ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 26-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2014 |
26-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
118-312 |
119-045 |
0-053 |
0.1% |
118-260 |
| High |
119-052 |
119-095 |
0-043 |
0.1% |
119-000 |
| Low |
118-282 |
119-032 |
0-070 |
0.2% |
118-180 |
| Close |
119-047 |
119-092 |
0-045 |
0.1% |
118-290 |
| Range |
0-090 |
0-063 |
-0-027 |
-30.0% |
0-140 |
| ATR |
0-091 |
0-089 |
-0-002 |
-2.2% |
0-000 |
| Volume |
1,184,345 |
817,744 |
-366,601 |
-31.0% |
328,662 |
|
| Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-262 |
119-240 |
119-127 |
|
| R3 |
119-199 |
119-177 |
119-109 |
|
| R2 |
119-136 |
119-136 |
119-104 |
|
| R1 |
119-114 |
119-114 |
119-098 |
119-125 |
| PP |
119-073 |
119-073 |
119-073 |
119-078 |
| S1 |
119-051 |
119-051 |
119-086 |
119-062 |
| S2 |
119-010 |
119-010 |
119-080 |
|
| S3 |
118-267 |
118-308 |
119-075 |
|
| S4 |
118-204 |
118-245 |
119-057 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-043 |
119-307 |
119-047 |
|
| R3 |
119-223 |
119-167 |
119-008 |
|
| R2 |
119-083 |
119-083 |
118-316 |
|
| R1 |
119-027 |
119-027 |
118-303 |
119-055 |
| PP |
118-263 |
118-263 |
118-263 |
118-278 |
| S1 |
118-207 |
118-207 |
118-277 |
118-235 |
| S2 |
118-123 |
118-123 |
118-264 |
|
| S3 |
117-303 |
118-067 |
118-252 |
|
| S4 |
117-163 |
117-247 |
118-213 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-095 |
118-210 |
0-205 |
0.5% |
0-081 |
0.2% |
99% |
True |
False |
503,472 |
| 10 |
119-095 |
118-150 |
0-265 |
0.7% |
0-082 |
0.2% |
99% |
True |
False |
257,960 |
| 20 |
119-095 |
118-090 |
1-005 |
0.9% |
0-081 |
0.2% |
99% |
True |
False |
131,052 |
| 40 |
121-010 |
117-200 |
3-130 |
2.9% |
0-085 |
0.2% |
49% |
False |
False |
66,268 |
| 60 |
121-010 |
117-000 |
4-010 |
3.4% |
0-057 |
0.1% |
57% |
False |
False |
44,190 |
| 80 |
121-010 |
117-000 |
4-010 |
3.4% |
0-043 |
0.1% |
57% |
False |
False |
33,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-043 |
|
2.618 |
119-260 |
|
1.618 |
119-197 |
|
1.000 |
119-158 |
|
0.618 |
119-134 |
|
HIGH |
119-095 |
|
0.618 |
119-071 |
|
0.500 |
119-064 |
|
0.382 |
119-056 |
|
LOW |
119-032 |
|
0.618 |
118-313 |
|
1.000 |
118-289 |
|
1.618 |
118-250 |
|
2.618 |
118-187 |
|
4.250 |
118-084 |
|
|
| Fisher Pivots for day following 26-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-082 |
119-066 |
| PP |
119-073 |
119-039 |
| S1 |
119-064 |
119-012 |
|