ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 17-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2014 |
17-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
120-050 |
120-060 |
0-010 |
0.0% |
119-105 |
| High |
120-150 |
120-082 |
-0-068 |
-0.2% |
120-067 |
| Low |
120-010 |
119-202 |
-0-128 |
-0.3% |
119-045 |
| Close |
120-040 |
119-210 |
-0-150 |
-0.4% |
120-027 |
| Range |
0-140 |
0-200 |
0-060 |
42.9% |
1-022 |
| ATR |
0-117 |
0-123 |
0-006 |
5.0% |
0-000 |
| Volume |
6,497 |
16,855 |
10,358 |
159.4% |
57,798 |
|
| Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-231 |
121-101 |
120-000 |
|
| R3 |
121-031 |
120-221 |
119-265 |
|
| R2 |
120-151 |
120-151 |
119-247 |
|
| R1 |
120-021 |
120-021 |
119-228 |
119-306 |
| PP |
119-271 |
119-271 |
119-271 |
119-254 |
| S1 |
119-141 |
119-141 |
119-192 |
119-106 |
| S2 |
119-071 |
119-071 |
119-173 |
|
| S3 |
118-191 |
118-261 |
119-155 |
|
| S4 |
117-311 |
118-061 |
119-100 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-006 |
122-198 |
120-215 |
|
| R3 |
121-304 |
121-176 |
120-121 |
|
| R2 |
120-282 |
120-282 |
120-090 |
|
| R1 |
120-154 |
120-154 |
120-058 |
120-218 |
| PP |
119-260 |
119-260 |
119-260 |
119-292 |
| S1 |
119-132 |
119-132 |
119-316 |
119-196 |
| S2 |
118-238 |
118-238 |
119-284 |
|
| S3 |
117-216 |
118-110 |
119-253 |
|
| S4 |
116-194 |
117-088 |
119-159 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-150 |
119-197 |
0-273 |
0.7% |
0-129 |
0.3% |
5% |
False |
False |
18,270 |
| 10 |
120-150 |
119-045 |
1-105 |
1.1% |
0-130 |
0.3% |
39% |
False |
False |
17,250 |
| 20 |
120-162 |
119-045 |
1-117 |
1.1% |
0-107 |
0.3% |
38% |
False |
False |
326,548 |
| 40 |
120-162 |
119-015 |
1-147 |
1.2% |
0-106 |
0.3% |
42% |
False |
False |
442,209 |
| 60 |
121-225 |
118-025 |
3-200 |
3.0% |
0-122 |
0.3% |
44% |
False |
False |
619,553 |
| 80 |
121-225 |
117-210 |
4-015 |
3.4% |
0-113 |
0.3% |
49% |
False |
False |
664,176 |
| 100 |
121-225 |
117-210 |
4-015 |
3.4% |
0-108 |
0.3% |
49% |
False |
False |
534,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-292 |
|
2.618 |
121-286 |
|
1.618 |
121-086 |
|
1.000 |
120-282 |
|
0.618 |
120-206 |
|
HIGH |
120-082 |
|
0.618 |
120-006 |
|
0.500 |
119-302 |
|
0.382 |
119-278 |
|
LOW |
119-202 |
|
0.618 |
119-078 |
|
1.000 |
119-002 |
|
1.618 |
118-198 |
|
2.618 |
117-318 |
|
4.250 |
116-312 |
|
|
| Fisher Pivots for day following 17-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-302 |
120-016 |
| PP |
119-271 |
119-294 |
| S1 |
119-241 |
119-252 |
|