ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 26-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2015 |
26-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
120-052 |
120-055 |
0-003 |
0.0% |
119-230 |
| High |
120-080 |
120-110 |
0-030 |
0.1% |
119-317 |
| Low |
120-012 |
119-245 |
-0-087 |
-0.2% |
119-060 |
| Close |
120-050 |
119-277 |
-0-093 |
-0.2% |
119-137 |
| Range |
0-068 |
0-185 |
0-117 |
172.1% |
0-257 |
| ATR |
0-160 |
0-162 |
0-002 |
1.1% |
0-000 |
| Volume |
1,362,613 |
984,833 |
-377,780 |
-27.7% |
3,394,575 |
|
| Daily Pivots for day following 26-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-232 |
121-120 |
120-059 |
|
| R3 |
121-047 |
120-255 |
120-008 |
|
| R2 |
120-182 |
120-182 |
119-311 |
|
| R1 |
120-070 |
120-070 |
119-294 |
120-034 |
| PP |
119-317 |
119-317 |
119-317 |
119-299 |
| S1 |
119-205 |
119-205 |
119-260 |
119-168 |
| S2 |
119-132 |
119-132 |
119-243 |
|
| S3 |
118-267 |
119-020 |
119-226 |
|
| S4 |
118-082 |
118-155 |
119-175 |
|
|
| 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 |
120-110 |
119-122 |
0-308 |
0.8% |
0-155 |
0.4% |
50% |
True |
False |
1,187,067 |
| 10 |
120-110 |
119-060 |
1-050 |
1.0% |
0-161 |
0.4% |
59% |
True |
False |
978,221 |
| 20 |
121-165 |
119-060 |
2-105 |
1.9% |
0-167 |
0.4% |
29% |
False |
False |
859,024 |
| 40 |
121-165 |
118-205 |
2-280 |
2.4% |
0-161 |
0.4% |
43% |
False |
False |
770,534 |
| 60 |
121-165 |
118-082 |
3-083 |
2.7% |
0-152 |
0.4% |
49% |
False |
False |
715,941 |
| 80 |
121-165 |
118-082 |
3-083 |
2.7% |
0-134 |
0.3% |
49% |
False |
False |
575,022 |
| 100 |
121-165 |
117-200 |
3-285 |
3.2% |
0-126 |
0.3% |
58% |
False |
False |
460,335 |
| 120 |
121-165 |
117-000 |
4-165 |
3.8% |
0-105 |
0.3% |
63% |
False |
False |
383,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-256 |
|
2.618 |
121-274 |
|
1.618 |
121-089 |
|
1.000 |
120-295 |
|
0.618 |
120-224 |
|
HIGH |
120-110 |
|
0.618 |
120-039 |
|
0.500 |
120-018 |
|
0.382 |
119-316 |
|
LOW |
119-245 |
|
0.618 |
119-131 |
|
1.000 |
119-060 |
|
1.618 |
118-266 |
|
2.618 |
118-081 |
|
4.250 |
117-099 |
|
|
| Fisher Pivots for day following 26-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-018 |
119-290 |
| PP |
119-317 |
119-286 |
| S1 |
119-297 |
119-281 |
|