ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 09-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
118-177 |
118-222 |
0-045 |
0.1% |
119-177 |
| High |
118-255 |
119-017 |
0-082 |
0.2% |
119-255 |
| Low |
118-105 |
118-200 |
0-095 |
0.3% |
118-165 |
| Close |
118-215 |
118-282 |
0-067 |
0.2% |
118-185 |
| Range |
0-150 |
0-137 |
-0-013 |
-8.7% |
1-090 |
| ATR |
0-104 |
0-107 |
0-002 |
2.2% |
0-000 |
| Volume |
604,741 |
760,372 |
155,631 |
25.7% |
3,571,369 |
|
| Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-044 |
119-300 |
119-037 |
|
| R3 |
119-227 |
119-163 |
119-000 |
|
| R2 |
119-090 |
119-090 |
118-307 |
|
| R1 |
119-026 |
119-026 |
118-295 |
119-058 |
| PP |
118-273 |
118-273 |
118-273 |
118-289 |
| S1 |
118-209 |
118-209 |
118-269 |
118-241 |
| S2 |
118-136 |
118-136 |
118-257 |
|
| S3 |
117-319 |
118-072 |
118-244 |
|
| S4 |
117-182 |
117-255 |
118-207 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-258 |
121-312 |
119-090 |
|
| R3 |
121-168 |
120-222 |
118-298 |
|
| R2 |
120-078 |
120-078 |
118-260 |
|
| R1 |
119-132 |
119-132 |
118-223 |
119-060 |
| PP |
118-308 |
118-308 |
118-308 |
118-272 |
| S1 |
118-042 |
118-042 |
118-147 |
117-290 |
| S2 |
117-218 |
117-218 |
118-110 |
|
| S3 |
116-128 |
116-272 |
118-072 |
|
| S4 |
115-038 |
115-182 |
117-280 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-062 |
118-105 |
0-277 |
0.7% |
0-128 |
0.3% |
64% |
False |
False |
704,172 |
| 10 |
119-255 |
118-105 |
1-150 |
1.2% |
0-114 |
0.3% |
38% |
False |
False |
736,487 |
| 20 |
119-255 |
118-105 |
1-150 |
1.2% |
0-095 |
0.2% |
38% |
False |
False |
397,779 |
| 40 |
121-010 |
118-090 |
2-240 |
2.3% |
0-101 |
0.3% |
22% |
False |
False |
200,231 |
| 60 |
121-010 |
117-000 |
4-010 |
3.4% |
0-073 |
0.2% |
47% |
False |
False |
133,565 |
| 80 |
121-010 |
117-000 |
4-010 |
3.4% |
0-055 |
0.1% |
47% |
False |
False |
100,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-279 |
|
2.618 |
120-056 |
|
1.618 |
119-239 |
|
1.000 |
119-154 |
|
0.618 |
119-102 |
|
HIGH |
119-017 |
|
0.618 |
118-285 |
|
0.500 |
118-268 |
|
0.382 |
118-252 |
|
LOW |
118-200 |
|
0.618 |
118-115 |
|
1.000 |
118-063 |
|
1.618 |
117-298 |
|
2.618 |
117-161 |
|
4.250 |
116-258 |
|
|
| Fisher Pivots for day following 09-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-278 |
118-269 |
| PP |
118-273 |
118-256 |
| S1 |
118-268 |
118-244 |
|