ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 04-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2014 |
04-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
119-027 |
119-012 |
-0-015 |
0.0% |
118-290 |
| High |
119-042 |
119-060 |
0-018 |
0.0% |
119-177 |
| Low |
118-302 |
118-302 |
0-000 |
0.0% |
118-250 |
| Close |
119-005 |
119-037 |
0-032 |
0.1% |
119-157 |
| Range |
0-060 |
0-078 |
0-018 |
30.0% |
0-247 |
| ATR |
0-093 |
0-092 |
-0-001 |
-1.1% |
0-000 |
| Volume |
564,367 |
624,486 |
60,119 |
10.7% |
2,660,150 |
|
| Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-260 |
119-227 |
119-080 |
|
| R3 |
119-182 |
119-149 |
119-058 |
|
| R2 |
119-104 |
119-104 |
119-051 |
|
| R1 |
119-071 |
119-071 |
119-044 |
119-088 |
| PP |
119-026 |
119-026 |
119-026 |
119-035 |
| S1 |
118-313 |
118-313 |
119-030 |
119-010 |
| S2 |
118-268 |
118-268 |
119-023 |
|
| S3 |
118-190 |
118-235 |
119-016 |
|
| S4 |
118-112 |
118-157 |
118-314 |
|
|
| 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% |
0-098 |
0.3% |
20% |
False |
True |
606,154 |
| 10 |
119-255 |
118-210 |
1-045 |
1.0% |
0-089 |
0.2% |
40% |
False |
False |
554,813 |
| 20 |
119-255 |
118-090 |
1-165 |
1.3% |
0-090 |
0.2% |
55% |
False |
False |
282,027 |
| 40 |
121-010 |
118-090 |
2-240 |
2.3% |
0-093 |
0.2% |
30% |
False |
False |
142,015 |
| 60 |
121-010 |
117-000 |
4-010 |
3.4% |
0-065 |
0.2% |
52% |
False |
False |
94,700 |
| 80 |
121-010 |
117-000 |
4-010 |
3.4% |
0-049 |
0.1% |
52% |
False |
False |
71,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-072 |
|
2.618 |
119-264 |
|
1.618 |
119-186 |
|
1.000 |
119-138 |
|
0.618 |
119-108 |
|
HIGH |
119-060 |
|
0.618 |
119-030 |
|
0.500 |
119-021 |
|
0.382 |
119-012 |
|
LOW |
118-302 |
|
0.618 |
118-254 |
|
1.000 |
118-224 |
|
1.618 |
118-176 |
|
2.618 |
118-098 |
|
4.250 |
117-290 |
|
|
| Fisher Pivots for day following 04-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-032 |
119-054 |
| PP |
119-026 |
119-049 |
| S1 |
119-021 |
119-043 |
|