ECBOT 5 Year T-Note Future December 2014
Trading Metrics calculated at close of trading on 02-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2014 |
02-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
120-082 |
120-035 |
-0-047 |
-0.1% |
119-210 |
High |
120-162 |
120-035 |
-0-127 |
-0.3% |
120-082 |
Low |
120-017 |
119-262 |
-0-075 |
-0.2% |
119-167 |
Close |
120-050 |
119-270 |
-0-100 |
-0.3% |
120-065 |
Range |
0-145 |
0-093 |
-0-052 |
-35.9% |
0-235 |
ATR |
0-102 |
0-103 |
0-000 |
0.4% |
0-000 |
Volume |
116,514 |
76,961 |
-39,553 |
-33.9% |
3,812,667 |
|
Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-255 |
120-195 |
120-001 |
|
R3 |
120-162 |
120-102 |
119-296 |
|
R2 |
120-069 |
120-069 |
119-287 |
|
R1 |
120-009 |
120-009 |
119-279 |
119-312 |
PP |
119-296 |
119-296 |
119-296 |
119-287 |
S1 |
119-236 |
119-236 |
119-261 |
119-220 |
S2 |
119-203 |
119-203 |
119-253 |
|
S3 |
119-110 |
119-143 |
119-244 |
|
S4 |
119-017 |
119-050 |
119-219 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-063 |
121-299 |
120-194 |
|
R3 |
121-148 |
121-064 |
120-130 |
|
R2 |
120-233 |
120-233 |
120-108 |
|
R1 |
120-149 |
120-149 |
120-087 |
120-191 |
PP |
119-318 |
119-318 |
119-318 |
120-019 |
S1 |
119-234 |
119-234 |
120-043 |
119-276 |
S2 |
119-083 |
119-083 |
120-022 |
|
S3 |
118-168 |
118-319 |
120-000 |
|
S4 |
117-253 |
118-084 |
119-256 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-162 |
119-200 |
0-282 |
0.7% |
0-094 |
0.2% |
25% |
False |
False |
582,496 |
10 |
120-162 |
119-105 |
1-057 |
1.0% |
0-084 |
0.2% |
44% |
False |
False |
674,915 |
20 |
120-162 |
119-015 |
1-147 |
1.2% |
0-092 |
0.2% |
55% |
False |
False |
589,406 |
40 |
121-225 |
118-220 |
3-005 |
2.5% |
0-126 |
0.3% |
38% |
False |
False |
732,187 |
60 |
121-225 |
117-210 |
4-015 |
3.4% |
0-114 |
0.3% |
54% |
False |
False |
758,655 |
80 |
121-225 |
117-210 |
4-015 |
3.4% |
0-107 |
0.3% |
54% |
False |
False |
665,792 |
100 |
121-225 |
117-210 |
4-015 |
3.4% |
0-098 |
0.3% |
54% |
False |
False |
533,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-110 |
2.618 |
120-278 |
1.618 |
120-185 |
1.000 |
120-128 |
0.618 |
120-092 |
HIGH |
120-035 |
0.618 |
119-319 |
0.500 |
119-308 |
0.382 |
119-298 |
LOW |
119-262 |
0.618 |
119-205 |
1.000 |
119-169 |
1.618 |
119-112 |
2.618 |
119-019 |
4.250 |
118-187 |
|
|
Fisher Pivots for day following 02-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
119-308 |
120-052 |
PP |
119-296 |
120-018 |
S1 |
119-283 |
119-304 |
|