ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 12-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2014 |
12-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
119-107 |
119-090 |
-0-017 |
0.0% |
119-150 |
| High |
119-120 |
119-165 |
0-045 |
0.1% |
119-192 |
| Low |
119-067 |
119-077 |
0-010 |
0.0% |
119-015 |
| Close |
119-080 |
119-115 |
0-035 |
0.1% |
119-182 |
| Range |
0-053 |
0-088 |
0-035 |
66.0% |
0-177 |
| ATR |
0-124 |
0-122 |
-0-003 |
-2.1% |
0-000 |
| Volume |
86,257 |
399,783 |
313,526 |
363.5% |
3,058,049 |
|
| Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-063 |
120-017 |
119-163 |
|
| R3 |
119-295 |
119-249 |
119-139 |
|
| R2 |
119-207 |
119-207 |
119-131 |
|
| R1 |
119-161 |
119-161 |
119-123 |
119-184 |
| PP |
119-119 |
119-119 |
119-119 |
119-130 |
| S1 |
119-073 |
119-073 |
119-107 |
119-096 |
| S2 |
119-031 |
119-031 |
119-099 |
|
| S3 |
118-263 |
118-305 |
119-091 |
|
| S4 |
118-175 |
118-217 |
119-067 |
|
|
| 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 |
119-252 |
119-015 |
0-237 |
0.6% |
0-115 |
0.3% |
42% |
False |
False |
492,436 |
| 10 |
119-252 |
119-015 |
0-237 |
0.6% |
0-103 |
0.3% |
42% |
False |
False |
548,408 |
| 20 |
121-087 |
119-015 |
2-072 |
1.9% |
0-123 |
0.3% |
14% |
False |
False |
655,017 |
| 40 |
121-225 |
117-210 |
4-015 |
3.4% |
0-128 |
0.3% |
42% |
False |
False |
790,368 |
| 60 |
121-225 |
117-210 |
4-015 |
3.4% |
0-115 |
0.3% |
42% |
False |
False |
748,590 |
| 80 |
121-225 |
117-210 |
4-015 |
3.4% |
0-106 |
0.3% |
42% |
False |
False |
562,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-219 |
|
2.618 |
120-075 |
|
1.618 |
119-307 |
|
1.000 |
119-253 |
|
0.618 |
119-219 |
|
HIGH |
119-165 |
|
0.618 |
119-131 |
|
0.500 |
119-121 |
|
0.382 |
119-111 |
|
LOW |
119-077 |
|
0.618 |
119-023 |
|
1.000 |
118-309 |
|
1.618 |
118-255 |
|
2.618 |
118-167 |
|
4.250 |
118-023 |
|
|
| Fisher Pivots for day following 12-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-121 |
119-160 |
| PP |
119-119 |
119-145 |
| S1 |
119-117 |
119-130 |
|