ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 03-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2014 |
03-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
118-252 |
118-240 |
-0-012 |
0.0% |
118-060 |
| High |
118-295 |
118-242 |
-0-053 |
-0.1% |
118-295 |
| Low |
118-210 |
118-102 |
-0-108 |
-0.3% |
118-042 |
| Close |
118-215 |
118-155 |
-0-060 |
-0.2% |
118-155 |
| Range |
0-085 |
0-140 |
0-055 |
64.7% |
0-253 |
| ATR |
0-094 |
0-097 |
0-003 |
3.5% |
0-000 |
| Volume |
995,919 |
1,104,216 |
108,297 |
10.9% |
4,628,343 |
|
| Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-266 |
119-191 |
118-232 |
|
| R3 |
119-126 |
119-051 |
118-194 |
|
| R2 |
118-306 |
118-306 |
118-181 |
|
| R1 |
118-231 |
118-231 |
118-168 |
118-198 |
| PP |
118-166 |
118-166 |
118-166 |
118-150 |
| S1 |
118-091 |
118-091 |
118-142 |
118-058 |
| S2 |
118-026 |
118-026 |
118-129 |
|
| S3 |
117-206 |
117-271 |
118-116 |
|
| S4 |
117-066 |
117-131 |
118-078 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-283 |
120-152 |
118-294 |
|
| R3 |
120-030 |
119-219 |
118-225 |
|
| R2 |
119-097 |
119-097 |
118-201 |
|
| R1 |
118-286 |
118-286 |
118-178 |
119-032 |
| PP |
118-164 |
118-164 |
118-164 |
118-197 |
| S1 |
118-033 |
118-033 |
118-132 |
118-098 |
| S2 |
117-231 |
117-231 |
118-109 |
|
| S3 |
116-298 |
117-100 |
118-085 |
|
| S4 |
116-045 |
116-167 |
118-016 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-295 |
118-042 |
0-253 |
0.7% |
0-108 |
0.3% |
45% |
False |
False |
925,668 |
| 10 |
118-295 |
117-300 |
0-315 |
0.8% |
0-095 |
0.3% |
56% |
False |
False |
821,235 |
| 20 |
118-295 |
117-210 |
1-085 |
1.1% |
0-091 |
0.2% |
65% |
False |
False |
808,539 |
| 40 |
119-120 |
117-210 |
1-230 |
1.5% |
0-088 |
0.2% |
48% |
False |
False |
582,333 |
| 60 |
119-120 |
117-210 |
1-230 |
1.5% |
0-078 |
0.2% |
48% |
False |
False |
389,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-197 |
|
2.618 |
119-289 |
|
1.618 |
119-149 |
|
1.000 |
119-062 |
|
0.618 |
119-009 |
|
HIGH |
118-242 |
|
0.618 |
118-189 |
|
0.500 |
118-172 |
|
0.382 |
118-155 |
|
LOW |
118-102 |
|
0.618 |
118-015 |
|
1.000 |
117-282 |
|
1.618 |
117-195 |
|
2.618 |
117-055 |
|
4.250 |
116-147 |
|
|
| Fisher Pivots for day following 03-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-172 |
118-194 |
| PP |
118-166 |
118-181 |
| S1 |
118-161 |
118-168 |
|