ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 02-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2015 |
02-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
120-292 |
121-150 |
0-178 |
0.5% |
120-240 |
| High |
121-165 |
121-162 |
-0-003 |
0.0% |
121-165 |
| Low |
120-277 |
121-060 |
0-103 |
0.3% |
120-137 |
| Close |
121-110 |
121-112 |
0-002 |
0.0% |
121-110 |
| Range |
0-208 |
0-102 |
-0-106 |
-51.0% |
1-028 |
| ATR |
0-154 |
0-150 |
-0-004 |
-2.4% |
0-000 |
| Volume |
876,492 |
633,803 |
-242,689 |
-27.7% |
3,443,959 |
|
| Daily Pivots for day following 02-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-097 |
122-047 |
121-168 |
|
| R3 |
121-315 |
121-265 |
121-140 |
|
| R2 |
121-213 |
121-213 |
121-131 |
|
| R1 |
121-163 |
121-163 |
121-121 |
121-137 |
| PP |
121-111 |
121-111 |
121-111 |
121-098 |
| S1 |
121-061 |
121-061 |
121-103 |
121-035 |
| S2 |
121-009 |
121-009 |
121-093 |
|
| S3 |
120-227 |
120-279 |
121-084 |
|
| S4 |
120-125 |
120-177 |
121-056 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-115 |
123-300 |
121-301 |
|
| R3 |
123-087 |
122-272 |
121-206 |
|
| R2 |
122-059 |
122-059 |
121-174 |
|
| R1 |
121-244 |
121-244 |
121-142 |
121-312 |
| PP |
121-031 |
121-031 |
121-031 |
121-064 |
| S1 |
120-216 |
120-216 |
121-078 |
120-284 |
| S2 |
120-003 |
120-003 |
121-046 |
|
| S3 |
118-295 |
119-188 |
121-014 |
|
| S4 |
117-267 |
118-160 |
120-239 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-165 |
120-157 |
1-008 |
0.8% |
0-152 |
0.4% |
84% |
False |
False |
710,959 |
| 10 |
121-165 |
120-067 |
1-098 |
1.1% |
0-146 |
0.4% |
87% |
False |
False |
702,653 |
| 20 |
121-165 |
119-000 |
2-165 |
2.1% |
0-161 |
0.4% |
93% |
False |
False |
744,412 |
| 40 |
121-165 |
118-082 |
3-083 |
2.7% |
0-147 |
0.4% |
95% |
False |
False |
649,087 |
| 60 |
121-165 |
118-082 |
3-083 |
2.7% |
0-127 |
0.3% |
95% |
False |
False |
516,387 |
| 80 |
121-165 |
118-050 |
3-115 |
2.8% |
0-121 |
0.3% |
95% |
False |
False |
387,756 |
| 100 |
121-165 |
117-000 |
4-165 |
3.7% |
0-097 |
0.2% |
96% |
False |
False |
310,210 |
| 120 |
121-165 |
117-000 |
4-165 |
3.7% |
0-081 |
0.2% |
96% |
False |
False |
258,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-276 |
|
2.618 |
122-109 |
|
1.618 |
122-007 |
|
1.000 |
121-264 |
|
0.618 |
121-225 |
|
HIGH |
121-162 |
|
0.618 |
121-123 |
|
0.500 |
121-111 |
|
0.382 |
121-099 |
|
LOW |
121-060 |
|
0.618 |
120-317 |
|
1.000 |
120-278 |
|
1.618 |
120-215 |
|
2.618 |
120-113 |
|
4.250 |
119-266 |
|
|
| Fisher Pivots for day following 02-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
121-112 |
121-087 |
| PP |
121-111 |
121-062 |
| S1 |
121-111 |
121-038 |
|