ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 14-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
118-180 |
118-230 |
0-050 |
0.1% |
118-280 |
| High |
118-230 |
118-270 |
0-040 |
0.1% |
118-310 |
| Low |
118-170 |
118-150 |
-0-020 |
-0.1% |
118-150 |
| Close |
118-230 |
118-260 |
0-030 |
0.1% |
118-260 |
| Range |
0-060 |
0-120 |
0-060 |
100.0% |
0-160 |
| ATR |
0-095 |
0-096 |
0-002 |
1.9% |
0-000 |
| Volume |
4,923 |
12,166 |
7,243 |
147.1% |
36,807 |
|
| Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-267 |
119-223 |
119-006 |
|
| R3 |
119-147 |
119-103 |
118-293 |
|
| R2 |
119-027 |
119-027 |
118-282 |
|
| R1 |
118-303 |
118-303 |
118-271 |
119-005 |
| PP |
118-227 |
118-227 |
118-227 |
118-238 |
| S1 |
118-183 |
118-183 |
118-249 |
118-205 |
| S2 |
118-107 |
118-107 |
118-238 |
|
| S3 |
117-307 |
118-063 |
118-227 |
|
| S4 |
117-187 |
117-263 |
118-194 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-080 |
120-010 |
119-028 |
|
| R3 |
119-240 |
119-170 |
118-304 |
|
| R2 |
119-080 |
119-080 |
118-289 |
|
| R1 |
119-010 |
119-010 |
118-275 |
118-285 |
| PP |
118-240 |
118-240 |
118-240 |
118-218 |
| S1 |
118-170 |
118-170 |
118-245 |
118-125 |
| S2 |
118-080 |
118-080 |
118-231 |
|
| S3 |
117-240 |
118-010 |
118-216 |
|
| S4 |
117-080 |
117-170 |
118-172 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-310 |
118-150 |
0-160 |
0.4% |
0-078 |
0.2% |
69% |
False |
True |
7,361 |
| 10 |
118-310 |
118-090 |
0-220 |
0.6% |
0-086 |
0.2% |
77% |
False |
False |
5,461 |
| 20 |
119-220 |
118-090 |
1-130 |
1.2% |
0-084 |
0.2% |
38% |
False |
False |
3,750 |
| 40 |
121-010 |
117-080 |
3-250 |
3.2% |
0-069 |
0.2% |
41% |
False |
False |
2,212 |
| 60 |
121-010 |
117-000 |
4-010 |
3.4% |
0-046 |
0.1% |
45% |
False |
False |
1,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-140 |
|
2.618 |
119-264 |
|
1.618 |
119-144 |
|
1.000 |
119-070 |
|
0.618 |
119-024 |
|
HIGH |
118-270 |
|
0.618 |
118-224 |
|
0.500 |
118-210 |
|
0.382 |
118-196 |
|
LOW |
118-150 |
|
0.618 |
118-076 |
|
1.000 |
118-030 |
|
1.618 |
117-276 |
|
2.618 |
117-156 |
|
4.250 |
116-280 |
|
|
| Fisher Pivots for day following 14-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-243 |
118-243 |
| PP |
118-227 |
118-227 |
| S1 |
118-210 |
118-210 |
|