ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 20-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
118-270 |
118-210 |
-0-060 |
-0.2% |
118-280 |
| High |
118-270 |
118-310 |
0-040 |
0.1% |
118-310 |
| Low |
118-180 |
118-210 |
0-030 |
0.1% |
118-150 |
| Close |
118-220 |
118-260 |
0-040 |
0.1% |
118-260 |
| Range |
0-090 |
0-100 |
0-010 |
11.1% |
0-160 |
| ATR |
0-093 |
0-094 |
0-000 |
0.5% |
0-000 |
| Volume |
23,992 |
128,822 |
104,830 |
436.9% |
36,807 |
|
| Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-240 |
119-190 |
118-315 |
|
| R3 |
119-140 |
119-090 |
118-288 |
|
| R2 |
119-040 |
119-040 |
118-278 |
|
| R1 |
118-310 |
118-310 |
118-269 |
119-015 |
| PP |
118-260 |
118-260 |
118-260 |
118-272 |
| S1 |
118-210 |
118-210 |
118-251 |
118-235 |
| S2 |
118-160 |
118-160 |
118-242 |
|
| S3 |
118-060 |
118-110 |
118-232 |
|
| S4 |
117-280 |
118-010 |
118-205 |
|
|
| 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% |
0-092 |
0.2% |
65% |
False |
False |
37,227 |
| 10 |
119-000 |
118-090 |
0-230 |
0.6% |
0-091 |
0.2% |
74% |
False |
False |
22,087 |
| 20 |
119-130 |
118-090 |
1-040 |
0.9% |
0-084 |
0.2% |
47% |
False |
False |
11,919 |
| 40 |
121-010 |
117-100 |
3-230 |
3.1% |
0-078 |
0.2% |
40% |
False |
False |
6,558 |
| 60 |
121-010 |
117-000 |
4-010 |
3.4% |
0-052 |
0.1% |
45% |
False |
False |
4,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-095 |
|
2.618 |
119-252 |
|
1.618 |
119-152 |
|
1.000 |
119-090 |
|
0.618 |
119-052 |
|
HIGH |
118-310 |
|
0.618 |
118-272 |
|
0.500 |
118-260 |
|
0.382 |
118-248 |
|
LOW |
118-210 |
|
0.618 |
118-148 |
|
1.000 |
118-110 |
|
1.618 |
118-048 |
|
2.618 |
117-268 |
|
4.250 |
117-105 |
|
|
| Fisher Pivots for day following 20-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-260 |
118-255 |
| PP |
118-260 |
118-250 |
| S1 |
118-260 |
118-245 |
|