ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 12-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
119-072 |
119-007 |
-0-065 |
-0.2% |
118-177 |
| High |
119-110 |
119-187 |
0-077 |
0.2% |
119-187 |
| Low |
118-260 |
118-315 |
0-055 |
0.1% |
118-105 |
| Close |
119-000 |
119-127 |
0-127 |
0.3% |
119-127 |
| Range |
0-170 |
0-192 |
0-022 |
12.9% |
1-082 |
| ATR |
0-113 |
0-119 |
0-006 |
5.0% |
0-000 |
| Volume |
848,151 |
774,886 |
-73,265 |
-8.6% |
3,546,805 |
|
| Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-039 |
120-275 |
119-233 |
|
| R3 |
120-167 |
120-083 |
119-180 |
|
| R2 |
119-295 |
119-295 |
119-162 |
|
| R1 |
119-211 |
119-211 |
119-145 |
119-253 |
| PP |
119-103 |
119-103 |
119-103 |
119-124 |
| S1 |
119-019 |
119-019 |
119-109 |
119-061 |
| S2 |
118-231 |
118-231 |
119-092 |
|
| S3 |
118-039 |
118-147 |
119-074 |
|
| S4 |
117-167 |
117-275 |
119-021 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-279 |
122-125 |
120-028 |
|
| R3 |
121-197 |
121-043 |
119-238 |
|
| R2 |
120-115 |
120-115 |
119-201 |
|
| R1 |
119-281 |
119-281 |
119-164 |
120-038 |
| PP |
119-033 |
119-033 |
119-033 |
119-072 |
| S1 |
118-199 |
118-199 |
119-090 |
118-276 |
| S2 |
117-271 |
117-271 |
119-053 |
|
| S3 |
116-189 |
117-117 |
119-016 |
|
| S4 |
115-107 |
116-035 |
118-226 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-187 |
118-105 |
1-082 |
1.1% |
0-157 |
0.4% |
85% |
True |
False |
709,361 |
| 10 |
119-255 |
118-105 |
1-150 |
1.2% |
0-140 |
0.4% |
73% |
False |
False |
711,817 |
| 20 |
119-255 |
118-105 |
1-150 |
1.2% |
0-113 |
0.3% |
73% |
False |
False |
505,957 |
| 40 |
119-255 |
118-090 |
1-165 |
1.3% |
0-097 |
0.3% |
74% |
False |
False |
254,654 |
| 60 |
121-010 |
117-030 |
3-300 |
3.3% |
0-082 |
0.2% |
58% |
False |
False |
169,925 |
| 80 |
121-010 |
117-000 |
4-010 |
3.4% |
0-061 |
0.2% |
59% |
False |
False |
127,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-043 |
|
2.618 |
121-050 |
|
1.618 |
120-178 |
|
1.000 |
120-059 |
|
0.618 |
119-306 |
|
HIGH |
119-187 |
|
0.618 |
119-114 |
|
0.500 |
119-091 |
|
0.382 |
119-068 |
|
LOW |
118-315 |
|
0.618 |
118-196 |
|
1.000 |
118-123 |
|
1.618 |
118-004 |
|
2.618 |
117-132 |
|
4.250 |
116-139 |
|
|
| Fisher Pivots for day following 12-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-115 |
119-106 |
| PP |
119-103 |
119-085 |
| S1 |
119-091 |
119-064 |
|