ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 11-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
118-280 |
118-180 |
-0-100 |
-0.3% |
118-250 |
| High |
118-310 |
118-180 |
-0-130 |
-0.3% |
118-270 |
| Low |
118-180 |
118-160 |
-0-020 |
-0.1% |
118-090 |
| Close |
118-180 |
118-160 |
-0-020 |
-0.1% |
118-260 |
| Range |
0-130 |
0-020 |
-0-110 |
-84.6% |
0-180 |
| ATR |
0-105 |
0-099 |
-0-006 |
-5.8% |
0-000 |
| Volume |
6,512 |
11,182 |
4,670 |
71.7% |
17,805 |
|
| Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-227 |
118-213 |
118-171 |
|
| R3 |
118-207 |
118-193 |
118-166 |
|
| R2 |
118-187 |
118-187 |
118-164 |
|
| R1 |
118-173 |
118-173 |
118-162 |
118-170 |
| PP |
118-167 |
118-167 |
118-167 |
118-165 |
| S1 |
118-153 |
118-153 |
118-158 |
118-150 |
| S2 |
118-147 |
118-147 |
118-156 |
|
| S3 |
118-127 |
118-133 |
118-154 |
|
| S4 |
118-107 |
118-113 |
118-149 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-107 |
120-043 |
119-039 |
|
| R3 |
119-247 |
119-183 |
118-310 |
|
| R2 |
119-067 |
119-067 |
118-293 |
|
| R1 |
119-003 |
119-003 |
118-276 |
119-035 |
| PP |
118-207 |
118-207 |
118-207 |
118-222 |
| S1 |
118-143 |
118-143 |
118-244 |
118-175 |
| S2 |
118-027 |
118-027 |
118-227 |
|
| S3 |
117-167 |
117-283 |
118-210 |
|
| S4 |
116-307 |
117-103 |
118-161 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-310 |
118-090 |
0-220 |
0.6% |
0-090 |
0.2% |
32% |
False |
False |
6,367 |
| 10 |
119-060 |
118-090 |
0-290 |
0.8% |
0-092 |
0.2% |
24% |
False |
False |
4,030 |
| 20 |
121-010 |
118-090 |
2-240 |
2.3% |
0-108 |
0.3% |
8% |
False |
False |
3,203 |
| 40 |
121-010 |
117-000 |
4-010 |
3.4% |
0-063 |
0.2% |
37% |
False |
False |
1,736 |
| 60 |
121-010 |
117-000 |
4-010 |
3.4% |
0-042 |
0.1% |
37% |
False |
False |
1,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-265 |
|
2.618 |
118-232 |
|
1.618 |
118-212 |
|
1.000 |
118-200 |
|
0.618 |
118-192 |
|
HIGH |
118-180 |
|
0.618 |
118-172 |
|
0.500 |
118-170 |
|
0.382 |
118-168 |
|
LOW |
118-160 |
|
0.618 |
118-148 |
|
1.000 |
118-140 |
|
1.618 |
118-128 |
|
2.618 |
118-108 |
|
4.250 |
118-075 |
|
|
| Fisher Pivots for day following 11-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-170 |
118-200 |
| PP |
118-167 |
118-187 |
| S1 |
118-163 |
118-173 |
|