ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 04-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2014 |
04-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
118-250 |
118-190 |
-0-060 |
-0.2% |
119-030 |
| High |
118-250 |
118-220 |
-0-030 |
-0.1% |
119-100 |
| Low |
118-120 |
118-180 |
0-060 |
0.2% |
118-190 |
| Close |
118-180 |
118-180 |
0-000 |
0.0% |
118-210 |
| Range |
0-130 |
0-040 |
-0-090 |
-69.2% |
0-230 |
| ATR |
0-107 |
0-102 |
-0-005 |
-4.5% |
0-000 |
| Volume |
2,758 |
904 |
-1,854 |
-67.2% |
8,967 |
|
| Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-313 |
118-287 |
118-202 |
|
| R3 |
118-273 |
118-247 |
118-191 |
|
| R2 |
118-233 |
118-233 |
118-187 |
|
| R1 |
118-207 |
118-207 |
118-184 |
118-200 |
| PP |
118-193 |
118-193 |
118-193 |
118-190 |
| S1 |
118-167 |
118-167 |
118-176 |
118-160 |
| S2 |
118-153 |
118-153 |
118-173 |
|
| S3 |
118-113 |
118-127 |
118-169 |
|
| S4 |
118-073 |
118-087 |
118-158 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-003 |
120-177 |
119-016 |
|
| R3 |
120-093 |
119-267 |
118-273 |
|
| R2 |
119-183 |
119-183 |
118-252 |
|
| R1 |
119-037 |
119-037 |
118-231 |
118-315 |
| PP |
118-273 |
118-273 |
118-273 |
118-252 |
| S1 |
118-127 |
118-127 |
118-189 |
118-085 |
| S2 |
118-043 |
118-043 |
118-168 |
|
| S3 |
117-133 |
117-217 |
118-147 |
|
| S4 |
116-223 |
116-307 |
118-084 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-060 |
118-120 |
0-260 |
0.7% |
0-094 |
0.2% |
23% |
False |
False |
1,693 |
| 10 |
119-160 |
118-120 |
1-040 |
0.9% |
0-084 |
0.2% |
17% |
False |
False |
1,710 |
| 20 |
121-010 |
118-050 |
2-280 |
2.4% |
0-102 |
0.3% |
14% |
False |
False |
1,864 |
| 40 |
121-010 |
117-000 |
4-010 |
3.4% |
0-052 |
0.1% |
39% |
False |
False |
945 |
| 60 |
121-010 |
117-000 |
4-010 |
3.4% |
0-034 |
0.1% |
39% |
False |
False |
641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-070 |
|
2.618 |
119-005 |
|
1.618 |
118-285 |
|
1.000 |
118-260 |
|
0.618 |
118-245 |
|
HIGH |
118-220 |
|
0.618 |
118-205 |
|
0.500 |
118-200 |
|
0.382 |
118-195 |
|
LOW |
118-180 |
|
0.618 |
118-155 |
|
1.000 |
118-140 |
|
1.618 |
118-115 |
|
2.618 |
118-075 |
|
4.250 |
118-010 |
|
|
| Fisher Pivots for day following 04-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-200 |
118-185 |
| PP |
118-193 |
118-183 |
| S1 |
118-187 |
118-182 |
|