ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 10-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
118-222 |
118-297 |
0-075 |
0.2% |
119-177 |
| High |
119-017 |
119-085 |
0-068 |
0.2% |
119-255 |
| Low |
118-200 |
118-267 |
0-067 |
0.2% |
118-165 |
| Close |
118-282 |
119-060 |
0-098 |
0.3% |
118-185 |
| Range |
0-137 |
0-138 |
0-001 |
0.7% |
1-090 |
| ATR |
0-107 |
0-109 |
0-002 |
2.1% |
0-000 |
| Volume |
760,372 |
558,655 |
-201,717 |
-26.5% |
3,571,369 |
|
| Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-125 |
120-070 |
119-136 |
|
| R3 |
119-307 |
119-252 |
119-098 |
|
| R2 |
119-169 |
119-169 |
119-085 |
|
| R1 |
119-114 |
119-114 |
119-073 |
119-142 |
| PP |
119-031 |
119-031 |
119-031 |
119-044 |
| S1 |
118-296 |
118-296 |
119-047 |
119-004 |
| S2 |
118-213 |
118-213 |
119-035 |
|
| S3 |
118-075 |
118-158 |
119-022 |
|
| S4 |
117-257 |
118-020 |
118-304 |
|
|
| 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 |
119-085 |
118-105 |
0-300 |
0.8% |
0-144 |
0.4% |
92% |
True |
False |
703,030 |
| 10 |
119-255 |
118-105 |
1-150 |
1.2% |
0-119 |
0.3% |
59% |
False |
False |
673,918 |
| 20 |
119-255 |
118-105 |
1-150 |
1.2% |
0-101 |
0.3% |
59% |
False |
False |
425,153 |
| 40 |
121-010 |
118-090 |
2-240 |
2.3% |
0-104 |
0.3% |
33% |
False |
False |
214,178 |
| 60 |
121-010 |
117-000 |
4-010 |
3.4% |
0-076 |
0.2% |
54% |
False |
False |
142,875 |
| 80 |
121-010 |
117-000 |
4-010 |
3.4% |
0-057 |
0.1% |
54% |
False |
False |
107,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-032 |
|
2.618 |
120-126 |
|
1.618 |
119-308 |
|
1.000 |
119-223 |
|
0.618 |
119-170 |
|
HIGH |
119-085 |
|
0.618 |
119-032 |
|
0.500 |
119-016 |
|
0.382 |
119-000 |
|
LOW |
118-267 |
|
0.618 |
118-182 |
|
1.000 |
118-129 |
|
1.618 |
118-044 |
|
2.618 |
117-226 |
|
4.250 |
117-000 |
|
|
| Fisher Pivots for day following 10-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-045 |
119-018 |
| PP |
119-031 |
118-297 |
| S1 |
119-016 |
118-255 |
|