ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 30-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2014 |
30-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
118-125 |
118-207 |
0-082 |
0.2% |
118-260 |
| High |
118-220 |
118-282 |
0-062 |
0.2% |
118-285 |
| Low |
118-120 |
118-205 |
0-085 |
0.2% |
118-082 |
| Close |
118-207 |
118-247 |
0-040 |
0.1% |
118-135 |
| Range |
0-100 |
0-077 |
-0-023 |
-23.0% |
0-203 |
| ATR |
0-119 |
0-116 |
-0-003 |
-2.5% |
0-000 |
| Volume |
240,370 |
232,873 |
-7,497 |
-3.1% |
974,172 |
|
| Daily Pivots for day following 30-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-156 |
119-118 |
118-289 |
|
| R3 |
119-079 |
119-041 |
118-268 |
|
| R2 |
119-002 |
119-002 |
118-261 |
|
| R1 |
118-284 |
118-284 |
118-254 |
118-303 |
| PP |
118-245 |
118-245 |
118-245 |
118-254 |
| S1 |
118-207 |
118-207 |
118-240 |
118-226 |
| S2 |
118-168 |
118-168 |
118-233 |
|
| S3 |
118-091 |
118-130 |
118-226 |
|
| S4 |
118-014 |
118-053 |
118-205 |
|
|
| 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 |
118-282 |
118-082 |
0-200 |
0.5% |
0-091 |
0.2% |
83% |
True |
False |
229,245 |
| 10 |
119-300 |
118-082 |
1-218 |
1.4% |
0-121 |
0.3% |
31% |
False |
False |
453,422 |
| 20 |
119-300 |
118-082 |
1-218 |
1.4% |
0-130 |
0.3% |
31% |
False |
False |
580,287 |
| 40 |
119-300 |
118-082 |
1-218 |
1.4% |
0-109 |
0.3% |
31% |
False |
False |
385,284 |
| 60 |
121-010 |
117-280 |
3-050 |
2.7% |
0-104 |
0.3% |
28% |
False |
False |
257,416 |
| 80 |
121-010 |
117-000 |
4-010 |
3.4% |
0-078 |
0.2% |
44% |
False |
False |
193,070 |
| 100 |
121-010 |
117-000 |
4-010 |
3.4% |
0-062 |
0.2% |
44% |
False |
False |
154,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-289 |
|
2.618 |
119-164 |
|
1.618 |
119-087 |
|
1.000 |
119-039 |
|
0.618 |
119-010 |
|
HIGH |
118-282 |
|
0.618 |
118-253 |
|
0.500 |
118-244 |
|
0.382 |
118-234 |
|
LOW |
118-205 |
|
0.618 |
118-157 |
|
1.000 |
118-128 |
|
1.618 |
118-080 |
|
2.618 |
118-003 |
|
4.250 |
117-198 |
|
|
| Fisher Pivots for day following 30-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-246 |
118-231 |
| PP |
118-245 |
118-215 |
| S1 |
118-244 |
118-198 |
|