ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 03-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2014 |
03-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
119-195 |
119-150 |
-0-045 |
-0.1% |
119-287 |
| High |
119-217 |
119-177 |
-0-040 |
-0.1% |
120-025 |
| Low |
119-105 |
119-050 |
-0-055 |
-0.1% |
119-105 |
| Close |
119-137 |
119-102 |
-0-035 |
-0.1% |
119-137 |
| Range |
0-112 |
0-127 |
0-015 |
13.4% |
0-240 |
| ATR |
0-137 |
0-136 |
-0-001 |
-0.5% |
0-000 |
| Volume |
712,661 |
564,175 |
-148,486 |
-20.8% |
3,171,716 |
|
| Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-171 |
120-103 |
119-172 |
|
| R3 |
120-044 |
119-296 |
119-137 |
|
| R2 |
119-237 |
119-237 |
119-125 |
|
| R1 |
119-169 |
119-169 |
119-114 |
119-140 |
| PP |
119-110 |
119-110 |
119-110 |
119-095 |
| S1 |
119-042 |
119-042 |
119-090 |
119-012 |
| S2 |
118-303 |
118-303 |
119-079 |
|
| S3 |
118-176 |
118-235 |
119-067 |
|
| S4 |
118-049 |
118-108 |
119-032 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-276 |
121-126 |
119-269 |
|
| R3 |
121-036 |
120-206 |
119-203 |
|
| R2 |
120-116 |
120-116 |
119-181 |
|
| R1 |
119-286 |
119-286 |
119-159 |
119-241 |
| PP |
119-196 |
119-196 |
119-196 |
119-173 |
| S1 |
119-046 |
119-046 |
119-115 |
119-001 |
| S2 |
118-276 |
118-276 |
119-093 |
|
| S3 |
118-036 |
118-126 |
119-071 |
|
| S4 |
117-116 |
117-206 |
119-005 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-020 |
119-050 |
0-290 |
0.8% |
0-120 |
0.3% |
18% |
False |
True |
658,389 |
| 10 |
120-182 |
119-050 |
1-132 |
1.2% |
0-118 |
0.3% |
12% |
False |
True |
632,834 |
| 20 |
121-225 |
118-220 |
3-005 |
2.5% |
0-160 |
0.4% |
21% |
False |
False |
874,969 |
| 40 |
121-225 |
117-210 |
4-015 |
3.4% |
0-126 |
0.3% |
41% |
False |
False |
843,280 |
| 60 |
121-225 |
117-210 |
4-015 |
3.4% |
0-112 |
0.3% |
41% |
False |
False |
691,254 |
| 80 |
121-225 |
117-210 |
4-015 |
3.4% |
0-100 |
0.3% |
41% |
False |
False |
519,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-077 |
|
2.618 |
120-189 |
|
1.618 |
120-062 |
|
1.000 |
119-304 |
|
0.618 |
119-255 |
|
HIGH |
119-177 |
|
0.618 |
119-128 |
|
0.500 |
119-114 |
|
0.382 |
119-099 |
|
LOW |
119-050 |
|
0.618 |
118-292 |
|
1.000 |
118-243 |
|
1.618 |
118-165 |
|
2.618 |
118-038 |
|
4.250 |
117-150 |
|
|
| Fisher Pivots for day following 03-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-114 |
119-134 |
| PP |
119-110 |
119-123 |
| S1 |
119-106 |
119-112 |
|