ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 01-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2014 |
01-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
119-102 |
119-177 |
0-075 |
0.2% |
118-290 |
| High |
119-177 |
119-255 |
0-078 |
0.2% |
119-177 |
| Low |
119-082 |
119-105 |
0-023 |
0.1% |
118-250 |
| Close |
119-157 |
119-140 |
-0-017 |
0.0% |
119-157 |
| Range |
0-095 |
0-150 |
0-055 |
57.9% |
0-247 |
| ATR |
0-089 |
0-094 |
0-004 |
4.8% |
0-000 |
| Volume |
426,300 |
762,224 |
335,924 |
78.8% |
2,660,150 |
|
| Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-297 |
120-208 |
119-222 |
|
| R3 |
120-147 |
120-058 |
119-181 |
|
| R2 |
119-317 |
119-317 |
119-168 |
|
| R1 |
119-228 |
119-228 |
119-154 |
119-198 |
| PP |
119-167 |
119-167 |
119-167 |
119-151 |
| S1 |
119-078 |
119-078 |
119-126 |
119-048 |
| S2 |
119-017 |
119-017 |
119-112 |
|
| S3 |
118-187 |
118-248 |
119-099 |
|
| S4 |
118-037 |
118-098 |
119-058 |
|
|
| 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 |
119-255 |
118-250 |
1-005 |
0.9% |
0-094 |
0.2% |
65% |
True |
False |
684,474 |
| 10 |
119-255 |
118-180 |
1-075 |
1.0% |
0-089 |
0.2% |
71% |
True |
False |
375,103 |
| 20 |
119-255 |
118-090 |
1-165 |
1.3% |
0-087 |
0.2% |
76% |
True |
False |
190,282 |
| 40 |
121-010 |
117-280 |
3-050 |
2.6% |
0-091 |
0.2% |
50% |
False |
False |
95,981 |
| 60 |
121-010 |
117-000 |
4-010 |
3.4% |
0-061 |
0.2% |
60% |
False |
False |
63,997 |
| 80 |
121-010 |
117-000 |
4-010 |
3.4% |
0-046 |
0.1% |
60% |
False |
False |
48,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-252 |
|
2.618 |
121-008 |
|
1.618 |
120-178 |
|
1.000 |
120-085 |
|
0.618 |
120-028 |
|
HIGH |
119-255 |
|
0.618 |
119-198 |
|
0.500 |
119-180 |
|
0.382 |
119-162 |
|
LOW |
119-105 |
|
0.618 |
119-012 |
|
1.000 |
118-275 |
|
1.618 |
118-182 |
|
2.618 |
118-032 |
|
4.250 |
117-108 |
|
|
| Fisher Pivots for day following 01-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-180 |
119-144 |
| PP |
119-167 |
119-142 |
| S1 |
119-153 |
119-141 |
|