ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 31-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2014 |
31-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
118-207 |
118-252 |
0-045 |
0.1% |
118-260 |
| High |
118-282 |
118-300 |
0-018 |
0.0% |
118-285 |
| Low |
118-205 |
118-240 |
0-035 |
0.1% |
118-082 |
| Close |
118-247 |
118-297 |
0-050 |
0.1% |
118-135 |
| Range |
0-077 |
0-060 |
-0-017 |
-22.1% |
0-203 |
| ATR |
0-116 |
0-112 |
-0-004 |
-3.5% |
0-000 |
| Volume |
232,873 |
208,244 |
-24,629 |
-10.6% |
974,172 |
|
| Daily Pivots for day following 31-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-139 |
119-118 |
119-010 |
|
| R3 |
119-079 |
119-058 |
118-314 |
|
| R2 |
119-019 |
119-019 |
118-308 |
|
| R1 |
118-318 |
118-318 |
118-302 |
119-008 |
| PP |
118-279 |
118-279 |
118-279 |
118-284 |
| S1 |
118-258 |
118-258 |
118-292 |
118-268 |
| S2 |
118-219 |
118-219 |
118-286 |
|
| S3 |
118-159 |
118-198 |
118-280 |
|
| S4 |
118-099 |
118-138 |
118-264 |
|
|
| 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 |
118-300 |
118-082 |
0-218 |
0.6% |
0-072 |
0.2% |
99% |
True |
False |
190,952 |
| 10 |
119-190 |
118-082 |
1-108 |
1.1% |
0-103 |
0.3% |
50% |
False |
False |
394,077 |
| 20 |
119-300 |
118-082 |
1-218 |
1.4% |
0-128 |
0.3% |
40% |
False |
False |
558,029 |
| 40 |
119-300 |
118-082 |
1-218 |
1.4% |
0-107 |
0.3% |
40% |
False |
False |
390,421 |
| 60 |
121-010 |
118-040 |
2-290 |
2.4% |
0-105 |
0.3% |
28% |
False |
False |
260,887 |
| 80 |
121-010 |
117-000 |
4-010 |
3.4% |
0-079 |
0.2% |
48% |
False |
False |
195,672 |
| 100 |
121-010 |
117-000 |
4-010 |
3.4% |
0-063 |
0.2% |
48% |
False |
False |
156,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-235 |
|
2.618 |
119-137 |
|
1.618 |
119-077 |
|
1.000 |
119-040 |
|
0.618 |
119-017 |
|
HIGH |
118-300 |
|
0.618 |
118-277 |
|
0.500 |
118-270 |
|
0.382 |
118-263 |
|
LOW |
118-240 |
|
0.618 |
118-203 |
|
1.000 |
118-180 |
|
1.618 |
118-143 |
|
2.618 |
118-083 |
|
4.250 |
117-305 |
|
|
| Fisher Pivots for day following 31-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-288 |
118-268 |
| PP |
118-279 |
118-239 |
| S1 |
118-270 |
118-210 |
|