ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 12-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2014 |
12-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
118-180 |
118-180 |
0-000 |
0.0% |
118-250 |
| High |
118-180 |
118-240 |
0-060 |
0.2% |
118-270 |
| Low |
118-160 |
118-180 |
0-020 |
0.1% |
118-090 |
| Close |
118-160 |
118-190 |
0-030 |
0.1% |
118-260 |
| Range |
0-020 |
0-060 |
0-040 |
200.0% |
0-180 |
| ATR |
0-099 |
0-097 |
-0-001 |
-1.3% |
0-000 |
| Volume |
11,182 |
2,024 |
-9,158 |
-81.9% |
17,805 |
|
| Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-063 |
119-027 |
118-223 |
|
| R3 |
119-003 |
118-287 |
118-206 |
|
| R2 |
118-263 |
118-263 |
118-201 |
|
| R1 |
118-227 |
118-227 |
118-196 |
118-245 |
| PP |
118-203 |
118-203 |
118-203 |
118-212 |
| S1 |
118-167 |
118-167 |
118-184 |
118-185 |
| S2 |
118-143 |
118-143 |
118-179 |
|
| S3 |
118-083 |
118-107 |
118-174 |
|
| S4 |
118-023 |
118-047 |
118-157 |
|
|
| 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% |
0-098 |
0.3% |
45% |
False |
False |
6,034 |
| 10 |
118-310 |
118-090 |
0-220 |
0.6% |
0-079 |
0.2% |
45% |
False |
False |
4,144 |
| 20 |
120-170 |
118-090 |
2-080 |
1.9% |
0-094 |
0.2% |
14% |
False |
False |
3,281 |
| 40 |
121-010 |
117-000 |
4-010 |
3.4% |
0-064 |
0.2% |
40% |
False |
False |
1,786 |
| 60 |
121-010 |
117-000 |
4-010 |
3.4% |
0-043 |
0.1% |
40% |
False |
False |
1,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-175 |
|
2.618 |
119-077 |
|
1.618 |
119-017 |
|
1.000 |
118-300 |
|
0.618 |
118-277 |
|
HIGH |
118-240 |
|
0.618 |
118-217 |
|
0.500 |
118-210 |
|
0.382 |
118-203 |
|
LOW |
118-180 |
|
0.618 |
118-143 |
|
1.000 |
118-120 |
|
1.618 |
118-083 |
|
2.618 |
118-023 |
|
4.250 |
117-245 |
|
|
| Fisher Pivots for day following 12-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-210 |
118-235 |
| PP |
118-203 |
118-220 |
| S1 |
118-197 |
118-205 |
|