ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 19-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2014 |
19-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
118-305 |
118-242 |
-0-063 |
-0.2% |
119-140 |
| High |
119-042 |
118-297 |
-0-065 |
-0.2% |
119-300 |
| Low |
118-205 |
118-220 |
0-015 |
0.0% |
118-205 |
| Close |
118-245 |
118-252 |
0-007 |
0.0% |
118-252 |
| Range |
0-157 |
0-077 |
-0-080 |
-51.0% |
1-095 |
| ATR |
0-138 |
0-133 |
-0-004 |
-3.1% |
0-000 |
| Volume |
777,826 |
460,914 |
-316,912 |
-40.7% |
3,802,375 |
|
| Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-167 |
119-127 |
118-294 |
|
| R3 |
119-090 |
119-050 |
118-273 |
|
| R2 |
119-013 |
119-013 |
118-266 |
|
| R1 |
118-293 |
118-293 |
118-259 |
118-313 |
| PP |
118-256 |
118-256 |
118-256 |
118-266 |
| S1 |
118-216 |
118-216 |
118-245 |
118-236 |
| S2 |
118-179 |
118-179 |
118-238 |
|
| S3 |
118-102 |
118-139 |
118-231 |
|
| S4 |
118-025 |
118-062 |
118-210 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-004 |
122-063 |
119-160 |
|
| R3 |
121-229 |
120-288 |
119-046 |
|
| R2 |
120-134 |
120-134 |
119-008 |
|
| R1 |
119-193 |
119-193 |
118-290 |
119-116 |
| PP |
119-039 |
119-039 |
119-039 |
119-000 |
| S1 |
118-098 |
118-098 |
118-214 |
118-021 |
| S2 |
117-264 |
117-264 |
118-176 |
|
| S3 |
116-169 |
117-003 |
118-138 |
|
| S4 |
115-074 |
115-228 |
118-024 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-300 |
118-205 |
1-095 |
1.1% |
0-166 |
0.4% |
11% |
False |
False |
760,475 |
| 10 |
119-300 |
118-105 |
1-195 |
1.4% |
0-162 |
0.4% |
29% |
False |
False |
734,918 |
| 20 |
119-300 |
118-105 |
1-195 |
1.4% |
0-131 |
0.3% |
29% |
False |
False |
686,769 |
| 40 |
119-300 |
118-090 |
1-210 |
1.4% |
0-108 |
0.3% |
31% |
False |
False |
349,344 |
| 60 |
121-010 |
117-100 |
3-230 |
3.1% |
0-095 |
0.3% |
40% |
False |
False |
233,295 |
| 80 |
121-010 |
117-000 |
4-010 |
3.4% |
0-072 |
0.2% |
44% |
False |
False |
174,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-304 |
|
2.618 |
119-179 |
|
1.618 |
119-102 |
|
1.000 |
119-054 |
|
0.618 |
119-025 |
|
HIGH |
118-297 |
|
0.618 |
118-268 |
|
0.500 |
118-258 |
|
0.382 |
118-249 |
|
LOW |
118-220 |
|
0.618 |
118-172 |
|
1.000 |
118-143 |
|
1.618 |
118-095 |
|
2.618 |
118-018 |
|
4.250 |
117-213 |
|
|
| Fisher Pivots for day following 19-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-258 |
119-038 |
| PP |
118-256 |
119-002 |
| S1 |
118-254 |
118-287 |
|