ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 08-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2014 |
08-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
118-232 |
119-022 |
0-110 |
0.3% |
118-060 |
| High |
119-032 |
119-175 |
0-143 |
0.4% |
118-295 |
| Low |
118-220 |
118-297 |
0-077 |
0.2% |
118-042 |
| Close |
119-007 |
119-120 |
0-113 |
0.3% |
118-155 |
| Range |
0-132 |
0-198 |
0-066 |
50.0% |
0-253 |
| ATR |
0-100 |
0-107 |
0-007 |
6.9% |
0-000 |
| Volume |
782,475 |
1,162,805 |
380,330 |
48.6% |
4,628,343 |
|
| Daily Pivots for day following 08-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-045 |
120-280 |
119-229 |
|
| R3 |
120-167 |
120-082 |
119-174 |
|
| R2 |
119-289 |
119-289 |
119-156 |
|
| R1 |
119-204 |
119-204 |
119-138 |
119-246 |
| PP |
119-091 |
119-091 |
119-091 |
119-112 |
| S1 |
119-006 |
119-006 |
119-102 |
119-048 |
| S2 |
118-213 |
118-213 |
119-084 |
|
| S3 |
118-015 |
118-128 |
119-066 |
|
| S4 |
117-137 |
117-250 |
119-011 |
|
|
| 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 |
119-175 |
118-102 |
1-073 |
1.0% |
0-133 |
0.3% |
86% |
True |
False |
946,172 |
| 10 |
119-175 |
118-027 |
1-148 |
1.2% |
0-121 |
0.3% |
88% |
True |
False |
905,539 |
| 20 |
119-175 |
117-210 |
1-285 |
1.6% |
0-101 |
0.3% |
91% |
True |
False |
831,094 |
| 40 |
119-175 |
117-210 |
1-285 |
1.6% |
0-094 |
0.2% |
91% |
True |
False |
647,668 |
| 60 |
119-175 |
117-210 |
1-285 |
1.6% |
0-085 |
0.2% |
91% |
True |
False |
432,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-056 |
|
2.618 |
121-053 |
|
1.618 |
120-175 |
|
1.000 |
120-053 |
|
0.618 |
119-297 |
|
HIGH |
119-175 |
|
0.618 |
119-099 |
|
0.500 |
119-076 |
|
0.382 |
119-053 |
|
LOW |
118-297 |
|
0.618 |
118-175 |
|
1.000 |
118-099 |
|
1.618 |
117-297 |
|
2.618 |
117-099 |
|
4.250 |
116-096 |
|
|
| Fisher Pivots for day following 08-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-105 |
119-081 |
| PP |
119-091 |
119-042 |
| S1 |
119-076 |
119-002 |
|