ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 02-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2014 |
02-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
119-177 |
119-120 |
-0-057 |
-0.1% |
118-290 |
| High |
119-255 |
119-127 |
-0-128 |
-0.3% |
119-177 |
| Low |
119-105 |
119-022 |
-0-083 |
-0.2% |
118-250 |
| Close |
119-140 |
119-032 |
-0-108 |
-0.3% |
119-157 |
| Range |
0-150 |
0-105 |
-0-045 |
-30.0% |
0-247 |
| ATR |
0-094 |
0-095 |
0-002 |
1.9% |
0-000 |
| Volume |
762,224 |
653,395 |
-108,829 |
-14.3% |
2,660,150 |
|
| Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-055 |
119-309 |
119-090 |
|
| R3 |
119-270 |
119-204 |
119-061 |
|
| R2 |
119-165 |
119-165 |
119-051 |
|
| R1 |
119-099 |
119-099 |
119-042 |
119-080 |
| PP |
119-060 |
119-060 |
119-060 |
119-051 |
| S1 |
118-314 |
118-314 |
119-022 |
118-294 |
| S2 |
118-275 |
118-275 |
119-013 |
|
| S3 |
118-170 |
118-209 |
119-003 |
|
| S4 |
118-065 |
118-104 |
118-294 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-189 |
121-100 |
119-293 |
|
| R3 |
120-262 |
120-173 |
119-225 |
|
| R2 |
120-015 |
120-015 |
119-202 |
|
| R1 |
119-246 |
119-246 |
119-180 |
119-290 |
| PP |
119-088 |
119-088 |
119-088 |
119-110 |
| S1 |
118-319 |
118-319 |
119-134 |
119-044 |
| S2 |
118-161 |
118-161 |
119-112 |
|
| S3 |
117-234 |
118-072 |
119-089 |
|
| S4 |
116-307 |
117-145 |
119-021 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-255 |
118-282 |
0-293 |
0.8% |
0-101 |
0.3% |
24% |
False |
False |
768,801 |
| 10 |
119-255 |
118-180 |
1-075 |
1.0% |
0-089 |
0.2% |
44% |
False |
False |
439,340 |
| 20 |
119-255 |
118-090 |
1-165 |
1.3% |
0-086 |
0.2% |
54% |
False |
False |
222,814 |
| 40 |
121-010 |
118-040 |
2-290 |
2.4% |
0-094 |
0.2% |
34% |
False |
False |
112,316 |
| 60 |
121-010 |
117-000 |
4-010 |
3.4% |
0-063 |
0.2% |
52% |
False |
False |
74,887 |
| 80 |
121-010 |
117-000 |
4-010 |
3.4% |
0-047 |
0.1% |
52% |
False |
False |
56,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-253 |
|
2.618 |
120-082 |
|
1.618 |
119-297 |
|
1.000 |
119-232 |
|
0.618 |
119-192 |
|
HIGH |
119-127 |
|
0.618 |
119-087 |
|
0.500 |
119-074 |
|
0.382 |
119-062 |
|
LOW |
119-022 |
|
0.618 |
118-277 |
|
1.000 |
118-237 |
|
1.618 |
118-172 |
|
2.618 |
118-067 |
|
4.250 |
117-216 |
|
|
| Fisher Pivots for day following 02-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-074 |
119-138 |
| PP |
119-060 |
119-103 |
| S1 |
119-046 |
119-068 |
|