ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 22-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2014 |
22-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
118-242 |
118-260 |
0-018 |
0.0% |
119-140 |
| High |
118-297 |
118-285 |
-0-012 |
0.0% |
119-300 |
| Low |
118-220 |
118-217 |
-0-003 |
0.0% |
118-205 |
| Close |
118-252 |
118-240 |
-0-012 |
0.0% |
118-252 |
| Range |
0-077 |
0-068 |
-0-009 |
-11.7% |
1-095 |
| ATR |
0-133 |
0-129 |
-0-005 |
-3.5% |
0-000 |
| Volume |
460,914 |
301,189 |
-159,725 |
-34.7% |
3,802,375 |
|
| Daily Pivots for day following 22-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-131 |
119-094 |
118-277 |
|
| R3 |
119-063 |
119-026 |
118-259 |
|
| R2 |
118-315 |
118-315 |
118-252 |
|
| R1 |
118-278 |
118-278 |
118-246 |
118-262 |
| PP |
118-247 |
118-247 |
118-247 |
118-240 |
| S1 |
118-210 |
118-210 |
118-234 |
118-194 |
| S2 |
118-179 |
118-179 |
118-228 |
|
| S3 |
118-111 |
118-142 |
118-221 |
|
| S4 |
118-043 |
118-074 |
118-203 |
|
|
| 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% |
0-151 |
0.4% |
8% |
False |
False |
677,600 |
| 10 |
119-300 |
118-200 |
1-100 |
1.1% |
0-154 |
0.4% |
10% |
False |
False |
704,562 |
| 20 |
119-300 |
118-105 |
1-195 |
1.4% |
0-131 |
0.3% |
26% |
False |
False |
694,094 |
| 40 |
119-300 |
118-090 |
1-210 |
1.4% |
0-108 |
0.3% |
28% |
False |
False |
356,853 |
| 60 |
121-010 |
117-130 |
3-200 |
3.1% |
0-097 |
0.3% |
37% |
False |
False |
238,314 |
| 80 |
121-010 |
117-000 |
4-010 |
3.4% |
0-072 |
0.2% |
43% |
False |
False |
178,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-254 |
|
2.618 |
119-143 |
|
1.618 |
119-075 |
|
1.000 |
119-033 |
|
0.618 |
119-007 |
|
HIGH |
118-285 |
|
0.618 |
118-259 |
|
0.500 |
118-251 |
|
0.382 |
118-243 |
|
LOW |
118-217 |
|
0.618 |
118-175 |
|
1.000 |
118-149 |
|
1.618 |
118-107 |
|
2.618 |
118-039 |
|
4.250 |
117-248 |
|
|
| Fisher Pivots for day following 22-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-251 |
118-284 |
| PP |
118-247 |
118-269 |
| S1 |
118-244 |
118-254 |
|