ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 05-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
119-012 |
119-060 |
0-048 |
0.1% |
119-177 |
| High |
119-060 |
119-062 |
0-002 |
0.0% |
119-255 |
| Low |
118-302 |
118-165 |
-0-137 |
-0.4% |
118-165 |
| Close |
119-037 |
118-185 |
-0-172 |
-0.5% |
118-185 |
| Range |
0-078 |
0-217 |
0-139 |
178.2% |
1-090 |
| ATR |
0-092 |
0-101 |
0-009 |
9.7% |
0-000 |
| Volume |
624,486 |
966,897 |
342,411 |
54.8% |
3,571,369 |
|
| Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-255 |
120-117 |
118-304 |
|
| R3 |
120-038 |
119-220 |
118-245 |
|
| R2 |
119-141 |
119-141 |
118-225 |
|
| R1 |
119-003 |
119-003 |
118-205 |
118-284 |
| PP |
118-244 |
118-244 |
118-244 |
118-224 |
| S1 |
118-106 |
118-106 |
118-165 |
118-066 |
| S2 |
118-027 |
118-027 |
118-145 |
|
| S3 |
117-130 |
117-209 |
118-125 |
|
| S4 |
116-233 |
116-312 |
118-066 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-258 |
121-312 |
119-090 |
|
| R3 |
121-168 |
120-222 |
118-298 |
|
| R2 |
120-078 |
120-078 |
118-260 |
|
| R1 |
119-132 |
119-132 |
118-223 |
119-060 |
| PP |
118-308 |
118-308 |
118-308 |
118-272 |
| S1 |
118-042 |
118-042 |
118-147 |
117-290 |
| S2 |
117-218 |
117-218 |
118-110 |
|
| S3 |
116-128 |
116-272 |
118-072 |
|
| S4 |
115-038 |
115-182 |
117-280 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-255 |
118-165 |
1-090 |
1.1% |
0-122 |
0.3% |
5% |
False |
True |
714,273 |
| 10 |
119-255 |
118-165 |
1-090 |
1.1% |
0-101 |
0.3% |
5% |
False |
True |
638,621 |
| 20 |
119-255 |
118-090 |
1-165 |
1.3% |
0-096 |
0.3% |
20% |
False |
False |
330,354 |
| 40 |
121-010 |
118-090 |
2-240 |
2.3% |
0-096 |
0.3% |
11% |
False |
False |
166,172 |
| 60 |
121-010 |
117-000 |
4-010 |
3.4% |
0-068 |
0.2% |
39% |
False |
False |
110,814 |
| 80 |
121-010 |
117-000 |
4-010 |
3.4% |
0-051 |
0.1% |
39% |
False |
False |
83,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-024 |
|
2.618 |
120-310 |
|
1.618 |
120-093 |
|
1.000 |
119-279 |
|
0.618 |
119-196 |
|
HIGH |
119-062 |
|
0.618 |
118-299 |
|
0.500 |
118-274 |
|
0.382 |
118-248 |
|
LOW |
118-165 |
|
0.618 |
118-031 |
|
1.000 |
117-268 |
|
1.618 |
117-134 |
|
2.618 |
116-237 |
|
4.250 |
115-203 |
|
|
| Fisher Pivots for day following 05-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-274 |
118-274 |
| PP |
118-244 |
118-244 |
| S1 |
118-214 |
118-214 |
|