ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 13-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2014 |
13-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
118-180 |
118-180 |
0-000 |
0.0% |
118-250 |
| High |
118-240 |
118-230 |
-0-010 |
0.0% |
118-270 |
| Low |
118-180 |
118-170 |
-0-010 |
0.0% |
118-090 |
| Close |
118-190 |
118-230 |
0-040 |
0.1% |
118-260 |
| Range |
0-060 |
0-060 |
0-000 |
0.0% |
0-180 |
| ATR |
0-097 |
0-095 |
-0-003 |
-2.7% |
0-000 |
| Volume |
2,024 |
4,923 |
2,899 |
143.2% |
17,805 |
|
| Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-070 |
119-050 |
118-263 |
|
| R3 |
119-010 |
118-310 |
118-246 |
|
| R2 |
118-270 |
118-270 |
118-241 |
|
| R1 |
118-250 |
118-250 |
118-236 |
118-260 |
| PP |
118-210 |
118-210 |
118-210 |
118-215 |
| S1 |
118-190 |
118-190 |
118-224 |
118-200 |
| S2 |
118-150 |
118-150 |
118-219 |
|
| S3 |
118-090 |
118-130 |
118-214 |
|
| S4 |
118-030 |
118-070 |
118-197 |
|
|
| 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% |
0-090 |
0.2% |
64% |
False |
False |
6,948 |
| 10 |
118-310 |
118-090 |
0-220 |
0.6% |
0-078 |
0.2% |
64% |
False |
False |
4,439 |
| 20 |
119-220 |
118-090 |
1-130 |
1.2% |
0-082 |
0.2% |
31% |
False |
False |
3,351 |
| 40 |
121-010 |
117-030 |
3-300 |
3.3% |
0-066 |
0.2% |
41% |
False |
False |
1,908 |
| 60 |
121-010 |
117-000 |
4-010 |
3.4% |
0-044 |
0.1% |
43% |
False |
False |
1,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-165 |
|
2.618 |
119-067 |
|
1.618 |
119-007 |
|
1.000 |
118-290 |
|
0.618 |
118-267 |
|
HIGH |
118-230 |
|
0.618 |
118-207 |
|
0.500 |
118-200 |
|
0.382 |
118-193 |
|
LOW |
118-170 |
|
0.618 |
118-133 |
|
1.000 |
118-110 |
|
1.618 |
118-073 |
|
2.618 |
118-013 |
|
4.250 |
117-235 |
|
|
| Fisher Pivots for day following 13-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-220 |
118-220 |
| PP |
118-210 |
118-210 |
| S1 |
118-200 |
118-200 |
|