ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 06-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2014 |
06-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
118-170 |
118-210 |
0-040 |
0.1% |
119-030 |
| High |
118-190 |
118-220 |
0-030 |
0.1% |
119-100 |
| Low |
118-170 |
118-120 |
-0-050 |
-0.1% |
118-190 |
| Close |
118-180 |
118-140 |
-0-040 |
-0.1% |
118-210 |
| Range |
0-020 |
0-100 |
0-080 |
400.0% |
0-230 |
| ATR |
0-096 |
0-097 |
0-000 |
0.3% |
0-000 |
| Volume |
3,690 |
354 |
-3,336 |
-90.4% |
8,967 |
|
| Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-140 |
119-080 |
118-195 |
|
| R3 |
119-040 |
118-300 |
118-168 |
|
| R2 |
118-260 |
118-260 |
118-158 |
|
| R1 |
118-200 |
118-200 |
118-149 |
118-180 |
| PP |
118-160 |
118-160 |
118-160 |
118-150 |
| S1 |
118-100 |
118-100 |
118-131 |
118-080 |
| S2 |
118-060 |
118-060 |
118-122 |
|
| S3 |
117-280 |
118-000 |
118-112 |
|
| S4 |
117-180 |
117-220 |
118-085 |
|
|
| 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 |
118-250 |
118-120 |
0-130 |
0.3% |
0-066 |
0.2% |
15% |
False |
True |
1,930 |
| 10 |
119-130 |
118-120 |
1-010 |
0.9% |
0-078 |
0.2% |
6% |
False |
True |
1,752 |
| 20 |
121-010 |
118-120 |
2-210 |
2.2% |
0-096 |
0.3% |
2% |
False |
True |
1,989 |
| 40 |
121-010 |
117-000 |
4-010 |
3.4% |
0-055 |
0.1% |
36% |
False |
False |
1,044 |
| 60 |
121-010 |
117-000 |
4-010 |
3.4% |
0-036 |
0.1% |
36% |
False |
False |
707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-005 |
|
2.618 |
119-162 |
|
1.618 |
119-062 |
|
1.000 |
119-000 |
|
0.618 |
118-282 |
|
HIGH |
118-220 |
|
0.618 |
118-182 |
|
0.500 |
118-170 |
|
0.382 |
118-158 |
|
LOW |
118-120 |
|
0.618 |
118-058 |
|
1.000 |
118-020 |
|
1.618 |
117-278 |
|
2.618 |
117-178 |
|
4.250 |
117-015 |
|
|
| Fisher Pivots for day following 06-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-170 |
118-170 |
| PP |
118-160 |
118-160 |
| S1 |
118-150 |
118-150 |
|