ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 18-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
118-260 |
118-230 |
-0-030 |
-0.1% |
118-280 |
| High |
119-000 |
118-280 |
-0-040 |
-0.1% |
118-310 |
| Low |
118-220 |
118-230 |
0-010 |
0.0% |
118-150 |
| Close |
118-230 |
118-260 |
0-030 |
0.1% |
118-260 |
| Range |
0-100 |
0-050 |
-0-050 |
-50.0% |
0-160 |
| ATR |
0-097 |
0-093 |
-0-003 |
-3.4% |
0-000 |
| Volume |
11,030 |
10,126 |
-904 |
-8.2% |
36,807 |
|
| Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-087 |
119-063 |
118-288 |
|
| R3 |
119-037 |
119-013 |
118-274 |
|
| R2 |
118-307 |
118-307 |
118-269 |
|
| R1 |
118-283 |
118-283 |
118-265 |
118-295 |
| PP |
118-257 |
118-257 |
118-257 |
118-262 |
| S1 |
118-233 |
118-233 |
118-255 |
118-245 |
| S2 |
118-207 |
118-207 |
118-251 |
|
| S3 |
118-157 |
118-183 |
118-246 |
|
| S4 |
118-107 |
118-133 |
118-232 |
|
|
| 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% |
0-078 |
0.2% |
65% |
False |
False |
8,053 |
| 10 |
119-000 |
118-090 |
0-230 |
0.6% |
0-084 |
0.2% |
74% |
False |
False |
7,210 |
| 20 |
119-160 |
118-090 |
1-070 |
1.0% |
0-084 |
0.2% |
44% |
False |
False |
4,460 |
| 40 |
121-010 |
117-080 |
3-250 |
3.2% |
0-073 |
0.2% |
41% |
False |
False |
2,739 |
| 60 |
121-010 |
117-000 |
4-010 |
3.4% |
0-048 |
0.1% |
45% |
False |
False |
1,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-172 |
|
2.618 |
119-091 |
|
1.618 |
119-041 |
|
1.000 |
119-010 |
|
0.618 |
118-311 |
|
HIGH |
118-280 |
|
0.618 |
118-261 |
|
0.500 |
118-255 |
|
0.382 |
118-249 |
|
LOW |
118-230 |
|
0.618 |
118-199 |
|
1.000 |
118-180 |
|
1.618 |
118-149 |
|
2.618 |
118-099 |
|
4.250 |
118-018 |
|
|
| Fisher Pivots for day following 18-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-258 |
118-252 |
| PP |
118-257 |
118-243 |
| S1 |
118-255 |
118-235 |
|