ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 29-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2014 |
29-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
118-127 |
118-060 |
-0-067 |
-0.2% |
117-305 |
| High |
118-150 |
118-125 |
-0-025 |
-0.1% |
118-150 |
| Low |
118-030 |
118-042 |
0-012 |
0.0% |
117-300 |
| Close |
118-052 |
118-097 |
0-045 |
0.1% |
118-052 |
| Range |
0-120 |
0-083 |
-0-037 |
-30.8% |
0-170 |
| ATR |
0-090 |
0-090 |
-0-001 |
-0.6% |
0-000 |
| Volume |
1,018,430 |
660,726 |
-357,704 |
-35.1% |
3,584,015 |
|
| Daily Pivots for day following 29-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-017 |
118-300 |
118-143 |
|
| R3 |
118-254 |
118-217 |
118-120 |
|
| R2 |
118-171 |
118-171 |
118-112 |
|
| R1 |
118-134 |
118-134 |
118-105 |
118-152 |
| PP |
118-088 |
118-088 |
118-088 |
118-097 |
| S1 |
118-051 |
118-051 |
118-089 |
118-070 |
| S2 |
118-005 |
118-005 |
118-082 |
|
| S3 |
117-242 |
117-288 |
118-074 |
|
| S4 |
117-159 |
117-205 |
118-051 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-251 |
119-161 |
118-146 |
|
| R3 |
119-081 |
118-311 |
118-099 |
|
| R2 |
118-231 |
118-231 |
118-083 |
|
| R1 |
118-141 |
118-141 |
118-068 |
118-186 |
| PP |
118-061 |
118-061 |
118-061 |
118-083 |
| S1 |
117-291 |
117-291 |
118-036 |
118-016 |
| S2 |
117-211 |
117-211 |
118-021 |
|
| S3 |
117-041 |
117-121 |
118-005 |
|
| S4 |
116-191 |
116-271 |
117-278 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-150 |
118-025 |
0-125 |
0.3% |
0-084 |
0.2% |
58% |
False |
False |
726,964 |
| 10 |
118-160 |
117-210 |
0-270 |
0.7% |
0-093 |
0.2% |
77% |
False |
False |
781,712 |
| 20 |
118-277 |
117-210 |
1-067 |
1.0% |
0-094 |
0.2% |
53% |
False |
False |
772,401 |
| 40 |
119-120 |
117-210 |
1-230 |
1.5% |
0-084 |
0.2% |
38% |
False |
False |
483,574 |
| 60 |
119-120 |
117-210 |
1-230 |
1.5% |
0-073 |
0.2% |
38% |
False |
False |
322,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-158 |
|
2.618 |
119-022 |
|
1.618 |
118-259 |
|
1.000 |
118-208 |
|
0.618 |
118-176 |
|
HIGH |
118-125 |
|
0.618 |
118-093 |
|
0.500 |
118-084 |
|
0.382 |
118-074 |
|
LOW |
118-042 |
|
0.618 |
117-311 |
|
1.000 |
117-279 |
|
1.618 |
117-228 |
|
2.618 |
117-145 |
|
4.250 |
117-009 |
|
|
| Fisher Pivots for day following 29-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-092 |
118-094 |
| PP |
118-088 |
118-091 |
| S1 |
118-084 |
118-088 |
|