ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 14-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
119-097 |
119-155 |
0-058 |
0.2% |
119-180 |
| High |
119-155 |
119-197 |
0-042 |
0.1% |
119-252 |
| Low |
119-082 |
119-077 |
-0-005 |
0.0% |
119-067 |
| Close |
119-150 |
119-182 |
0-032 |
0.1% |
119-182 |
| Range |
0-073 |
0-120 |
0-047 |
64.4% |
0-185 |
| ATR |
0-118 |
0-118 |
0-000 |
0.1% |
0-000 |
| Volume |
469,279 |
560,194 |
90,915 |
19.4% |
2,036,874 |
|
| Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-192 |
120-147 |
119-248 |
|
| R3 |
120-072 |
120-027 |
119-215 |
|
| R2 |
119-272 |
119-272 |
119-204 |
|
| R1 |
119-227 |
119-227 |
119-193 |
119-250 |
| PP |
119-152 |
119-152 |
119-152 |
119-163 |
| S1 |
119-107 |
119-107 |
119-171 |
119-130 |
| S2 |
119-032 |
119-032 |
119-160 |
|
| S3 |
118-232 |
118-307 |
119-149 |
|
| S4 |
118-112 |
118-187 |
119-116 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-082 |
120-317 |
119-284 |
|
| R3 |
120-217 |
120-132 |
119-233 |
|
| R2 |
120-032 |
120-032 |
119-216 |
|
| R1 |
119-267 |
119-267 |
119-199 |
119-310 |
| PP |
119-167 |
119-167 |
119-167 |
119-188 |
| S1 |
119-082 |
119-082 |
119-165 |
119-124 |
| S2 |
118-302 |
118-302 |
119-148 |
|
| S3 |
118-117 |
118-217 |
119-131 |
|
| S4 |
117-252 |
118-032 |
119-080 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-252 |
119-067 |
0-185 |
0.5% |
0-097 |
0.3% |
62% |
False |
False |
407,374 |
| 10 |
119-252 |
119-015 |
0-237 |
0.6% |
0-102 |
0.3% |
70% |
False |
False |
509,492 |
| 20 |
120-182 |
119-015 |
1-167 |
1.3% |
0-109 |
0.3% |
34% |
False |
False |
573,867 |
| 40 |
121-225 |
117-300 |
3-245 |
3.1% |
0-129 |
0.3% |
43% |
False |
False |
773,198 |
| 60 |
121-225 |
117-210 |
4-015 |
3.4% |
0-115 |
0.3% |
47% |
False |
False |
764,127 |
| 80 |
121-225 |
117-210 |
4-015 |
3.4% |
0-107 |
0.3% |
47% |
False |
False |
575,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-067 |
|
2.618 |
120-191 |
|
1.618 |
120-071 |
|
1.000 |
119-317 |
|
0.618 |
119-271 |
|
HIGH |
119-197 |
|
0.618 |
119-151 |
|
0.500 |
119-137 |
|
0.382 |
119-123 |
|
LOW |
119-077 |
|
0.618 |
119-003 |
|
1.000 |
118-277 |
|
1.618 |
118-203 |
|
2.618 |
118-083 |
|
4.250 |
117-207 |
|
|
| Fisher Pivots for day following 14-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-167 |
119-167 |
| PP |
119-152 |
119-152 |
| S1 |
119-137 |
119-137 |
|