ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 21-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
118-210 |
118-250 |
0-040 |
0.1% |
118-260 |
| High |
118-310 |
118-300 |
-0-010 |
0.0% |
119-000 |
| Low |
118-210 |
118-220 |
0-010 |
0.0% |
118-180 |
| Close |
118-260 |
118-290 |
0-030 |
0.1% |
118-290 |
| Range |
0-100 |
0-080 |
-0-020 |
-20.0% |
0-140 |
| ATR |
0-094 |
0-093 |
-0-001 |
-1.0% |
0-000 |
| Volume |
128,822 |
154,692 |
25,870 |
20.1% |
328,662 |
|
| Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-190 |
119-160 |
119-014 |
|
| R3 |
119-110 |
119-080 |
118-312 |
|
| R2 |
119-030 |
119-030 |
118-305 |
|
| R1 |
119-000 |
119-000 |
118-297 |
119-015 |
| PP |
118-270 |
118-270 |
118-270 |
118-278 |
| S1 |
118-240 |
118-240 |
118-283 |
118-255 |
| S2 |
118-190 |
118-190 |
118-275 |
|
| S3 |
118-110 |
118-160 |
118-268 |
|
| S4 |
118-030 |
118-080 |
118-246 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-043 |
119-307 |
119-047 |
|
| R3 |
119-223 |
119-167 |
119-008 |
|
| R2 |
119-083 |
119-083 |
118-316 |
|
| R1 |
119-027 |
119-027 |
118-303 |
119-055 |
| PP |
118-263 |
118-263 |
118-263 |
118-278 |
| S1 |
118-207 |
118-207 |
118-277 |
118-235 |
| S2 |
118-123 |
118-123 |
118-264 |
|
| S3 |
117-303 |
118-067 |
118-252 |
|
| S4 |
117-163 |
117-247 |
118-213 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-000 |
118-180 |
0-140 |
0.4% |
0-084 |
0.2% |
79% |
False |
False |
65,732 |
| 10 |
119-000 |
118-150 |
0-170 |
0.4% |
0-081 |
0.2% |
82% |
False |
False |
36,546 |
| 20 |
119-100 |
118-090 |
1-010 |
0.9% |
0-084 |
0.2% |
61% |
False |
False |
19,612 |
| 40 |
121-010 |
117-130 |
3-200 |
3.0% |
0-080 |
0.2% |
41% |
False |
False |
10,424 |
| 60 |
121-010 |
117-000 |
4-010 |
3.4% |
0-053 |
0.1% |
47% |
False |
False |
6,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-000 |
|
2.618 |
119-189 |
|
1.618 |
119-109 |
|
1.000 |
119-060 |
|
0.618 |
119-029 |
|
HIGH |
118-300 |
|
0.618 |
118-269 |
|
0.500 |
118-260 |
|
0.382 |
118-251 |
|
LOW |
118-220 |
|
0.618 |
118-171 |
|
1.000 |
118-140 |
|
1.618 |
118-091 |
|
2.618 |
118-011 |
|
4.250 |
117-200 |
|
|
| Fisher Pivots for day following 21-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-280 |
118-275 |
| PP |
118-270 |
118-260 |
| S1 |
118-260 |
118-245 |
|