ECBOT 5 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 05-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2014 |
05-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
118-190 |
118-170 |
-0-020 |
-0.1% |
119-030 |
High |
118-220 |
118-190 |
-0-030 |
-0.1% |
119-100 |
Low |
118-180 |
118-170 |
-0-010 |
0.0% |
118-190 |
Close |
118-180 |
118-180 |
0-000 |
0.0% |
118-210 |
Range |
0-040 |
0-020 |
-0-020 |
-50.0% |
0-230 |
ATR |
0-102 |
0-096 |
-0-006 |
-5.7% |
0-000 |
Volume |
904 |
3,690 |
2,786 |
308.2% |
8,967 |
|
Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-240 |
118-230 |
118-191 |
|
R3 |
118-220 |
118-210 |
118-186 |
|
R2 |
118-200 |
118-200 |
118-184 |
|
R1 |
118-190 |
118-190 |
118-182 |
118-195 |
PP |
118-180 |
118-180 |
118-180 |
118-182 |
S1 |
118-170 |
118-170 |
118-178 |
118-175 |
S2 |
118-160 |
118-160 |
118-176 |
|
S3 |
118-140 |
118-150 |
118-174 |
|
S4 |
118-120 |
118-130 |
118-169 |
|
|
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 |
118-290 |
118-120 |
0-170 |
0.4% |
0-060 |
0.2% |
35% |
False |
False |
2,255 |
10 |
119-160 |
118-120 |
1-040 |
0.9% |
0-082 |
0.2% |
17% |
False |
False |
1,880 |
20 |
121-010 |
118-120 |
2-210 |
2.2% |
0-096 |
0.3% |
7% |
False |
False |
2,002 |
40 |
121-010 |
117-000 |
4-010 |
3.4% |
0-052 |
0.1% |
39% |
False |
False |
1,036 |
60 |
121-010 |
117-000 |
4-010 |
3.4% |
0-035 |
0.1% |
39% |
False |
False |
702 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-275 |
2.618 |
118-242 |
1.618 |
118-222 |
1.000 |
118-210 |
0.618 |
118-202 |
HIGH |
118-190 |
0.618 |
118-182 |
0.500 |
118-180 |
0.382 |
118-178 |
LOW |
118-170 |
0.618 |
118-158 |
1.000 |
118-150 |
1.618 |
118-138 |
2.618 |
118-118 |
4.250 |
118-085 |
|
|
Fisher Pivots for day following 05-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
118-180 |
118-185 |
PP |
118-180 |
118-183 |
S1 |
118-180 |
118-182 |
|