ECBOT 5 Year T-Note Future December 2014
Trading Metrics calculated at close of trading on 19-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2014 |
19-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
119-160 |
119-182 |
0-022 |
0.1% |
119-180 |
High |
119-200 |
119-190 |
-0-010 |
0.0% |
119-252 |
Low |
119-155 |
119-105 |
-0-050 |
-0.1% |
119-067 |
Close |
119-182 |
119-145 |
-0-037 |
-0.1% |
119-182 |
Range |
0-045 |
0-085 |
0-040 |
88.9% |
0-185 |
ATR |
0-112 |
0-111 |
-0-002 |
-1.7% |
0-000 |
Volume |
416,706 |
752,271 |
335,565 |
80.5% |
2,036,874 |
|
Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-082 |
120-038 |
119-192 |
|
R3 |
119-317 |
119-273 |
119-168 |
|
R2 |
119-232 |
119-232 |
119-161 |
|
R1 |
119-188 |
119-188 |
119-153 |
119-168 |
PP |
119-147 |
119-147 |
119-147 |
119-136 |
S1 |
119-103 |
119-103 |
119-137 |
119-082 |
S2 |
119-062 |
119-062 |
119-129 |
|
S3 |
118-297 |
119-018 |
119-122 |
|
S4 |
118-212 |
118-253 |
119-098 |
|
|
Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-082 |
120-317 |
119-284 |
|
R3 |
120-217 |
120-132 |
119-233 |
|
R2 |
120-032 |
120-032 |
119-216 |
|
R1 |
119-267 |
119-267 |
119-199 |
119-310 |
PP |
119-167 |
119-167 |
119-167 |
119-188 |
S1 |
119-082 |
119-082 |
119-165 |
119-124 |
S2 |
118-302 |
118-302 |
119-148 |
|
S3 |
118-117 |
118-217 |
119-131 |
|
S4 |
117-252 |
118-032 |
119-080 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
119-242 |
119-077 |
0-165 |
0.4% |
0-085 |
0.2% |
41% |
False |
False |
541,334 |
10 |
119-252 |
119-015 |
0-237 |
0.6% |
0-100 |
0.3% |
55% |
False |
False |
516,885 |
20 |
120-097 |
119-015 |
1-082 |
1.1% |
0-102 |
0.3% |
32% |
False |
False |
564,269 |
40 |
121-225 |
118-027 |
3-198 |
3.0% |
0-130 |
0.3% |
38% |
False |
False |
770,436 |
60 |
121-225 |
117-210 |
4-015 |
3.4% |
0-115 |
0.3% |
44% |
False |
False |
772,650 |
80 |
121-225 |
117-210 |
4-015 |
3.4% |
0-108 |
0.3% |
44% |
False |
False |
596,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-231 |
2.618 |
120-093 |
1.618 |
120-008 |
1.000 |
119-275 |
0.618 |
119-243 |
HIGH |
119-190 |
0.618 |
119-158 |
0.500 |
119-148 |
0.382 |
119-137 |
LOW |
119-105 |
0.618 |
119-052 |
1.000 |
119-020 |
1.618 |
118-287 |
2.618 |
118-202 |
4.250 |
118-064 |
|
|
Fisher Pivots for day following 19-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
119-148 |
119-174 |
PP |
119-147 |
119-164 |
S1 |
119-146 |
119-154 |
|