ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 06-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2014 |
06-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
119-110 |
119-110 |
0-000 |
0.0% |
119-287 |
| High |
119-120 |
119-140 |
0-020 |
0.1% |
120-025 |
| Low |
119-060 |
119-037 |
-0-023 |
-0.1% |
119-105 |
| Close |
119-107 |
119-067 |
-0-040 |
-0.1% |
119-137 |
| Range |
0-060 |
0-103 |
0-043 |
71.7% |
0-240 |
| ATR |
0-126 |
0-124 |
-0-002 |
-1.3% |
0-000 |
| Volume |
523,241 |
572,850 |
49,609 |
9.5% |
3,171,716 |
|
| Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-070 |
120-012 |
119-124 |
|
| R3 |
119-287 |
119-229 |
119-095 |
|
| R2 |
119-184 |
119-184 |
119-086 |
|
| R1 |
119-126 |
119-126 |
119-076 |
119-104 |
| PP |
119-081 |
119-081 |
119-081 |
119-070 |
| S1 |
119-023 |
119-023 |
119-058 |
119-000 |
| S2 |
118-298 |
118-298 |
119-048 |
|
| S3 |
118-195 |
118-240 |
119-039 |
|
| S4 |
118-092 |
118-137 |
119-010 |
|
|
| 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 |
119-037 |
0-180 |
0.5% |
0-093 |
0.2% |
17% |
False |
True |
577,756 |
| 10 |
120-050 |
119-037 |
1-013 |
0.9% |
0-100 |
0.3% |
9% |
False |
True |
602,185 |
| 20 |
121-225 |
119-037 |
2-188 |
2.2% |
0-149 |
0.4% |
4% |
False |
True |
795,155 |
| 40 |
121-225 |
117-210 |
4-015 |
3.4% |
0-126 |
0.3% |
38% |
False |
False |
826,374 |
| 60 |
121-225 |
117-210 |
4-015 |
3.4% |
0-112 |
0.3% |
38% |
False |
False |
717,749 |
| 80 |
121-225 |
117-210 |
4-015 |
3.4% |
0-103 |
0.3% |
38% |
False |
False |
539,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-258 |
|
2.618 |
120-090 |
|
1.618 |
119-307 |
|
1.000 |
119-243 |
|
0.618 |
119-204 |
|
HIGH |
119-140 |
|
0.618 |
119-101 |
|
0.500 |
119-088 |
|
0.382 |
119-076 |
|
LOW |
119-037 |
|
0.618 |
118-293 |
|
1.000 |
118-254 |
|
1.618 |
118-190 |
|
2.618 |
118-087 |
|
4.250 |
117-239 |
|
|
| Fisher Pivots for day following 06-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-088 |
119-097 |
| PP |
119-081 |
119-087 |
| S1 |
119-074 |
119-077 |
|