ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 29-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2014 |
29-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
118-137 |
118-125 |
-0-012 |
0.0% |
118-260 |
| High |
118-152 |
118-220 |
0-068 |
0.2% |
118-285 |
| Low |
118-115 |
118-120 |
0-005 |
0.0% |
118-082 |
| Close |
118-135 |
118-207 |
0-072 |
0.2% |
118-135 |
| Range |
0-037 |
0-100 |
0-063 |
170.3% |
0-203 |
| ATR |
0-121 |
0-119 |
-0-001 |
-1.2% |
0-000 |
| Volume |
77,044 |
240,370 |
163,326 |
212.0% |
974,172 |
|
| Daily Pivots for day following 29-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-162 |
119-125 |
118-262 |
|
| R3 |
119-062 |
119-025 |
118-234 |
|
| R2 |
118-282 |
118-282 |
118-225 |
|
| R1 |
118-245 |
118-245 |
118-216 |
118-264 |
| PP |
118-182 |
118-182 |
118-182 |
118-192 |
| S1 |
118-145 |
118-145 |
118-198 |
118-164 |
| S2 |
118-082 |
118-082 |
118-189 |
|
| S3 |
117-302 |
118-045 |
118-180 |
|
| S4 |
117-202 |
117-265 |
118-152 |
|
|
| 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 |
118-285 |
118-082 |
0-203 |
0.5% |
0-089 |
0.2% |
62% |
False |
False |
242,908 |
| 10 |
119-300 |
118-082 |
1-218 |
1.4% |
0-128 |
0.3% |
23% |
False |
False |
501,691 |
| 20 |
119-300 |
118-082 |
1-218 |
1.4% |
0-134 |
0.4% |
23% |
False |
False |
606,754 |
| 40 |
119-300 |
118-082 |
1-218 |
1.4% |
0-108 |
0.3% |
23% |
False |
False |
379,511 |
| 60 |
121-010 |
117-200 |
3-130 |
2.9% |
0-103 |
0.3% |
30% |
False |
False |
253,535 |
| 80 |
121-010 |
117-000 |
4-010 |
3.4% |
0-077 |
0.2% |
41% |
False |
False |
190,159 |
| 100 |
121-010 |
117-000 |
4-010 |
3.4% |
0-062 |
0.2% |
41% |
False |
False |
152,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-005 |
|
2.618 |
119-162 |
|
1.618 |
119-062 |
|
1.000 |
119-000 |
|
0.618 |
118-282 |
|
HIGH |
118-220 |
|
0.618 |
118-182 |
|
0.500 |
118-170 |
|
0.382 |
118-158 |
|
LOW |
118-120 |
|
0.618 |
118-058 |
|
1.000 |
118-020 |
|
1.618 |
117-278 |
|
2.618 |
117-178 |
|
4.250 |
117-015 |
|
|
| Fisher Pivots for day following 29-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-195 |
118-188 |
| PP |
118-182 |
118-170 |
| S1 |
118-170 |
118-151 |
|