ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 18-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2014 |
18-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
119-150 |
118-305 |
-0-165 |
-0.4% |
118-177 |
| High |
119-190 |
119-042 |
-0-148 |
-0.4% |
119-187 |
| Low |
118-295 |
118-205 |
-0-090 |
-0.2% |
118-105 |
| Close |
118-307 |
118-245 |
-0-062 |
-0.2% |
119-127 |
| Range |
0-215 |
0-157 |
-0-058 |
-27.0% |
1-082 |
| ATR |
0-136 |
0-138 |
0-001 |
1.1% |
0-000 |
| Volume |
1,046,372 |
777,826 |
-268,546 |
-25.7% |
3,546,805 |
|
| Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-102 |
120-010 |
119-011 |
|
| R3 |
119-265 |
119-173 |
118-288 |
|
| R2 |
119-108 |
119-108 |
118-274 |
|
| R1 |
119-016 |
119-016 |
118-259 |
118-304 |
| PP |
118-271 |
118-271 |
118-271 |
118-254 |
| S1 |
118-179 |
118-179 |
118-231 |
118-146 |
| S2 |
118-114 |
118-114 |
118-216 |
|
| S3 |
117-277 |
118-022 |
118-202 |
|
| S4 |
117-120 |
117-185 |
118-159 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-279 |
122-125 |
120-028 |
|
| R3 |
121-197 |
121-043 |
119-238 |
|
| R2 |
120-115 |
120-115 |
119-201 |
|
| R1 |
119-281 |
119-281 |
119-164 |
120-038 |
| PP |
119-033 |
119-033 |
119-033 |
119-072 |
| S1 |
118-199 |
118-199 |
119-090 |
118-276 |
| S2 |
117-271 |
117-271 |
119-053 |
|
| S3 |
116-189 |
117-117 |
119-016 |
|
| S4 |
115-107 |
116-035 |
118-226 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-300 |
118-205 |
1-095 |
1.1% |
0-189 |
0.5% |
10% |
False |
True |
823,269 |
| 10 |
119-300 |
118-105 |
1-195 |
1.4% |
0-176 |
0.5% |
27% |
False |
False |
785,516 |
| 20 |
119-300 |
118-105 |
1-195 |
1.4% |
0-132 |
0.3% |
27% |
False |
False |
670,164 |
| 40 |
119-300 |
118-090 |
1-210 |
1.4% |
0-110 |
0.3% |
29% |
False |
False |
337,862 |
| 60 |
121-010 |
117-100 |
3-230 |
3.1% |
0-094 |
0.2% |
39% |
False |
False |
225,613 |
| 80 |
121-010 |
117-000 |
4-010 |
3.4% |
0-071 |
0.2% |
44% |
False |
False |
169,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-069 |
|
2.618 |
120-133 |
|
1.618 |
119-296 |
|
1.000 |
119-199 |
|
0.618 |
119-139 |
|
HIGH |
119-042 |
|
0.618 |
118-302 |
|
0.500 |
118-284 |
|
0.382 |
118-265 |
|
LOW |
118-205 |
|
0.618 |
118-108 |
|
1.000 |
118-048 |
|
1.618 |
117-271 |
|
2.618 |
117-114 |
|
4.250 |
116-178 |
|
|
| Fisher Pivots for day following 18-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-284 |
119-092 |
| PP |
118-271 |
119-037 |
| S1 |
118-258 |
118-301 |
|