ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 17-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2014 |
17-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
118-230 |
118-260 |
0-030 |
0.1% |
118-280 |
| High |
118-270 |
119-000 |
0-050 |
0.1% |
118-310 |
| Low |
118-150 |
118-220 |
0-070 |
0.2% |
118-150 |
| Close |
118-260 |
118-230 |
-0-030 |
-0.1% |
118-260 |
| Range |
0-120 |
0-100 |
-0-020 |
-16.7% |
0-160 |
| ATR |
0-096 |
0-097 |
0-000 |
0.3% |
0-000 |
| Volume |
12,166 |
11,030 |
-1,136 |
-9.3% |
36,807 |
|
| Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-237 |
119-173 |
118-285 |
|
| R3 |
119-137 |
119-073 |
118-258 |
|
| R2 |
119-037 |
119-037 |
118-248 |
|
| R1 |
118-293 |
118-293 |
118-239 |
118-275 |
| PP |
118-257 |
118-257 |
118-257 |
118-248 |
| S1 |
118-193 |
118-193 |
118-221 |
118-175 |
| S2 |
118-157 |
118-157 |
118-212 |
|
| S3 |
118-057 |
118-093 |
118-202 |
|
| S4 |
117-277 |
117-313 |
118-175 |
|
|
| 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 |
119-000 |
118-150 |
0-170 |
0.4% |
0-072 |
0.2% |
47% |
True |
False |
8,265 |
| 10 |
119-000 |
118-090 |
0-230 |
0.6% |
0-083 |
0.2% |
61% |
True |
False |
6,288 |
| 20 |
119-220 |
118-090 |
1-130 |
1.2% |
0-085 |
0.2% |
31% |
False |
False |
4,215 |
| 40 |
121-010 |
117-080 |
3-250 |
3.2% |
0-072 |
0.2% |
39% |
False |
False |
2,487 |
| 60 |
121-010 |
117-000 |
4-010 |
3.4% |
0-048 |
0.1% |
43% |
False |
False |
1,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-105 |
|
2.618 |
119-262 |
|
1.618 |
119-162 |
|
1.000 |
119-100 |
|
0.618 |
119-062 |
|
HIGH |
119-000 |
|
0.618 |
118-282 |
|
0.500 |
118-270 |
|
0.382 |
118-258 |
|
LOW |
118-220 |
|
0.618 |
118-158 |
|
1.000 |
118-120 |
|
1.618 |
118-058 |
|
2.618 |
117-278 |
|
4.250 |
117-115 |
|
|
| Fisher Pivots for day following 17-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-270 |
118-235 |
| PP |
118-257 |
118-233 |
| S1 |
118-243 |
118-232 |
|