ECBOT 5 Year T-Note Future December 2014
Trading Metrics calculated at close of trading on 11-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
119-180 |
119-107 |
-0-073 |
-0.2% |
119-150 |
High |
119-252 |
119-120 |
-0-132 |
-0.3% |
119-192 |
Low |
119-100 |
119-067 |
-0-033 |
-0.1% |
119-015 |
Close |
119-105 |
119-080 |
-0-025 |
-0.1% |
119-182 |
Range |
0-152 |
0-053 |
-0-099 |
-65.1% |
0-177 |
ATR |
0-130 |
0-124 |
-0-005 |
-4.2% |
0-000 |
Volume |
521,361 |
86,257 |
-435,104 |
-83.5% |
3,058,049 |
|
Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-248 |
119-217 |
119-109 |
|
R3 |
119-195 |
119-164 |
119-095 |
|
R2 |
119-142 |
119-142 |
119-090 |
|
R1 |
119-111 |
119-111 |
119-085 |
119-100 |
PP |
119-089 |
119-089 |
119-089 |
119-084 |
S1 |
119-058 |
119-058 |
119-075 |
119-047 |
S2 |
119-036 |
119-036 |
119-070 |
|
S3 |
118-303 |
119-005 |
119-065 |
|
S4 |
118-250 |
118-272 |
119-051 |
|
|
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% |
0-109 |
0.3% |
27% |
False |
False |
517,127 |
10 |
119-305 |
119-015 |
0-290 |
0.8% |
0-114 |
0.3% |
22% |
False |
False |
588,649 |
20 |
121-225 |
119-015 |
2-210 |
2.2% |
0-148 |
0.4% |
8% |
False |
False |
765,906 |
40 |
121-225 |
117-210 |
4-015 |
3.4% |
0-131 |
0.3% |
39% |
False |
False |
808,863 |
60 |
121-225 |
117-210 |
4-015 |
3.4% |
0-114 |
0.3% |
39% |
False |
False |
742,078 |
80 |
121-225 |
117-210 |
4-015 |
3.4% |
0-105 |
0.3% |
39% |
False |
False |
557,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-025 |
2.618 |
119-259 |
1.618 |
119-206 |
1.000 |
119-173 |
0.618 |
119-153 |
HIGH |
119-120 |
0.618 |
119-100 |
0.500 |
119-094 |
0.382 |
119-087 |
LOW |
119-067 |
0.618 |
119-034 |
1.000 |
119-014 |
1.618 |
118-301 |
2.618 |
118-248 |
4.250 |
118-162 |
|
|
Fisher Pivots for day following 11-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
119-094 |
119-134 |
PP |
119-089 |
119-116 |
S1 |
119-084 |
119-098 |
|