ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 17-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2014 |
17-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
119-065 |
119-150 |
0-085 |
0.2% |
118-177 |
| High |
119-300 |
119-190 |
-0-110 |
-0.3% |
119-187 |
| Low |
119-062 |
118-295 |
-0-087 |
-0.2% |
118-105 |
| Close |
119-137 |
118-307 |
-0-150 |
-0.4% |
119-127 |
| Range |
0-238 |
0-215 |
-0-023 |
-9.7% |
1-082 |
| ATR |
0-130 |
0-136 |
0-006 |
4.7% |
0-000 |
| Volume |
801,699 |
1,046,372 |
244,673 |
30.5% |
3,546,805 |
|
| Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-056 |
120-236 |
119-105 |
|
| R3 |
120-161 |
120-021 |
119-046 |
|
| R2 |
119-266 |
119-266 |
119-026 |
|
| R1 |
119-126 |
119-126 |
119-007 |
119-088 |
| PP |
119-051 |
119-051 |
119-051 |
119-032 |
| S1 |
118-231 |
118-231 |
118-287 |
118-194 |
| S2 |
118-156 |
118-156 |
118-268 |
|
| S3 |
117-261 |
118-016 |
118-248 |
|
| S4 |
117-046 |
117-121 |
118-189 |
|
|
| 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% |
0-192 |
0.5% |
13% |
False |
False |
837,334 |
| 10 |
119-300 |
118-105 |
1-195 |
1.4% |
0-168 |
0.4% |
39% |
False |
False |
770,182 |
| 20 |
119-300 |
118-105 |
1-195 |
1.4% |
0-129 |
0.3% |
39% |
False |
False |
632,473 |
| 40 |
119-300 |
118-090 |
1-210 |
1.4% |
0-107 |
0.3% |
41% |
False |
False |
318,466 |
| 60 |
121-010 |
117-080 |
3-250 |
3.2% |
0-092 |
0.2% |
45% |
False |
False |
212,650 |
| 80 |
121-010 |
117-000 |
4-010 |
3.4% |
0-069 |
0.2% |
49% |
False |
False |
159,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-144 |
|
2.618 |
121-113 |
|
1.618 |
120-218 |
|
1.000 |
120-085 |
|
0.618 |
120-003 |
|
HIGH |
119-190 |
|
0.618 |
119-108 |
|
0.500 |
119-082 |
|
0.382 |
119-057 |
|
LOW |
118-295 |
|
0.618 |
118-162 |
|
1.000 |
118-080 |
|
1.618 |
117-267 |
|
2.618 |
117-052 |
|
4.250 |
116-021 |
|
|
| Fisher Pivots for day following 17-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-082 |
119-138 |
| PP |
119-051 |
119-087 |
| S1 |
119-019 |
119-037 |
|