ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 08-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2014 |
08-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
119-280 |
119-105 |
-0-175 |
-0.5% |
120-082 |
| High |
120-027 |
119-160 |
-0-187 |
-0.5% |
120-162 |
| Low |
119-097 |
119-045 |
-0-052 |
-0.1% |
119-097 |
| Close |
119-110 |
119-132 |
0-022 |
0.1% |
119-110 |
| Range |
0-250 |
0-115 |
-0-135 |
-54.0% |
1-065 |
| ATR |
0-108 |
0-109 |
0-000 |
0.4% |
0-000 |
| Volume |
19,668 |
18,380 |
-1,288 |
-6.5% |
266,305 |
|
| Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-137 |
120-090 |
119-195 |
|
| R3 |
120-022 |
119-295 |
119-164 |
|
| R2 |
119-227 |
119-227 |
119-153 |
|
| R1 |
119-180 |
119-180 |
119-143 |
119-204 |
| PP |
119-112 |
119-112 |
119-112 |
119-124 |
| S1 |
119-065 |
119-065 |
119-121 |
119-088 |
| S2 |
118-317 |
118-317 |
119-111 |
|
| S3 |
118-202 |
118-270 |
119-100 |
|
| S4 |
118-087 |
118-155 |
119-069 |
|
|
| 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 |
120-035 |
119-045 |
0-310 |
0.8% |
0-117 |
0.3% |
28% |
False |
True |
33,634 |
| 10 |
120-162 |
119-045 |
1-117 |
1.1% |
0-104 |
0.3% |
20% |
False |
True |
409,735 |
| 20 |
120-162 |
119-045 |
1-117 |
1.1% |
0-096 |
0.3% |
20% |
False |
True |
469,272 |
| 40 |
121-225 |
119-015 |
2-210 |
2.2% |
0-124 |
0.3% |
14% |
False |
False |
636,239 |
| 60 |
121-225 |
117-210 |
4-015 |
3.4% |
0-118 |
0.3% |
43% |
False |
False |
706,420 |
| 80 |
121-225 |
117-210 |
4-015 |
3.4% |
0-110 |
0.3% |
43% |
False |
False |
666,578 |
| 100 |
121-225 |
117-210 |
4-015 |
3.4% |
0-102 |
0.3% |
43% |
False |
False |
534,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-009 |
|
2.618 |
120-141 |
|
1.618 |
120-026 |
|
1.000 |
119-275 |
|
0.618 |
119-231 |
|
HIGH |
119-160 |
|
0.618 |
119-116 |
|
0.500 |
119-102 |
|
0.382 |
119-089 |
|
LOW |
119-045 |
|
0.618 |
118-294 |
|
1.000 |
118-250 |
|
1.618 |
118-179 |
|
2.618 |
118-064 |
|
4.250 |
117-196 |
|
|
| Fisher Pivots for day following 08-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-122 |
119-196 |
| PP |
119-112 |
119-175 |
| S1 |
119-102 |
119-153 |
|