ECBOT 5 Year T-Note Future March 2015
| 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 |
118-210 |
118-120 |
-0-090 |
-0.2% |
118-250 |
| High |
118-220 |
118-270 |
0-050 |
0.1% |
118-270 |
| Low |
118-120 |
118-090 |
-0-030 |
-0.1% |
118-090 |
| Close |
118-140 |
118-260 |
0-120 |
0.3% |
118-260 |
| Range |
0-100 |
0-180 |
0-080 |
80.0% |
0-180 |
| ATR |
0-097 |
0-103 |
0-006 |
6.2% |
0-000 |
| Volume |
354 |
10,099 |
9,745 |
2,752.8% |
17,805 |
|
| Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-107 |
120-043 |
119-039 |
|
| R3 |
119-247 |
119-183 |
118-310 |
|
| R2 |
119-067 |
119-067 |
118-293 |
|
| R1 |
119-003 |
119-003 |
118-276 |
119-035 |
| PP |
118-207 |
118-207 |
118-207 |
118-222 |
| S1 |
118-143 |
118-143 |
118-244 |
118-175 |
| S2 |
118-027 |
118-027 |
118-227 |
|
| S3 |
117-167 |
117-283 |
118-210 |
|
| S4 |
116-307 |
117-103 |
118-161 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-107 |
120-043 |
119-039 |
|
| R3 |
119-247 |
119-183 |
118-310 |
|
| R2 |
119-067 |
119-067 |
118-293 |
|
| R1 |
119-003 |
119-003 |
118-276 |
119-035 |
| PP |
118-207 |
118-207 |
118-207 |
118-222 |
| S1 |
118-143 |
118-143 |
118-244 |
118-175 |
| S2 |
118-027 |
118-027 |
118-227 |
|
| S3 |
117-167 |
117-283 |
118-210 |
|
| S4 |
116-307 |
117-103 |
118-161 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-270 |
118-090 |
0-180 |
0.5% |
0-094 |
0.2% |
94% |
True |
True |
3,561 |
| 10 |
119-100 |
118-090 |
1-010 |
0.9% |
0-088 |
0.2% |
52% |
False |
True |
2,677 |
| 20 |
121-010 |
118-090 |
2-240 |
2.3% |
0-101 |
0.3% |
19% |
False |
True |
2,380 |
| 40 |
121-010 |
117-000 |
4-010 |
3.4% |
0-059 |
0.2% |
45% |
False |
False |
1,296 |
| 60 |
121-010 |
117-000 |
4-010 |
3.4% |
0-040 |
0.1% |
45% |
False |
False |
875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-075 |
|
2.618 |
120-101 |
|
1.618 |
119-241 |
|
1.000 |
119-130 |
|
0.618 |
119-061 |
|
HIGH |
118-270 |
|
0.618 |
118-201 |
|
0.500 |
118-180 |
|
0.382 |
118-159 |
|
LOW |
118-090 |
|
0.618 |
117-299 |
|
1.000 |
117-230 |
|
1.618 |
117-119 |
|
2.618 |
116-259 |
|
4.250 |
115-285 |
|
|
| Fisher Pivots for day following 07-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-233 |
118-233 |
| PP |
118-207 |
118-207 |
| S1 |
118-180 |
118-180 |
|