ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 28-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
119-045 |
119-102 |
0-057 |
0.1% |
118-290 |
| High |
119-095 |
119-177 |
0-082 |
0.2% |
119-177 |
| Low |
119-032 |
119-082 |
0-050 |
0.1% |
118-250 |
| Close |
119-092 |
119-157 |
0-065 |
0.2% |
119-157 |
| Range |
0-063 |
0-095 |
0-032 |
50.8% |
0-247 |
| ATR |
0-089 |
0-089 |
0-000 |
0.5% |
0-000 |
| Volume |
817,744 |
426,300 |
-391,444 |
-47.9% |
2,660,150 |
|
| Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-104 |
120-065 |
119-209 |
|
| R3 |
120-009 |
119-290 |
119-183 |
|
| R2 |
119-234 |
119-234 |
119-174 |
|
| R1 |
119-195 |
119-195 |
119-166 |
119-214 |
| PP |
119-139 |
119-139 |
119-139 |
119-148 |
| S1 |
119-100 |
119-100 |
119-148 |
119-120 |
| S2 |
119-044 |
119-044 |
119-140 |
|
| S3 |
118-269 |
119-005 |
119-131 |
|
| S4 |
118-174 |
118-230 |
119-105 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-189 |
121-100 |
119-293 |
|
| R3 |
120-262 |
120-173 |
119-225 |
|
| R2 |
120-015 |
120-015 |
119-202 |
|
| R1 |
119-246 |
119-246 |
119-180 |
119-290 |
| PP |
119-088 |
119-088 |
119-088 |
119-110 |
| S1 |
118-319 |
118-319 |
119-134 |
119-044 |
| S2 |
118-161 |
118-161 |
119-112 |
|
| S3 |
117-234 |
118-072 |
119-089 |
|
| S4 |
116-307 |
117-145 |
119-021 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-177 |
118-220 |
0-277 |
0.7% |
0-080 |
0.2% |
93% |
True |
False |
562,968 |
| 10 |
119-177 |
118-150 |
1-027 |
0.9% |
0-086 |
0.2% |
94% |
True |
False |
300,097 |
| 20 |
119-177 |
118-090 |
1-087 |
1.1% |
0-082 |
0.2% |
95% |
True |
False |
152,268 |
| 40 |
121-010 |
117-200 |
3-130 |
2.9% |
0-087 |
0.2% |
55% |
False |
False |
76,926 |
| 60 |
121-010 |
117-000 |
4-010 |
3.4% |
0-058 |
0.2% |
62% |
False |
False |
51,294 |
| 80 |
121-010 |
117-000 |
4-010 |
3.4% |
0-044 |
0.1% |
62% |
False |
False |
38,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-261 |
|
2.618 |
120-106 |
|
1.618 |
120-011 |
|
1.000 |
119-272 |
|
0.618 |
119-236 |
|
HIGH |
119-177 |
|
0.618 |
119-141 |
|
0.500 |
119-130 |
|
0.382 |
119-118 |
|
LOW |
119-082 |
|
0.618 |
119-023 |
|
1.000 |
118-307 |
|
1.618 |
118-248 |
|
2.618 |
118-153 |
|
4.250 |
117-318 |
|
|
| Fisher Pivots for day following 28-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-148 |
119-128 |
| PP |
119-139 |
119-099 |
| S1 |
119-130 |
119-070 |
|