ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 05-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
119-250 |
119-280 |
0-030 |
0.1% |
120-082 |
| High |
119-295 |
120-027 |
0-052 |
0.1% |
120-162 |
| Low |
119-222 |
119-097 |
-0-125 |
-0.3% |
119-097 |
| Close |
119-277 |
119-110 |
-0-167 |
-0.4% |
119-110 |
| Range |
0-073 |
0-250 |
0-177 |
242.5% |
1-065 |
| ATR |
0-097 |
0-108 |
0-011 |
11.2% |
0-000 |
| Volume |
27,144 |
19,668 |
-7,476 |
-27.5% |
266,305 |
|
| Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-295 |
121-132 |
119-248 |
|
| R3 |
121-045 |
120-202 |
119-179 |
|
| R2 |
120-115 |
120-115 |
119-156 |
|
| R1 |
119-272 |
119-272 |
119-133 |
119-228 |
| PP |
119-185 |
119-185 |
119-185 |
119-163 |
| S1 |
119-022 |
119-022 |
119-087 |
118-298 |
| S2 |
118-255 |
118-255 |
119-064 |
|
| S3 |
118-005 |
118-092 |
119-041 |
|
| S4 |
117-075 |
117-162 |
118-292 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-105 |
122-172 |
120-002 |
|
| R3 |
122-040 |
121-107 |
119-216 |
|
| R2 |
120-295 |
120-295 |
119-181 |
|
| R1 |
120-042 |
120-042 |
119-145 |
119-296 |
| PP |
119-230 |
119-230 |
119-230 |
119-196 |
| S1 |
118-297 |
118-297 |
119-075 |
118-231 |
| S2 |
118-165 |
118-165 |
119-039 |
|
| S3 |
117-100 |
117-232 |
119-004 |
|
| S4 |
116-035 |
116-167 |
118-218 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-162 |
119-097 |
1-065 |
1.0% |
0-123 |
0.3% |
3% |
False |
True |
53,261 |
| 10 |
120-162 |
119-097 |
1-065 |
1.0% |
0-100 |
0.3% |
3% |
False |
True |
474,480 |
| 20 |
120-162 |
119-015 |
1-147 |
1.2% |
0-099 |
0.3% |
20% |
False |
False |
512,450 |
| 40 |
121-225 |
119-015 |
2-210 |
2.2% |
0-124 |
0.3% |
11% |
False |
False |
653,803 |
| 60 |
121-225 |
117-210 |
4-015 |
3.4% |
0-117 |
0.3% |
42% |
False |
False |
721,733 |
| 80 |
121-225 |
117-210 |
4-015 |
3.4% |
0-109 |
0.3% |
42% |
False |
False |
666,424 |
| 100 |
121-225 |
117-210 |
4-015 |
3.4% |
0-102 |
0.3% |
42% |
False |
False |
533,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-130 |
|
2.618 |
122-042 |
|
1.618 |
121-112 |
|
1.000 |
120-277 |
|
0.618 |
120-182 |
|
HIGH |
120-027 |
|
0.618 |
119-252 |
|
0.500 |
119-222 |
|
0.382 |
119-192 |
|
LOW |
119-097 |
|
0.618 |
118-262 |
|
1.000 |
118-167 |
|
1.618 |
118-012 |
|
2.618 |
117-082 |
|
4.250 |
115-314 |
|
|
| Fisher Pivots for day following 05-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-222 |
119-222 |
| PP |
119-185 |
119-185 |
| S1 |
119-147 |
119-147 |
|