ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 16-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
119-140 |
119-065 |
-0-075 |
-0.2% |
118-177 |
| High |
119-185 |
119-300 |
0-115 |
0.3% |
119-187 |
| Low |
119-040 |
119-062 |
0-022 |
0.1% |
118-105 |
| Close |
119-047 |
119-137 |
0-090 |
0.2% |
119-127 |
| Range |
0-145 |
0-238 |
0-093 |
64.1% |
1-082 |
| ATR |
0-121 |
0-130 |
0-009 |
7.8% |
0-000 |
| Volume |
715,564 |
801,699 |
86,135 |
12.0% |
3,546,805 |
|
| Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-240 |
121-107 |
119-268 |
|
| R3 |
121-002 |
120-189 |
119-202 |
|
| R2 |
120-084 |
120-084 |
119-181 |
|
| R1 |
119-271 |
119-271 |
119-159 |
120-018 |
| PP |
119-166 |
119-166 |
119-166 |
119-200 |
| S1 |
119-033 |
119-033 |
119-115 |
119-100 |
| S2 |
118-248 |
118-248 |
119-093 |
|
| S3 |
118-010 |
118-115 |
119-072 |
|
| S4 |
117-092 |
117-197 |
119-006 |
|
|
| 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 |
119-300 |
118-260 |
1-040 |
0.9% |
0-177 |
0.5% |
55% |
True |
False |
739,791 |
| 10 |
119-300 |
118-105 |
1-195 |
1.3% |
0-152 |
0.4% |
68% |
True |
False |
721,981 |
| 20 |
119-300 |
118-105 |
1-195 |
1.3% |
0-121 |
0.3% |
68% |
True |
False |
580,660 |
| 40 |
119-300 |
118-090 |
1-210 |
1.4% |
0-103 |
0.3% |
69% |
True |
False |
292,438 |
| 60 |
121-010 |
117-080 |
3-250 |
3.2% |
0-088 |
0.2% |
58% |
False |
False |
195,211 |
| 80 |
121-010 |
117-000 |
4-010 |
3.4% |
0-066 |
0.2% |
60% |
False |
False |
146,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-032 |
|
2.618 |
121-283 |
|
1.618 |
121-045 |
|
1.000 |
120-218 |
|
0.618 |
120-127 |
|
HIGH |
119-300 |
|
0.618 |
119-209 |
|
0.500 |
119-181 |
|
0.382 |
119-153 |
|
LOW |
119-062 |
|
0.618 |
118-235 |
|
1.000 |
118-144 |
|
1.618 |
117-317 |
|
2.618 |
117-079 |
|
4.250 |
116-010 |
|
|
| Fisher Pivots for day following 16-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-181 |
119-148 |
| PP |
119-166 |
119-144 |
| S1 |
119-152 |
119-140 |
|