ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 24-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2014 |
24-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
118-240 |
118-132 |
-0-108 |
-0.3% |
119-140 |
| High |
118-262 |
118-170 |
-0-092 |
-0.2% |
119-300 |
| Low |
118-110 |
118-082 |
-0-028 |
-0.1% |
118-205 |
| Close |
118-132 |
118-127 |
-0-005 |
0.0% |
118-252 |
| Range |
0-152 |
0-088 |
-0-064 |
-42.1% |
1-095 |
| ATR |
0-130 |
0-127 |
-0-003 |
-2.3% |
0-000 |
| Volume |
399,710 |
196,229 |
-203,481 |
-50.9% |
3,802,375 |
|
| Daily Pivots for day following 24-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-070 |
119-027 |
118-175 |
|
| R3 |
118-302 |
118-259 |
118-151 |
|
| R2 |
118-214 |
118-214 |
118-143 |
|
| R1 |
118-171 |
118-171 |
118-135 |
118-148 |
| PP |
118-126 |
118-126 |
118-126 |
118-115 |
| S1 |
118-083 |
118-083 |
118-119 |
118-060 |
| S2 |
118-038 |
118-038 |
118-111 |
|
| S3 |
117-270 |
117-315 |
118-103 |
|
| S4 |
117-182 |
117-227 |
118-079 |
|
|
| 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 |
119-042 |
118-082 |
0-280 |
0.7% |
0-108 |
0.3% |
16% |
False |
True |
427,173 |
| 10 |
119-300 |
118-082 |
1-218 |
1.4% |
0-150 |
0.4% |
8% |
False |
True |
632,254 |
| 20 |
119-300 |
118-082 |
1-218 |
1.4% |
0-135 |
0.4% |
8% |
False |
True |
653,086 |
| 40 |
119-300 |
118-082 |
1-218 |
1.4% |
0-111 |
0.3% |
8% |
False |
True |
371,647 |
| 60 |
121-010 |
117-200 |
3-130 |
2.9% |
0-101 |
0.3% |
23% |
False |
False |
248,245 |
| 80 |
121-010 |
117-000 |
4-010 |
3.4% |
0-075 |
0.2% |
35% |
False |
False |
186,192 |
| 100 |
121-010 |
117-000 |
4-010 |
3.4% |
0-060 |
0.2% |
35% |
False |
False |
148,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-224 |
|
2.618 |
119-080 |
|
1.618 |
118-312 |
|
1.000 |
118-258 |
|
0.618 |
118-224 |
|
HIGH |
118-170 |
|
0.618 |
118-136 |
|
0.500 |
118-126 |
|
0.382 |
118-116 |
|
LOW |
118-082 |
|
0.618 |
118-028 |
|
1.000 |
117-314 |
|
1.618 |
117-260 |
|
2.618 |
117-172 |
|
4.250 |
117-028 |
|
|
| Fisher Pivots for day following 24-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-127 |
118-184 |
| PP |
118-126 |
118-165 |
| S1 |
118-126 |
118-146 |
|