ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 30-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2014 |
30-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
118-060 |
118-115 |
0-055 |
0.1% |
117-305 |
| High |
118-125 |
118-117 |
-0-008 |
0.0% |
118-150 |
| Low |
118-042 |
118-052 |
0-010 |
0.0% |
117-300 |
| Close |
118-097 |
118-082 |
-0-015 |
0.0% |
118-052 |
| Range |
0-083 |
0-065 |
-0-018 |
-21.7% |
0-170 |
| ATR |
0-090 |
0-088 |
-0-002 |
-2.0% |
0-000 |
| Volume |
660,726 |
766,322 |
105,596 |
16.0% |
3,584,015 |
|
| Daily Pivots for day following 30-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-279 |
118-245 |
118-118 |
|
| R3 |
118-214 |
118-180 |
118-100 |
|
| R2 |
118-149 |
118-149 |
118-094 |
|
| R1 |
118-115 |
118-115 |
118-088 |
118-100 |
| PP |
118-084 |
118-084 |
118-084 |
118-076 |
| S1 |
118-050 |
118-050 |
118-076 |
118-034 |
| S2 |
118-019 |
118-019 |
118-070 |
|
| S3 |
117-274 |
117-305 |
118-064 |
|
| S4 |
117-209 |
117-240 |
118-046 |
|
|
| 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% |
0-088 |
0.2% |
46% |
False |
False |
760,079 |
| 10 |
118-160 |
117-210 |
0-270 |
0.7% |
0-094 |
0.2% |
71% |
False |
False |
786,691 |
| 20 |
118-277 |
117-210 |
1-067 |
1.0% |
0-092 |
0.2% |
50% |
False |
False |
772,999 |
| 40 |
119-120 |
117-210 |
1-230 |
1.5% |
0-084 |
0.2% |
35% |
False |
False |
502,673 |
| 60 |
119-120 |
117-210 |
1-230 |
1.5% |
0-074 |
0.2% |
35% |
False |
False |
335,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-073 |
|
2.618 |
118-287 |
|
1.618 |
118-222 |
|
1.000 |
118-182 |
|
0.618 |
118-157 |
|
HIGH |
118-117 |
|
0.618 |
118-092 |
|
0.500 |
118-084 |
|
0.382 |
118-077 |
|
LOW |
118-052 |
|
0.618 |
118-012 |
|
1.000 |
117-307 |
|
1.618 |
117-267 |
|
2.618 |
117-202 |
|
4.250 |
117-096 |
|
|
| Fisher Pivots for day following 30-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-084 |
118-090 |
| PP |
118-084 |
118-087 |
| S1 |
118-083 |
118-085 |
|