ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 04-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2014 |
04-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
119-150 |
119-117 |
-0-033 |
-0.1% |
119-287 |
| High |
119-177 |
119-157 |
-0-020 |
-0.1% |
120-025 |
| Low |
119-050 |
119-092 |
0-042 |
0.1% |
119-105 |
| Close |
119-102 |
119-102 |
0-000 |
0.0% |
119-137 |
| Range |
0-127 |
0-065 |
-0-062 |
-48.8% |
0-240 |
| ATR |
0-136 |
0-131 |
-0-005 |
-3.7% |
0-000 |
| Volume |
564,175 |
515,854 |
-48,321 |
-8.6% |
3,171,716 |
|
| Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-312 |
119-272 |
119-138 |
|
| R3 |
119-247 |
119-207 |
119-120 |
|
| R2 |
119-182 |
119-182 |
119-114 |
|
| R1 |
119-142 |
119-142 |
119-108 |
119-130 |
| PP |
119-117 |
119-117 |
119-117 |
119-111 |
| S1 |
119-077 |
119-077 |
119-096 |
119-064 |
| S2 |
119-052 |
119-052 |
119-090 |
|
| S3 |
118-307 |
119-012 |
119-084 |
|
| S4 |
118-242 |
118-267 |
119-066 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-276 |
121-126 |
119-269 |
|
| R3 |
121-036 |
120-206 |
119-203 |
|
| R2 |
120-116 |
120-116 |
119-181 |
|
| R1 |
119-286 |
119-286 |
119-159 |
119-241 |
| PP |
119-196 |
119-196 |
119-196 |
119-173 |
| S1 |
119-046 |
119-046 |
119-115 |
119-001 |
| S2 |
118-276 |
118-276 |
119-093 |
|
| S3 |
118-036 |
118-126 |
119-071 |
|
| S4 |
117-116 |
117-206 |
119-005 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-305 |
119-050 |
0-255 |
0.7% |
0-119 |
0.3% |
20% |
False |
False |
660,172 |
| 10 |
120-127 |
119-050 |
1-077 |
1.0% |
0-111 |
0.3% |
13% |
False |
False |
621,757 |
| 20 |
121-225 |
118-297 |
2-248 |
2.3% |
0-156 |
0.4% |
14% |
False |
False |
861,638 |
| 40 |
121-225 |
117-210 |
4-015 |
3.4% |
0-125 |
0.3% |
41% |
False |
False |
835,051 |
| 60 |
121-225 |
117-210 |
4-015 |
3.4% |
0-112 |
0.3% |
41% |
False |
False |
699,682 |
| 80 |
121-225 |
117-210 |
4-015 |
3.4% |
0-101 |
0.3% |
41% |
False |
False |
525,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-113 |
|
2.618 |
120-007 |
|
1.618 |
119-262 |
|
1.000 |
119-222 |
|
0.618 |
119-197 |
|
HIGH |
119-157 |
|
0.618 |
119-132 |
|
0.500 |
119-124 |
|
0.382 |
119-117 |
|
LOW |
119-092 |
|
0.618 |
119-052 |
|
1.000 |
119-027 |
|
1.618 |
118-307 |
|
2.618 |
118-242 |
|
4.250 |
118-136 |
|
|
| Fisher Pivots for day following 04-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-124 |
119-134 |
| PP |
119-117 |
119-123 |
| S1 |
119-110 |
119-112 |
|