ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 23-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2014 |
23-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
118-260 |
118-240 |
-0-020 |
-0.1% |
119-140 |
| High |
118-285 |
118-262 |
-0-023 |
-0.1% |
119-300 |
| Low |
118-217 |
118-110 |
-0-107 |
-0.3% |
118-205 |
| Close |
118-240 |
118-132 |
-0-108 |
-0.3% |
118-252 |
| Range |
0-068 |
0-152 |
0-084 |
123.5% |
1-095 |
| ATR |
0-129 |
0-130 |
0-002 |
1.3% |
0-000 |
| Volume |
301,189 |
399,710 |
98,521 |
32.7% |
3,802,375 |
|
| Daily Pivots for day following 23-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-304 |
119-210 |
118-216 |
|
| R3 |
119-152 |
119-058 |
118-174 |
|
| R2 |
119-000 |
119-000 |
118-160 |
|
| R1 |
118-226 |
118-226 |
118-146 |
118-197 |
| PP |
118-168 |
118-168 |
118-168 |
118-154 |
| S1 |
118-074 |
118-074 |
118-118 |
118-045 |
| S2 |
118-016 |
118-016 |
118-104 |
|
| S3 |
117-184 |
117-242 |
118-090 |
|
| S4 |
117-032 |
117-090 |
118-048 |
|
|
| 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 |
119-190 |
118-110 |
1-080 |
1.1% |
0-134 |
0.4% |
6% |
False |
True |
597,202 |
| 10 |
119-300 |
118-110 |
1-190 |
1.3% |
0-155 |
0.4% |
4% |
False |
True |
668,496 |
| 20 |
119-300 |
118-105 |
1-195 |
1.4% |
0-135 |
0.4% |
5% |
False |
False |
702,491 |
| 40 |
119-300 |
118-090 |
1-210 |
1.4% |
0-110 |
0.3% |
8% |
False |
False |
366,743 |
| 60 |
121-010 |
117-130 |
3-200 |
3.1% |
0-099 |
0.3% |
28% |
False |
False |
244,975 |
| 80 |
121-010 |
117-000 |
4-010 |
3.4% |
0-074 |
0.2% |
35% |
False |
False |
183,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-268 |
|
2.618 |
120-020 |
|
1.618 |
119-188 |
|
1.000 |
119-094 |
|
0.618 |
119-036 |
|
HIGH |
118-262 |
|
0.618 |
118-204 |
|
0.500 |
118-186 |
|
0.382 |
118-168 |
|
LOW |
118-110 |
|
0.618 |
118-016 |
|
1.000 |
117-278 |
|
1.618 |
117-184 |
|
2.618 |
117-032 |
|
4.250 |
116-104 |
|
|
| Fisher Pivots for day following 23-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-186 |
118-204 |
| PP |
118-168 |
118-180 |
| S1 |
118-150 |
118-156 |
|