ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 18-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
119-282 |
119-285 |
0-003 |
0.0% |
119-040 |
| High |
119-317 |
120-217 |
0-220 |
0.6% |
119-310 |
| Low |
119-270 |
119-285 |
0-015 |
0.0% |
119-037 |
| Close |
119-270 |
120-177 |
0-227 |
0.6% |
119-235 |
| Range |
0-047 |
0-252 |
0-205 |
436.2% |
0-273 |
| ATR |
0-124 |
0-135 |
0-010 |
8.2% |
0-000 |
| Volume |
3,181 |
7,912 |
4,731 |
148.7% |
27,540 |
|
| Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-236 |
122-138 |
120-316 |
|
| R3 |
121-304 |
121-206 |
120-246 |
|
| R2 |
121-052 |
121-052 |
120-223 |
|
| R1 |
120-274 |
120-274 |
120-200 |
121-003 |
| PP |
120-120 |
120-120 |
120-120 |
120-144 |
| S1 |
120-022 |
120-022 |
120-154 |
120-071 |
| S2 |
119-188 |
119-188 |
120-131 |
|
| S3 |
118-256 |
119-090 |
120-108 |
|
| S4 |
118-004 |
118-158 |
120-038 |
|
|
| 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 |
120-217 |
119-170 |
1-047 |
1.0% |
0-111 |
0.3% |
89% |
True |
False |
3,199 |
| 10 |
120-217 |
119-032 |
1-185 |
1.3% |
0-123 |
0.3% |
92% |
True |
False |
7,565 |
| 20 |
120-217 |
119-032 |
1-185 |
1.3% |
0-127 |
0.3% |
92% |
True |
False |
360,496 |
| 40 |
121-165 |
119-032 |
2-133 |
2.0% |
0-147 |
0.4% |
60% |
False |
False |
547,115 |
| 60 |
121-165 |
118-082 |
3-083 |
2.7% |
0-143 |
0.4% |
70% |
False |
False |
549,438 |
| 80 |
121-165 |
118-082 |
3-083 |
2.7% |
0-140 |
0.4% |
70% |
False |
False |
579,620 |
| 100 |
121-165 |
118-082 |
3-083 |
2.7% |
0-129 |
0.3% |
70% |
False |
False |
464,808 |
| 120 |
121-165 |
117-100 |
4-065 |
3.5% |
0-118 |
0.3% |
77% |
False |
False |
387,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-008 |
|
2.618 |
122-237 |
|
1.618 |
121-305 |
|
1.000 |
121-149 |
|
0.618 |
121-053 |
|
HIGH |
120-217 |
|
0.618 |
120-121 |
|
0.500 |
120-091 |
|
0.382 |
120-061 |
|
LOW |
119-285 |
|
0.618 |
119-129 |
|
1.000 |
119-033 |
|
1.618 |
118-197 |
|
2.618 |
117-265 |
|
4.250 |
116-174 |
|
|
| Fisher Pivots for day following 18-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-148 |
120-141 |
| PP |
120-120 |
120-105 |
| S1 |
120-091 |
120-068 |
|