ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 25-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2014 |
25-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
118-290 |
118-312 |
0-022 |
0.1% |
118-260 |
| High |
119-000 |
119-052 |
0-052 |
0.1% |
119-000 |
| Low |
118-250 |
118-282 |
0-032 |
0.1% |
118-180 |
| Close |
118-310 |
119-047 |
0-057 |
0.1% |
118-290 |
| Range |
0-070 |
0-090 |
0-020 |
28.6% |
0-140 |
| ATR |
0-091 |
0-091 |
0-000 |
-0.1% |
0-000 |
| Volume |
231,761 |
1,184,345 |
952,584 |
411.0% |
328,662 |
|
| Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-290 |
119-259 |
119-096 |
|
| R3 |
119-200 |
119-169 |
119-072 |
|
| R2 |
119-110 |
119-110 |
119-064 |
|
| R1 |
119-079 |
119-079 |
119-055 |
119-094 |
| PP |
119-020 |
119-020 |
119-020 |
119-028 |
| S1 |
118-309 |
118-309 |
119-039 |
119-004 |
| S2 |
118-250 |
118-250 |
119-030 |
|
| S3 |
118-160 |
118-219 |
119-022 |
|
| S4 |
118-070 |
118-129 |
118-318 |
|
|
| 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 |
119-052 |
118-180 |
0-192 |
0.5% |
0-086 |
0.2% |
97% |
True |
False |
344,722 |
| 10 |
119-052 |
118-150 |
0-222 |
0.6% |
0-082 |
0.2% |
98% |
True |
False |
176,388 |
| 20 |
119-060 |
118-090 |
0-290 |
0.8% |
0-087 |
0.2% |
96% |
False |
False |
90,209 |
| 40 |
121-010 |
117-200 |
3-130 |
2.9% |
0-084 |
0.2% |
45% |
False |
False |
45,825 |
| 60 |
121-010 |
117-000 |
4-010 |
3.4% |
0-056 |
0.1% |
53% |
False |
False |
30,561 |
| 80 |
121-010 |
117-000 |
4-010 |
3.4% |
0-042 |
0.1% |
53% |
False |
False |
22,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-114 |
|
2.618 |
119-288 |
|
1.618 |
119-198 |
|
1.000 |
119-142 |
|
0.618 |
119-108 |
|
HIGH |
119-052 |
|
0.618 |
119-018 |
|
0.500 |
119-007 |
|
0.382 |
118-316 |
|
LOW |
118-282 |
|
0.618 |
118-226 |
|
1.000 |
118-192 |
|
1.618 |
118-136 |
|
2.618 |
118-046 |
|
4.250 |
117-220 |
|
|
| Fisher Pivots for day following 25-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-034 |
119-023 |
| PP |
119-020 |
119-000 |
| S1 |
119-007 |
118-296 |
|