ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 05-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2014 |
05-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
119-117 |
119-110 |
-0-007 |
0.0% |
119-287 |
| High |
119-157 |
119-120 |
-0-037 |
-0.1% |
120-025 |
| Low |
119-092 |
119-060 |
-0-032 |
-0.1% |
119-105 |
| Close |
119-102 |
119-107 |
0-005 |
0.0% |
119-137 |
| Range |
0-065 |
0-060 |
-0-005 |
-7.7% |
0-240 |
| ATR |
0-131 |
0-126 |
-0-005 |
-3.9% |
0-000 |
| Volume |
515,854 |
523,241 |
7,387 |
1.4% |
3,171,716 |
|
| Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-276 |
119-251 |
119-140 |
|
| R3 |
119-216 |
119-191 |
119-124 |
|
| R2 |
119-156 |
119-156 |
119-118 |
|
| R1 |
119-131 |
119-131 |
119-112 |
119-114 |
| PP |
119-096 |
119-096 |
119-096 |
119-087 |
| S1 |
119-071 |
119-071 |
119-102 |
119-054 |
| S2 |
119-036 |
119-036 |
119-096 |
|
| S3 |
118-296 |
119-011 |
119-090 |
|
| S4 |
118-236 |
118-271 |
119-074 |
|
|
| 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 |
119-217 |
119-050 |
0-167 |
0.4% |
0-091 |
0.2% |
34% |
False |
False |
604,381 |
| 10 |
120-097 |
119-050 |
1-047 |
1.0% |
0-105 |
0.3% |
16% |
False |
False |
611,653 |
| 20 |
121-225 |
119-050 |
2-175 |
2.1% |
0-149 |
0.4% |
7% |
False |
False |
829,660 |
| 40 |
121-225 |
117-210 |
4-015 |
3.4% |
0-125 |
0.3% |
41% |
False |
False |
830,377 |
| 60 |
121-225 |
117-210 |
4-015 |
3.4% |
0-112 |
0.3% |
41% |
False |
False |
708,332 |
| 80 |
121-225 |
117-210 |
4-015 |
3.4% |
0-101 |
0.3% |
41% |
False |
False |
532,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-055 |
|
2.618 |
119-277 |
|
1.618 |
119-217 |
|
1.000 |
119-180 |
|
0.618 |
119-157 |
|
HIGH |
119-120 |
|
0.618 |
119-097 |
|
0.500 |
119-090 |
|
0.382 |
119-083 |
|
LOW |
119-060 |
|
0.618 |
119-023 |
|
1.000 |
119-000 |
|
1.618 |
118-283 |
|
2.618 |
118-223 |
|
4.250 |
118-125 |
|
|
| Fisher Pivots for day following 05-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-101 |
119-114 |
| PP |
119-096 |
119-111 |
| S1 |
119-090 |
119-109 |
|