ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 02-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2014 |
02-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
118-115 |
118-252 |
0-137 |
0.4% |
117-305 |
| High |
118-260 |
118-295 |
0-035 |
0.1% |
118-150 |
| Low |
118-092 |
118-210 |
0-118 |
0.3% |
117-300 |
| Close |
118-240 |
118-215 |
-0-025 |
-0.1% |
118-052 |
| Range |
0-168 |
0-085 |
-0-083 |
-49.4% |
0-170 |
| ATR |
0-094 |
0-094 |
-0-001 |
-0.7% |
0-000 |
| Volume |
1,101,160 |
995,919 |
-105,241 |
-9.6% |
3,584,015 |
|
| Daily Pivots for day following 02-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-175 |
119-120 |
118-262 |
|
| R3 |
119-090 |
119-035 |
118-238 |
|
| R2 |
119-005 |
119-005 |
118-231 |
|
| R1 |
118-270 |
118-270 |
118-223 |
118-255 |
| PP |
118-240 |
118-240 |
118-240 |
118-232 |
| S1 |
118-185 |
118-185 |
118-207 |
118-170 |
| S2 |
118-155 |
118-155 |
118-199 |
|
| S3 |
118-070 |
118-100 |
118-192 |
|
| S4 |
117-305 |
118-015 |
118-168 |
|
|
| 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 |
118-295 |
118-030 |
0-265 |
0.7% |
0-104 |
0.3% |
70% |
True |
False |
908,511 |
| 10 |
118-295 |
117-210 |
1-085 |
1.1% |
0-092 |
0.2% |
80% |
True |
False |
783,115 |
| 20 |
118-295 |
117-210 |
1-085 |
1.1% |
0-093 |
0.2% |
80% |
True |
False |
801,309 |
| 40 |
119-120 |
117-210 |
1-230 |
1.4% |
0-087 |
0.2% |
59% |
False |
False |
554,853 |
| 60 |
119-120 |
117-210 |
1-230 |
1.4% |
0-076 |
0.2% |
59% |
False |
False |
370,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-016 |
|
2.618 |
119-198 |
|
1.618 |
119-113 |
|
1.000 |
119-060 |
|
0.618 |
119-028 |
|
HIGH |
118-295 |
|
0.618 |
118-263 |
|
0.500 |
118-252 |
|
0.382 |
118-242 |
|
LOW |
118-210 |
|
0.618 |
118-157 |
|
1.000 |
118-125 |
|
1.618 |
118-072 |
|
2.618 |
117-307 |
|
4.250 |
117-169 |
|
|
| Fisher Pivots for day following 02-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-252 |
118-201 |
| PP |
118-240 |
118-187 |
| S1 |
118-228 |
118-174 |
|