ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 19-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2014 |
19-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
118-230 |
118-270 |
0-040 |
0.1% |
118-280 |
| High |
118-280 |
118-270 |
-0-010 |
0.0% |
118-310 |
| Low |
118-230 |
118-180 |
-0-050 |
-0.1% |
118-150 |
| Close |
118-260 |
118-220 |
-0-040 |
-0.1% |
118-260 |
| Range |
0-050 |
0-090 |
0-040 |
80.0% |
0-160 |
| ATR |
0-093 |
0-093 |
0-000 |
-0.3% |
0-000 |
| Volume |
10,126 |
23,992 |
13,866 |
136.9% |
36,807 |
|
| Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-173 |
119-127 |
118-270 |
|
| R3 |
119-083 |
119-037 |
118-245 |
|
| R2 |
118-313 |
118-313 |
118-236 |
|
| R1 |
118-267 |
118-267 |
118-228 |
118-245 |
| PP |
118-223 |
118-223 |
118-223 |
118-212 |
| S1 |
118-177 |
118-177 |
118-212 |
118-155 |
| S2 |
118-133 |
118-133 |
118-204 |
|
| S3 |
118-043 |
118-087 |
118-195 |
|
| S4 |
117-273 |
117-317 |
118-170 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-080 |
120-010 |
119-028 |
|
| R3 |
119-240 |
119-170 |
118-304 |
|
| R2 |
119-080 |
119-080 |
118-289 |
|
| R1 |
119-010 |
119-010 |
118-275 |
118-285 |
| PP |
118-240 |
118-240 |
118-240 |
118-218 |
| S1 |
118-170 |
118-170 |
118-245 |
118-125 |
| S2 |
118-080 |
118-080 |
118-231 |
|
| S3 |
117-240 |
118-010 |
118-216 |
|
| S4 |
117-080 |
117-170 |
118-172 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-000 |
118-150 |
0-170 |
0.4% |
0-084 |
0.2% |
41% |
False |
False |
12,447 |
| 10 |
119-000 |
118-090 |
0-230 |
0.6% |
0-091 |
0.2% |
57% |
False |
False |
9,240 |
| 20 |
119-160 |
118-090 |
1-070 |
1.0% |
0-086 |
0.2% |
33% |
False |
False |
5,560 |
| 40 |
121-010 |
117-100 |
3-230 |
3.1% |
0-075 |
0.2% |
37% |
False |
False |
3,338 |
| 60 |
121-010 |
117-000 |
4-010 |
3.4% |
0-050 |
0.1% |
42% |
False |
False |
2,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-012 |
|
2.618 |
119-186 |
|
1.618 |
119-096 |
|
1.000 |
119-040 |
|
0.618 |
119-006 |
|
HIGH |
118-270 |
|
0.618 |
118-236 |
|
0.500 |
118-225 |
|
0.382 |
118-214 |
|
LOW |
118-180 |
|
0.618 |
118-124 |
|
1.000 |
118-090 |
|
1.618 |
118-034 |
|
2.618 |
117-264 |
|
4.250 |
117-118 |
|
|
| Fisher Pivots for day following 19-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-225 |
118-250 |
| PP |
118-223 |
118-240 |
| S1 |
118-222 |
118-230 |
|