 |
| S1 |
120-043 |
120-043 |
120-077 |
120-019 |
| S2 |
119-315 |
119-315 |
120-064 |
|
| S3 |
119-173 |
119-221 |
120-051 |
|
| S4 |
119-031 |
119-079 |
120-012 |
|
|
| 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 |
120-232 |
119-170 |
1-062 |
1.0% |
0-114 |
0.3% |
63% |
True |
False |
3,532 |
| 10 |
120-232 |
119-032 |
1-200 |
1.4% |
0-129 |
0.3% |
73% |
True |
False |
6,345 |
| 20 |
120-232 |
119-032 |
1-200 |
1.4% |
0-126 |
0.3% |
73% |
True |
False |
320,378 |
| 40 |
121-165 |
119-032 |
2-133 |
2.0% |
0-147 |
0.4% |
49% |
False |
False |
524,461 |
| 60 |
121-165 |
118-082 |
3-083 |
2.7% |
0-144 |
0.4% |
62% |
False |
False |
541,802 |
| 80 |
121-165 |
118-082 |
3-083 |
2.7% |
0-141 |
0.4% |
62% |
False |
False |
578,044 |
| 100 |
121-165 |
118-082 |
3-083 |
2.7% |
0-129 |
0.3% |
62% |
False |
False |
464,819 |
| 120 |
121-165 |
117-100 |
4-065 |
3.5% |
0-120 |
0.3% |
71% |
False |
False |
387,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-196 |
|
2.618 |
121-284 |
|
1.618 |
121-142 |
|
1.000 |
121-054 |
|
0.618 |
121-000 |
|
HIGH |
120-232 |
|
0.618 |
120-178 |
|
0.500 |
120-161 |
|
0.382 |
120-144 |
|
LOW |
120-090 |
|
0.618 |
120-002 |
|
1.000 |
119-268 |
|
1.618 |
119-180 |
|
2.618 |
119-038 |
|
4.250 |
118-126 |
|
|
| Fisher Pivots for day following 19-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-161 |
120-091 |
| PP |
120-137 |
120-091 |
| S1 |
120-114 |
120-090 |
|