ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 08-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2014 |
08-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
119-060 |
118-177 |
-0-203 |
-0.5% |
119-177 |
| High |
119-062 |
118-255 |
-0-127 |
-0.3% |
119-255 |
| Low |
118-165 |
118-105 |
-0-060 |
-0.2% |
118-165 |
| Close |
118-185 |
118-215 |
0-030 |
0.1% |
118-185 |
| Range |
0-217 |
0-150 |
-0-067 |
-30.9% |
1-090 |
| ATR |
0-101 |
0-104 |
0-004 |
3.5% |
0-000 |
| Volume |
966,897 |
604,741 |
-362,156 |
-37.5% |
3,571,369 |
|
| Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-002 |
119-258 |
118-298 |
|
| R3 |
119-172 |
119-108 |
118-256 |
|
| R2 |
119-022 |
119-022 |
118-242 |
|
| R1 |
118-278 |
118-278 |
118-229 |
118-310 |
| PP |
118-192 |
118-192 |
118-192 |
118-208 |
| S1 |
118-128 |
118-128 |
118-201 |
118-160 |
| S2 |
118-042 |
118-042 |
118-188 |
|
| S3 |
117-212 |
117-298 |
118-174 |
|
| S4 |
117-062 |
117-148 |
118-132 |
|
|
| 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 |
119-127 |
118-105 |
1-022 |
0.9% |
0-122 |
0.3% |
32% |
False |
True |
682,777 |
| 10 |
119-255 |
118-105 |
1-150 |
1.2% |
0-108 |
0.3% |
23% |
False |
True |
683,626 |
| 20 |
119-255 |
118-105 |
1-150 |
1.2% |
0-094 |
0.2% |
23% |
False |
True |
360,086 |
| 40 |
121-010 |
118-090 |
2-240 |
2.3% |
0-098 |
0.3% |
14% |
False |
False |
181,233 |
| 60 |
121-010 |
117-000 |
4-010 |
3.4% |
0-071 |
0.2% |
41% |
False |
False |
120,892 |
| 80 |
121-010 |
117-000 |
4-010 |
3.4% |
0-053 |
0.1% |
41% |
False |
False |
90,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-252 |
|
2.618 |
120-008 |
|
1.618 |
119-178 |
|
1.000 |
119-085 |
|
0.618 |
119-028 |
|
HIGH |
118-255 |
|
0.618 |
118-198 |
|
0.500 |
118-180 |
|
0.382 |
118-162 |
|
LOW |
118-105 |
|
0.618 |
118-012 |
|
1.000 |
117-275 |
|
1.618 |
117-182 |
|
2.618 |
117-032 |
|
4.250 |
116-108 |
|
|
| Fisher Pivots for day following 08-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-203 |
118-244 |
| PP |
118-192 |
118-234 |
| S1 |
118-180 |
118-224 |
|