ECBOT 5 Year T-Note Future December 2014
Trading Metrics calculated at close of trading on 10-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
119-150 |
119-222 |
0-072 |
0.2% |
120-082 |
High |
119-252 |
119-310 |
0-058 |
0.2% |
120-162 |
Low |
119-150 |
119-197 |
0-047 |
0.1% |
119-097 |
Close |
119-197 |
119-287 |
0-090 |
0.2% |
119-110 |
Range |
0-102 |
0-113 |
0-011 |
10.8% |
1-065 |
ATR |
0-110 |
0-110 |
0-000 |
0.2% |
0-000 |
Volume |
11,060 |
4,902 |
-6,158 |
-55.7% |
266,305 |
|
Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-284 |
120-238 |
120-029 |
|
R3 |
120-171 |
120-125 |
119-318 |
|
R2 |
120-058 |
120-058 |
119-308 |
|
R1 |
120-012 |
120-012 |
119-297 |
120-035 |
PP |
119-265 |
119-265 |
119-265 |
119-276 |
S1 |
119-219 |
119-219 |
119-277 |
119-242 |
S2 |
119-152 |
119-152 |
119-266 |
|
S3 |
119-039 |
119-106 |
119-256 |
|
S4 |
118-246 |
118-313 |
119-225 |
|
|
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 |
120-027 |
119-045 |
0-302 |
0.8% |
0-131 |
0.3% |
80% |
False |
False |
16,230 |
10 |
120-162 |
119-045 |
1-117 |
1.1% |
0-109 |
0.3% |
55% |
False |
False |
140,931 |
20 |
120-162 |
119-045 |
1-117 |
1.1% |
0-097 |
0.3% |
55% |
False |
False |
439,690 |
40 |
121-225 |
119-015 |
2-210 |
2.2% |
0-122 |
0.3% |
32% |
False |
False |
602,798 |
60 |
121-225 |
117-210 |
4-015 |
3.4% |
0-120 |
0.3% |
55% |
False |
False |
685,805 |
80 |
121-225 |
117-210 |
4-015 |
3.4% |
0-110 |
0.3% |
55% |
False |
False |
666,481 |
100 |
121-225 |
117-210 |
4-015 |
3.4% |
0-104 |
0.3% |
55% |
False |
False |
534,149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-150 |
2.618 |
120-286 |
1.618 |
120-173 |
1.000 |
120-103 |
0.618 |
120-060 |
HIGH |
119-310 |
0.618 |
119-267 |
0.500 |
119-254 |
0.382 |
119-240 |
LOW |
119-197 |
0.618 |
119-127 |
1.000 |
119-084 |
1.618 |
119-014 |
2.618 |
118-221 |
4.250 |
118-037 |
|
|
Fisher Pivots for day following 10-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
119-276 |
119-250 |
PP |
119-265 |
119-214 |
S1 |
119-254 |
119-178 |
|