ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 24-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2014 |
24-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
118-250 |
118-290 |
0-040 |
0.1% |
118-260 |
| High |
118-300 |
119-000 |
0-020 |
0.1% |
119-000 |
| Low |
118-220 |
118-250 |
0-030 |
0.1% |
118-180 |
| Close |
118-290 |
118-310 |
0-020 |
0.1% |
118-290 |
| Range |
0-080 |
0-070 |
-0-010 |
-12.5% |
0-140 |
| ATR |
0-093 |
0-091 |
-0-002 |
-1.7% |
0-000 |
| Volume |
154,692 |
231,761 |
77,069 |
49.8% |
328,662 |
|
| Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-183 |
119-157 |
119-028 |
|
| R3 |
119-113 |
119-087 |
119-009 |
|
| R2 |
119-043 |
119-043 |
119-003 |
|
| R1 |
119-017 |
119-017 |
118-316 |
119-030 |
| PP |
118-293 |
118-293 |
118-293 |
118-300 |
| S1 |
118-267 |
118-267 |
118-304 |
118-280 |
| S2 |
118-223 |
118-223 |
118-297 |
|
| S3 |
118-153 |
118-197 |
118-291 |
|
| S4 |
118-083 |
118-127 |
118-272 |
|
|
| 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% |
0-078 |
0.2% |
93% |
True |
False |
109,878 |
| 10 |
119-000 |
118-150 |
0-170 |
0.4% |
0-075 |
0.2% |
94% |
True |
False |
59,071 |
| 20 |
119-100 |
118-090 |
1-010 |
0.9% |
0-085 |
0.2% |
67% |
False |
False |
30,996 |
| 40 |
121-010 |
117-130 |
3-200 |
3.0% |
0-081 |
0.2% |
43% |
False |
False |
16,217 |
| 60 |
121-010 |
117-000 |
4-010 |
3.4% |
0-054 |
0.1% |
49% |
False |
False |
10,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-298 |
|
2.618 |
119-183 |
|
1.618 |
119-113 |
|
1.000 |
119-070 |
|
0.618 |
119-043 |
|
HIGH |
119-000 |
|
0.618 |
118-293 |
|
0.500 |
118-285 |
|
0.382 |
118-277 |
|
LOW |
118-250 |
|
0.618 |
118-207 |
|
1.000 |
118-180 |
|
1.618 |
118-137 |
|
2.618 |
118-067 |
|
4.250 |
117-272 |
|
|
| Fisher Pivots for day following 24-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-302 |
118-295 |
| PP |
118-293 |
118-280 |
| S1 |
118-285 |
118-265 |
|