ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 16-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
120-027 |
120-050 |
0-023 |
0.1% |
119-105 |
| High |
120-035 |
120-150 |
0-115 |
0.3% |
120-067 |
| Low |
119-277 |
120-010 |
0-053 |
0.1% |
119-045 |
| Close |
119-280 |
120-040 |
0-080 |
0.2% |
120-027 |
| Range |
0-078 |
0-140 |
0-062 |
79.5% |
1-022 |
| ATR |
0-112 |
0-117 |
0-006 |
5.0% |
0-000 |
| Volume |
44,546 |
6,497 |
-38,049 |
-85.4% |
57,798 |
|
| Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-167 |
121-083 |
120-117 |
|
| R3 |
121-027 |
120-263 |
120-078 |
|
| R2 |
120-207 |
120-207 |
120-066 |
|
| R1 |
120-123 |
120-123 |
120-053 |
120-095 |
| PP |
120-067 |
120-067 |
120-067 |
120-052 |
| S1 |
119-303 |
119-303 |
120-027 |
119-275 |
| S2 |
119-247 |
119-247 |
120-014 |
|
| S3 |
119-107 |
119-163 |
120-002 |
|
| S4 |
118-287 |
119-023 |
119-283 |
|
|
| 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 |
120-150 |
119-197 |
0-273 |
0.7% |
0-111 |
0.3% |
60% |
True |
False |
15,880 |
| 10 |
120-150 |
119-045 |
1-105 |
1.1% |
0-115 |
0.3% |
74% |
True |
False |
18,167 |
| 20 |
120-162 |
119-045 |
1-117 |
1.1% |
0-100 |
0.3% |
72% |
False |
False |
346,541 |
| 40 |
120-182 |
119-015 |
1-167 |
1.3% |
0-104 |
0.3% |
71% |
False |
False |
457,453 |
| 60 |
121-225 |
118-025 |
3-200 |
3.0% |
0-119 |
0.3% |
56% |
False |
False |
629,284 |
| 80 |
121-225 |
117-210 |
4-015 |
3.4% |
0-111 |
0.3% |
61% |
False |
False |
665,390 |
| 100 |
121-225 |
117-210 |
4-015 |
3.4% |
0-106 |
0.3% |
61% |
False |
False |
534,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-105 |
|
2.618 |
121-197 |
|
1.618 |
121-057 |
|
1.000 |
120-290 |
|
0.618 |
120-237 |
|
HIGH |
120-150 |
|
0.618 |
120-097 |
|
0.500 |
120-080 |
|
0.382 |
120-063 |
|
LOW |
120-010 |
|
0.618 |
119-243 |
|
1.000 |
119-190 |
|
1.618 |
119-103 |
|
2.618 |
118-283 |
|
4.250 |
118-055 |
|
|
| Fisher Pivots for day following 16-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-080 |
120-054 |
| PP |
120-067 |
120-049 |
| S1 |
120-053 |
120-044 |
|