ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 10-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2014 |
10-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
118-120 |
118-280 |
0-160 |
0.4% |
118-250 |
| High |
118-270 |
118-310 |
0-040 |
0.1% |
118-270 |
| Low |
118-090 |
118-180 |
0-090 |
0.2% |
118-090 |
| Close |
118-260 |
118-180 |
-0-080 |
-0.2% |
118-260 |
| Range |
0-180 |
0-130 |
-0-050 |
-27.8% |
0-180 |
| ATR |
0-103 |
0-105 |
0-002 |
1.9% |
0-000 |
| Volume |
10,099 |
6,512 |
-3,587 |
-35.5% |
17,805 |
|
| Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-293 |
119-207 |
118-252 |
|
| R3 |
119-163 |
119-077 |
118-216 |
|
| R2 |
119-033 |
119-033 |
118-204 |
|
| R1 |
118-267 |
118-267 |
118-192 |
118-245 |
| PP |
118-223 |
118-223 |
118-223 |
118-212 |
| S1 |
118-137 |
118-137 |
118-168 |
118-115 |
| S2 |
118-093 |
118-093 |
118-156 |
|
| S3 |
117-283 |
118-007 |
118-144 |
|
| S4 |
117-153 |
117-197 |
118-108 |
|
|
| 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 |
118-310 |
118-090 |
0-220 |
0.6% |
0-094 |
0.2% |
41% |
True |
False |
4,311 |
| 10 |
119-100 |
118-090 |
1-010 |
0.9% |
0-095 |
0.3% |
27% |
False |
False |
2,920 |
| 20 |
121-010 |
118-090 |
2-240 |
2.3% |
0-106 |
0.3% |
10% |
False |
False |
2,683 |
| 40 |
121-010 |
117-000 |
4-010 |
3.4% |
0-062 |
0.2% |
39% |
False |
False |
1,458 |
| 60 |
121-010 |
117-000 |
4-010 |
3.4% |
0-042 |
0.1% |
39% |
False |
False |
983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-222 |
|
2.618 |
120-010 |
|
1.618 |
119-200 |
|
1.000 |
119-120 |
|
0.618 |
119-070 |
|
HIGH |
118-310 |
|
0.618 |
118-260 |
|
0.500 |
118-245 |
|
0.382 |
118-230 |
|
LOW |
118-180 |
|
0.618 |
118-100 |
|
1.000 |
118-050 |
|
1.618 |
117-290 |
|
2.618 |
117-160 |
|
4.250 |
116-268 |
|
|
| Fisher Pivots for day following 10-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-245 |
118-200 |
| PP |
118-223 |
118-193 |
| S1 |
118-202 |
118-187 |
|