ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 26-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2014 |
26-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
118-132 |
118-137 |
0-005 |
0.0% |
118-260 |
| High |
118-170 |
118-152 |
-0-018 |
0.0% |
118-285 |
| Low |
118-082 |
118-115 |
0-033 |
0.1% |
118-082 |
| Close |
118-127 |
118-135 |
0-008 |
0.0% |
118-135 |
| Range |
0-088 |
0-037 |
-0-051 |
-58.0% |
0-203 |
| ATR |
0-127 |
0-121 |
-0-006 |
-5.1% |
0-000 |
| Volume |
196,229 |
77,044 |
-119,185 |
-60.7% |
974,172 |
|
| Daily Pivots for day following 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-245 |
118-227 |
118-155 |
|
| R3 |
118-208 |
118-190 |
118-145 |
|
| R2 |
118-171 |
118-171 |
118-142 |
|
| R1 |
118-153 |
118-153 |
118-138 |
118-144 |
| PP |
118-134 |
118-134 |
118-134 |
118-129 |
| S1 |
118-116 |
118-116 |
118-132 |
118-106 |
| S2 |
118-097 |
118-097 |
118-128 |
|
| S3 |
118-060 |
118-079 |
118-125 |
|
| S4 |
118-023 |
118-042 |
118-115 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-136 |
120-019 |
118-247 |
|
| R3 |
119-253 |
119-136 |
118-191 |
|
| R2 |
119-050 |
119-050 |
118-172 |
|
| R1 |
118-253 |
118-253 |
118-154 |
118-210 |
| PP |
118-167 |
118-167 |
118-167 |
118-146 |
| S1 |
118-050 |
118-050 |
118-116 |
118-007 |
| S2 |
117-284 |
117-284 |
118-098 |
|
| S3 |
117-081 |
117-167 |
118-079 |
|
| S4 |
116-198 |
116-284 |
118-023 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-297 |
118-082 |
0-215 |
0.6% |
0-084 |
0.2% |
25% |
False |
False |
287,017 |
| 10 |
119-300 |
118-082 |
1-218 |
1.4% |
0-137 |
0.4% |
10% |
False |
False |
555,143 |
| 20 |
119-300 |
118-082 |
1-218 |
1.4% |
0-133 |
0.4% |
10% |
False |
False |
616,051 |
| 40 |
119-300 |
118-082 |
1-218 |
1.4% |
0-107 |
0.3% |
10% |
False |
False |
373,551 |
| 60 |
121-010 |
117-200 |
3-130 |
2.9% |
0-101 |
0.3% |
23% |
False |
False |
249,529 |
| 80 |
121-010 |
117-000 |
4-010 |
3.4% |
0-076 |
0.2% |
35% |
False |
False |
187,155 |
| 100 |
121-010 |
117-000 |
4-010 |
3.4% |
0-061 |
0.2% |
35% |
False |
False |
149,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-309 |
|
2.618 |
118-249 |
|
1.618 |
118-212 |
|
1.000 |
118-189 |
|
0.618 |
118-175 |
|
HIGH |
118-152 |
|
0.618 |
118-138 |
|
0.500 |
118-134 |
|
0.382 |
118-129 |
|
LOW |
118-115 |
|
0.618 |
118-092 |
|
1.000 |
118-078 |
|
1.618 |
118-055 |
|
2.618 |
118-018 |
|
4.250 |
117-278 |
|
|
| Fisher Pivots for day following 26-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-134 |
118-172 |
| PP |
118-134 |
118-160 |
| S1 |
118-134 |
118-147 |
|