ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 07-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2014 |
07-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
119-110 |
119-050 |
-0-060 |
-0.2% |
119-150 |
| High |
119-140 |
119-192 |
0-052 |
0.1% |
119-192 |
| Low |
119-037 |
119-015 |
-0-022 |
-0.1% |
119-015 |
| Close |
119-067 |
119-182 |
0-115 |
0.3% |
119-182 |
| Range |
0-103 |
0-177 |
0-074 |
71.8% |
0-177 |
| ATR |
0-124 |
0-128 |
0-004 |
3.0% |
0-000 |
| Volume |
572,850 |
881,929 |
309,079 |
54.0% |
3,058,049 |
|
| Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-021 |
120-278 |
119-279 |
|
| R3 |
120-164 |
120-101 |
119-231 |
|
| R2 |
119-307 |
119-307 |
119-214 |
|
| R1 |
119-244 |
119-244 |
119-198 |
119-276 |
| PP |
119-130 |
119-130 |
119-130 |
119-145 |
| S1 |
119-067 |
119-067 |
119-166 |
119-098 |
| S2 |
118-273 |
118-273 |
119-150 |
|
| S3 |
118-096 |
118-210 |
119-133 |
|
| S4 |
117-239 |
118-033 |
119-085 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-021 |
120-278 |
119-279 |
|
| R3 |
120-164 |
120-101 |
119-231 |
|
| R2 |
119-307 |
119-307 |
119-214 |
|
| R1 |
119-244 |
119-244 |
119-198 |
119-276 |
| PP |
119-130 |
119-130 |
119-130 |
119-145 |
| S1 |
119-067 |
119-067 |
119-166 |
119-098 |
| S2 |
118-273 |
118-273 |
119-150 |
|
| S3 |
118-096 |
118-210 |
119-133 |
|
| S4 |
117-239 |
118-033 |
119-085 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-192 |
119-015 |
0-177 |
0.5% |
0-106 |
0.3% |
94% |
True |
True |
611,609 |
| 10 |
120-025 |
119-015 |
1-010 |
0.9% |
0-109 |
0.3% |
51% |
False |
True |
622,976 |
| 20 |
121-225 |
119-015 |
2-210 |
2.2% |
0-152 |
0.4% |
20% |
False |
True |
803,206 |
| 40 |
121-225 |
117-210 |
4-015 |
3.4% |
0-129 |
0.3% |
47% |
False |
False |
824,994 |
| 60 |
121-225 |
117-210 |
4-015 |
3.4% |
0-114 |
0.3% |
47% |
False |
False |
732,347 |
| 80 |
121-225 |
117-210 |
4-015 |
3.4% |
0-104 |
0.3% |
47% |
False |
False |
550,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-304 |
|
2.618 |
121-015 |
|
1.618 |
120-158 |
|
1.000 |
120-049 |
|
0.618 |
119-301 |
|
HIGH |
119-192 |
|
0.618 |
119-124 |
|
0.500 |
119-104 |
|
0.382 |
119-083 |
|
LOW |
119-015 |
|
0.618 |
118-226 |
|
1.000 |
118-158 |
|
1.618 |
118-049 |
|
2.618 |
117-192 |
|
4.250 |
116-223 |
|
|
| Fisher Pivots for day following 07-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-156 |
119-156 |
| PP |
119-130 |
119-130 |
| S1 |
119-104 |
119-104 |
|