ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 10-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2014 |
10-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
119-050 |
119-180 |
0-130 |
0.3% |
119-150 |
| High |
119-192 |
119-252 |
0-060 |
0.2% |
119-192 |
| Low |
119-015 |
119-100 |
0-085 |
0.2% |
119-015 |
| Close |
119-182 |
119-105 |
-0-077 |
-0.2% |
119-182 |
| Range |
0-177 |
0-152 |
-0-025 |
-14.1% |
0-177 |
| ATR |
0-128 |
0-130 |
0-002 |
1.3% |
0-000 |
| Volume |
881,929 |
521,361 |
-360,568 |
-40.9% |
3,058,049 |
|
| Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-288 |
120-189 |
119-189 |
|
| R3 |
120-136 |
120-037 |
119-147 |
|
| R2 |
119-304 |
119-304 |
119-133 |
|
| R1 |
119-205 |
119-205 |
119-119 |
119-178 |
| PP |
119-152 |
119-152 |
119-152 |
119-139 |
| S1 |
119-053 |
119-053 |
119-091 |
119-026 |
| S2 |
119-000 |
119-000 |
119-077 |
|
| S3 |
118-168 |
118-221 |
119-063 |
|
| S4 |
118-016 |
118-069 |
119-021 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-021 |
120-278 |
119-279 |
|
| R3 |
120-164 |
120-101 |
119-231 |
|
| R2 |
119-307 |
119-307 |
119-214 |
|
| R1 |
119-244 |
119-244 |
119-198 |
119-276 |
| PP |
119-130 |
119-130 |
119-130 |
119-145 |
| S1 |
119-067 |
119-067 |
119-166 |
119-098 |
| S2 |
118-273 |
118-273 |
119-150 |
|
| S3 |
118-096 |
118-210 |
119-133 |
|
| S4 |
117-239 |
118-033 |
119-085 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-252 |
119-015 |
0-237 |
0.6% |
0-111 |
0.3% |
38% |
True |
False |
603,047 |
| 10 |
120-020 |
119-015 |
1-005 |
0.9% |
0-116 |
0.3% |
28% |
False |
False |
630,718 |
| 20 |
121-225 |
119-015 |
2-210 |
2.2% |
0-152 |
0.4% |
11% |
False |
False |
814,872 |
| 40 |
121-225 |
117-210 |
4-015 |
3.4% |
0-131 |
0.3% |
41% |
False |
False |
824,620 |
| 60 |
121-225 |
117-210 |
4-015 |
3.4% |
0-114 |
0.3% |
41% |
False |
False |
740,893 |
| 80 |
121-225 |
117-210 |
4-015 |
3.4% |
0-105 |
0.3% |
41% |
False |
False |
556,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-258 |
|
2.618 |
121-010 |
|
1.618 |
120-178 |
|
1.000 |
120-084 |
|
0.618 |
120-026 |
|
HIGH |
119-252 |
|
0.618 |
119-194 |
|
0.500 |
119-176 |
|
0.382 |
119-158 |
|
LOW |
119-100 |
|
0.618 |
119-006 |
|
1.000 |
118-268 |
|
1.618 |
118-174 |
|
2.618 |
118-022 |
|
4.250 |
117-094 |
|
|
| Fisher Pivots for day following 10-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-176 |
119-134 |
| PP |
119-152 |
119-124 |
| S1 |
119-129 |
119-114 |
|