ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 18-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
119-172 |
119-160 |
-0-012 |
0.0% |
119-180 |
| High |
119-242 |
119-200 |
-0-042 |
-0.1% |
119-252 |
| Low |
119-140 |
119-155 |
0-015 |
0.0% |
119-067 |
| Close |
119-150 |
119-182 |
0-032 |
0.1% |
119-182 |
| Range |
0-102 |
0-045 |
-0-057 |
-55.9% |
0-185 |
| ATR |
0-117 |
0-112 |
-0-005 |
-4.1% |
0-000 |
| Volume |
508,224 |
416,706 |
-91,518 |
-18.0% |
2,036,874 |
|
| Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-314 |
119-293 |
119-207 |
|
| R3 |
119-269 |
119-248 |
119-194 |
|
| R2 |
119-224 |
119-224 |
119-190 |
|
| R1 |
119-203 |
119-203 |
119-186 |
119-214 |
| PP |
119-179 |
119-179 |
119-179 |
119-184 |
| S1 |
119-158 |
119-158 |
119-178 |
119-168 |
| S2 |
119-134 |
119-134 |
119-174 |
|
| S3 |
119-089 |
119-113 |
119-170 |
|
| S4 |
119-044 |
119-068 |
119-157 |
|
|
| 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 |
119-242 |
119-077 |
0-165 |
0.4% |
0-086 |
0.2% |
64% |
False |
False |
470,837 |
| 10 |
119-252 |
119-015 |
0-237 |
0.6% |
0-097 |
0.3% |
70% |
False |
False |
493,982 |
| 20 |
120-127 |
119-015 |
1-112 |
1.1% |
0-104 |
0.3% |
39% |
False |
False |
557,870 |
| 40 |
121-225 |
118-025 |
3-200 |
3.0% |
0-129 |
0.3% |
41% |
False |
False |
766,055 |
| 60 |
121-225 |
117-210 |
4-015 |
3.4% |
0-115 |
0.3% |
47% |
False |
False |
776,718 |
| 80 |
121-225 |
117-210 |
4-015 |
3.4% |
0-108 |
0.3% |
47% |
False |
False |
587,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-071 |
|
2.618 |
119-318 |
|
1.618 |
119-273 |
|
1.000 |
119-245 |
|
0.618 |
119-228 |
|
HIGH |
119-200 |
|
0.618 |
119-183 |
|
0.500 |
119-178 |
|
0.382 |
119-172 |
|
LOW |
119-155 |
|
0.618 |
119-127 |
|
1.000 |
119-110 |
|
1.618 |
119-082 |
|
2.618 |
119-037 |
|
4.250 |
118-284 |
|
|
| Fisher Pivots for day following 18-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-180 |
119-174 |
| PP |
119-179 |
119-167 |
| S1 |
119-178 |
119-160 |
|