ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 11-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
118-297 |
119-072 |
0-095 |
0.2% |
119-177 |
| High |
119-085 |
119-110 |
0-025 |
0.1% |
119-255 |
| Low |
118-267 |
118-260 |
-0-007 |
0.0% |
118-165 |
| Close |
119-060 |
119-000 |
-0-060 |
-0.2% |
118-185 |
| Range |
0-138 |
0-170 |
0-032 |
23.2% |
1-090 |
| ATR |
0-109 |
0-113 |
0-004 |
4.0% |
0-000 |
| Volume |
558,655 |
848,151 |
289,496 |
51.8% |
3,571,369 |
|
| Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-207 |
120-113 |
119-094 |
|
| R3 |
120-037 |
119-263 |
119-047 |
|
| R2 |
119-187 |
119-187 |
119-031 |
|
| R1 |
119-093 |
119-093 |
119-016 |
119-055 |
| PP |
119-017 |
119-017 |
119-017 |
118-318 |
| S1 |
118-243 |
118-243 |
118-304 |
118-205 |
| S2 |
118-167 |
118-167 |
118-289 |
|
| S3 |
117-317 |
118-073 |
118-273 |
|
| S4 |
117-147 |
117-223 |
118-226 |
|
|
| 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 |
119-110 |
118-105 |
1-005 |
0.9% |
0-162 |
0.4% |
66% |
True |
False |
747,763 |
| 10 |
119-255 |
118-105 |
1-150 |
1.2% |
0-130 |
0.3% |
46% |
False |
False |
676,958 |
| 20 |
119-255 |
118-105 |
1-150 |
1.2% |
0-106 |
0.3% |
46% |
False |
False |
467,459 |
| 40 |
120-170 |
118-090 |
2-080 |
1.9% |
0-100 |
0.3% |
32% |
False |
False |
235,370 |
| 60 |
121-010 |
117-000 |
4-010 |
3.4% |
0-078 |
0.2% |
50% |
False |
False |
157,010 |
| 80 |
121-010 |
117-000 |
4-010 |
3.4% |
0-059 |
0.2% |
50% |
False |
False |
117,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-192 |
|
2.618 |
120-235 |
|
1.618 |
120-065 |
|
1.000 |
119-280 |
|
0.618 |
119-215 |
|
HIGH |
119-110 |
|
0.618 |
119-045 |
|
0.500 |
119-025 |
|
0.382 |
119-005 |
|
LOW |
118-260 |
|
0.618 |
118-155 |
|
1.000 |
118-090 |
|
1.618 |
117-305 |
|
2.618 |
117-135 |
|
4.250 |
116-178 |
|
|
| Fisher Pivots for day following 11-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-025 |
118-318 |
| PP |
119-017 |
118-317 |
| S1 |
119-008 |
118-315 |
|