ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 15-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
119-007 |
119-140 |
0-133 |
0.3% |
118-177 |
| High |
119-187 |
119-185 |
-0-002 |
0.0% |
119-187 |
| Low |
118-315 |
119-040 |
0-045 |
0.1% |
118-105 |
| Close |
119-127 |
119-047 |
-0-080 |
-0.2% |
119-127 |
| Range |
0-192 |
0-145 |
-0-047 |
-24.5% |
1-082 |
| ATR |
0-119 |
0-121 |
0-002 |
1.6% |
0-000 |
| Volume |
774,886 |
715,564 |
-59,322 |
-7.7% |
3,546,805 |
|
| Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-206 |
120-111 |
119-127 |
|
| R3 |
120-061 |
119-286 |
119-087 |
|
| R2 |
119-236 |
119-236 |
119-074 |
|
| R1 |
119-141 |
119-141 |
119-060 |
119-116 |
| PP |
119-091 |
119-091 |
119-091 |
119-078 |
| S1 |
118-316 |
118-316 |
119-034 |
118-291 |
| S2 |
118-266 |
118-266 |
119-020 |
|
| S3 |
118-121 |
118-171 |
119-007 |
|
| S4 |
117-296 |
118-026 |
118-287 |
|
|
| 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 |
118-200 |
0-307 |
0.8% |
0-156 |
0.4% |
54% |
False |
False |
731,525 |
| 10 |
119-187 |
118-105 |
1-082 |
1.1% |
0-139 |
0.4% |
65% |
False |
False |
707,151 |
| 20 |
119-255 |
118-105 |
1-150 |
1.2% |
0-114 |
0.3% |
56% |
False |
False |
541,127 |
| 40 |
119-255 |
118-090 |
1-165 |
1.3% |
0-099 |
0.3% |
57% |
False |
False |
272,439 |
| 60 |
121-010 |
117-080 |
3-250 |
3.2% |
0-084 |
0.2% |
50% |
False |
False |
181,850 |
| 80 |
121-010 |
117-000 |
4-010 |
3.4% |
0-063 |
0.2% |
53% |
False |
False |
136,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-161 |
|
2.618 |
120-245 |
|
1.618 |
120-100 |
|
1.000 |
120-010 |
|
0.618 |
119-275 |
|
HIGH |
119-185 |
|
0.618 |
119-130 |
|
0.500 |
119-112 |
|
0.382 |
119-095 |
|
LOW |
119-040 |
|
0.618 |
118-270 |
|
1.000 |
118-215 |
|
1.618 |
118-125 |
|
2.618 |
117-300 |
|
4.250 |
117-064 |
|
|
| Fisher Pivots for day following 15-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-112 |
119-064 |
| PP |
119-091 |
119-058 |
| S1 |
119-069 |
119-052 |
|