ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 04-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2015 |
04-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
121-117 |
120-272 |
-0-165 |
-0.4% |
120-240 |
| High |
121-142 |
121-042 |
-0-100 |
-0.3% |
121-165 |
| Low |
120-262 |
120-197 |
-0-065 |
-0.2% |
120-137 |
| Close |
120-287 |
120-272 |
-0-015 |
0.0% |
121-110 |
| Range |
0-200 |
0-165 |
-0-035 |
-17.5% |
1-028 |
| ATR |
0-154 |
0-155 |
0-001 |
0.5% |
0-000 |
| Volume |
697,232 |
711,557 |
14,325 |
2.1% |
3,443,959 |
|
| Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-132 |
122-047 |
121-043 |
|
| R3 |
121-287 |
121-202 |
120-317 |
|
| R2 |
121-122 |
121-122 |
120-302 |
|
| R1 |
121-037 |
121-037 |
120-287 |
121-034 |
| PP |
120-277 |
120-277 |
120-277 |
120-276 |
| S1 |
120-192 |
120-192 |
120-257 |
120-190 |
| S2 |
120-112 |
120-112 |
120-242 |
|
| S3 |
119-267 |
120-027 |
120-227 |
|
| S4 |
119-102 |
119-182 |
120-181 |
|
|
| 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 |
120-197 |
0-288 |
0.7% |
0-158 |
0.4% |
26% |
False |
True |
715,263 |
| 10 |
121-165 |
120-067 |
1-098 |
1.1% |
0-158 |
0.4% |
49% |
False |
False |
690,205 |
| 20 |
121-165 |
119-175 |
1-310 |
1.6% |
0-160 |
0.4% |
66% |
False |
False |
739,524 |
| 40 |
121-165 |
118-082 |
3-083 |
2.7% |
0-149 |
0.4% |
80% |
False |
False |
644,522 |
| 60 |
121-165 |
118-082 |
3-083 |
2.7% |
0-131 |
0.3% |
80% |
False |
False |
539,800 |
| 80 |
121-165 |
118-082 |
3-083 |
2.7% |
0-122 |
0.3% |
80% |
False |
False |
405,347 |
| 100 |
121-165 |
117-000 |
4-165 |
3.7% |
0-100 |
0.3% |
85% |
False |
False |
324,297 |
| 120 |
121-165 |
117-000 |
4-165 |
3.7% |
0-084 |
0.2% |
85% |
False |
False |
270,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-103 |
|
2.618 |
122-154 |
|
1.618 |
121-309 |
|
1.000 |
121-207 |
|
0.618 |
121-144 |
|
HIGH |
121-042 |
|
0.618 |
120-299 |
|
0.500 |
120-280 |
|
0.382 |
120-260 |
|
LOW |
120-197 |
|
0.618 |
120-095 |
|
1.000 |
120-032 |
|
1.618 |
119-250 |
|
2.618 |
119-085 |
|
4.250 |
118-136 |
|
|
| Fisher Pivots for day following 04-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-280 |
121-020 |
| PP |
120-277 |
120-317 |
| S1 |
120-274 |
120-294 |
|