ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 03-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2014 |
03-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
119-120 |
119-027 |
-0-093 |
-0.2% |
118-290 |
| High |
119-127 |
119-042 |
-0-085 |
-0.2% |
119-177 |
| Low |
119-022 |
118-302 |
-0-040 |
-0.1% |
118-250 |
| Close |
119-032 |
119-005 |
-0-027 |
-0.1% |
119-157 |
| Range |
0-105 |
0-060 |
-0-045 |
-42.9% |
0-247 |
| ATR |
0-095 |
0-093 |
-0-003 |
-2.7% |
0-000 |
| Volume |
653,395 |
564,367 |
-89,028 |
-13.6% |
2,660,150 |
|
| Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-190 |
119-157 |
119-038 |
|
| R3 |
119-130 |
119-097 |
119-022 |
|
| R2 |
119-070 |
119-070 |
119-016 |
|
| R1 |
119-037 |
119-037 |
119-010 |
119-024 |
| PP |
119-010 |
119-010 |
119-010 |
119-003 |
| S1 |
118-297 |
118-297 |
119-000 |
118-284 |
| S2 |
118-270 |
118-270 |
118-314 |
|
| S3 |
118-210 |
118-237 |
118-308 |
|
| S4 |
118-150 |
118-177 |
118-292 |
|
|
| 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 |
118-302 |
0-273 |
0.7% |
0-095 |
0.2% |
8% |
False |
True |
644,806 |
| 10 |
119-255 |
118-180 |
1-075 |
1.0% |
0-090 |
0.2% |
37% |
False |
False |
494,764 |
| 20 |
119-255 |
118-090 |
1-165 |
1.3% |
0-087 |
0.2% |
48% |
False |
False |
250,987 |
| 40 |
121-010 |
118-050 |
2-280 |
2.4% |
0-094 |
0.2% |
30% |
False |
False |
126,425 |
| 60 |
121-010 |
117-000 |
4-010 |
3.4% |
0-064 |
0.2% |
50% |
False |
False |
84,292 |
| 80 |
121-010 |
117-000 |
4-010 |
3.4% |
0-048 |
0.1% |
50% |
False |
False |
63,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-297 |
|
2.618 |
119-199 |
|
1.618 |
119-139 |
|
1.000 |
119-102 |
|
0.618 |
119-079 |
|
HIGH |
119-042 |
|
0.618 |
119-019 |
|
0.500 |
119-012 |
|
0.382 |
119-005 |
|
LOW |
118-302 |
|
0.618 |
118-265 |
|
1.000 |
118-242 |
|
1.618 |
118-205 |
|
2.618 |
118-145 |
|
4.250 |
118-047 |
|
|
| Fisher Pivots for day following 03-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-012 |
119-118 |
| PP |
119-010 |
119-081 |
| S1 |
119-007 |
119-043 |
|