ECBOT 5 Year T-Note Future December 2014
Trading Metrics calculated at close of trading on 12-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
120-000 |
120-002 |
0-002 |
0.0% |
119-105 |
High |
120-005 |
120-067 |
0-062 |
0.2% |
120-067 |
Low |
119-197 |
119-290 |
0-093 |
0.2% |
119-045 |
Close |
119-230 |
120-027 |
0-117 |
0.3% |
120-027 |
Range |
0-128 |
0-097 |
-0-031 |
-24.2% |
1-022 |
ATR |
0-111 |
0-114 |
0-003 |
2.9% |
0-000 |
Volume |
16,668 |
6,788 |
-9,880 |
-59.3% |
57,798 |
|
Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-312 |
120-267 |
120-080 |
|
R3 |
120-215 |
120-170 |
120-054 |
|
R2 |
120-118 |
120-118 |
120-045 |
|
R1 |
120-073 |
120-073 |
120-036 |
120-096 |
PP |
120-021 |
120-021 |
120-021 |
120-033 |
S1 |
119-296 |
119-296 |
120-018 |
119-318 |
S2 |
119-244 |
119-244 |
120-009 |
|
S3 |
119-147 |
119-199 |
120-000 |
|
S4 |
119-050 |
119-102 |
119-294 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-006 |
122-198 |
120-215 |
|
R3 |
121-304 |
121-176 |
120-121 |
|
R2 |
120-282 |
120-282 |
120-090 |
|
R1 |
120-154 |
120-154 |
120-058 |
120-218 |
PP |
119-260 |
119-260 |
119-260 |
119-292 |
S1 |
119-132 |
119-132 |
119-316 |
119-196 |
S2 |
118-238 |
118-238 |
119-284 |
|
S3 |
117-216 |
118-110 |
119-253 |
|
S4 |
116-194 |
117-088 |
119-159 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-067 |
119-045 |
1-022 |
0.9% |
0-111 |
0.3% |
88% |
True |
False |
11,559 |
10 |
120-162 |
119-045 |
1-117 |
1.1% |
0-117 |
0.3% |
69% |
False |
False |
32,410 |
20 |
120-162 |
119-045 |
1-117 |
1.1% |
0-100 |
0.3% |
69% |
False |
False |
397,409 |
40 |
120-190 |
119-015 |
1-175 |
1.3% |
0-105 |
0.3% |
67% |
False |
False |
497,359 |
60 |
121-225 |
117-210 |
4-015 |
3.4% |
0-119 |
0.3% |
60% |
False |
False |
650,649 |
80 |
121-225 |
117-210 |
4-015 |
3.4% |
0-111 |
0.3% |
60% |
False |
False |
666,534 |
100 |
121-225 |
117-210 |
4-015 |
3.4% |
0-105 |
0.3% |
60% |
False |
False |
534,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-159 |
2.618 |
121-001 |
1.618 |
120-224 |
1.000 |
120-164 |
0.618 |
120-127 |
HIGH |
120-067 |
0.618 |
120-030 |
0.500 |
120-018 |
0.382 |
120-007 |
LOW |
119-290 |
0.618 |
119-230 |
1.000 |
119-193 |
1.618 |
119-133 |
2.618 |
119-036 |
4.250 |
118-198 |
|
|
Fisher Pivots for day following 12-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
120-024 |
120-009 |
PP |
120-021 |
119-310 |
S1 |
120-018 |
119-292 |
|