ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 25-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2015 |
25-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
119-237 |
120-052 |
0-135 |
0.4% |
119-230 |
| High |
120-067 |
120-080 |
0-013 |
0.0% |
119-317 |
| Low |
119-150 |
120-012 |
0-182 |
0.5% |
119-060 |
| Close |
120-057 |
120-050 |
-0-007 |
0.0% |
119-137 |
| Range |
0-237 |
0-068 |
-0-169 |
-71.3% |
0-257 |
| ATR |
0-167 |
0-160 |
-0-007 |
-4.2% |
0-000 |
| Volume |
1,646,218 |
1,362,613 |
-283,605 |
-17.2% |
3,394,575 |
|
| Daily Pivots for day following 25-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-251 |
120-219 |
120-087 |
|
| R3 |
120-183 |
120-151 |
120-069 |
|
| R2 |
120-115 |
120-115 |
120-062 |
|
| R1 |
120-083 |
120-083 |
120-056 |
120-065 |
| PP |
120-047 |
120-047 |
120-047 |
120-038 |
| S1 |
120-015 |
120-015 |
120-044 |
119-317 |
| S2 |
119-299 |
119-299 |
120-038 |
|
| S3 |
119-231 |
119-267 |
120-031 |
|
| S4 |
119-163 |
119-199 |
120-013 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-302 |
121-157 |
119-278 |
|
| R3 |
121-045 |
120-220 |
119-208 |
|
| R2 |
120-108 |
120-108 |
119-184 |
|
| R1 |
119-283 |
119-283 |
119-161 |
119-227 |
| PP |
119-171 |
119-171 |
119-171 |
119-144 |
| S1 |
119-026 |
119-026 |
119-113 |
118-290 |
| S2 |
118-234 |
118-234 |
119-090 |
|
| S3 |
117-297 |
118-089 |
119-066 |
|
| S4 |
117-040 |
117-152 |
118-316 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-080 |
119-122 |
0-278 |
0.7% |
0-149 |
0.4% |
89% |
True |
False |
1,151,118 |
| 10 |
120-080 |
119-060 |
1-020 |
0.9% |
0-153 |
0.4% |
91% |
True |
False |
932,587 |
| 20 |
121-165 |
119-060 |
2-105 |
1.9% |
0-168 |
0.4% |
42% |
False |
False |
850,422 |
| 40 |
121-165 |
118-120 |
3-045 |
2.6% |
0-159 |
0.4% |
57% |
False |
False |
751,922 |
| 60 |
121-165 |
118-082 |
3-083 |
2.7% |
0-150 |
0.4% |
58% |
False |
False |
706,632 |
| 80 |
121-165 |
118-082 |
3-083 |
2.7% |
0-133 |
0.3% |
58% |
False |
False |
562,737 |
| 100 |
121-165 |
117-200 |
3-285 |
3.2% |
0-124 |
0.3% |
65% |
False |
False |
450,486 |
| 120 |
121-165 |
117-000 |
4-165 |
3.8% |
0-103 |
0.3% |
70% |
False |
False |
375,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-049 |
|
2.618 |
120-258 |
|
1.618 |
120-190 |
|
1.000 |
120-148 |
|
0.618 |
120-122 |
|
HIGH |
120-080 |
|
0.618 |
120-054 |
|
0.500 |
120-046 |
|
0.382 |
120-038 |
|
LOW |
120-012 |
|
0.618 |
119-290 |
|
1.000 |
119-264 |
|
1.618 |
119-222 |
|
2.618 |
119-154 |
|
4.250 |
119-043 |
|
|
| Fisher Pivots for day following 25-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-049 |
120-016 |
| PP |
120-047 |
119-302 |
| S1 |
120-046 |
119-268 |
|