ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 13-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
119-132 |
119-190 |
0-058 |
0.2% |
118-165 |
| High |
119-187 |
120-010 |
0-143 |
0.4% |
119-220 |
| Low |
119-072 |
119-177 |
0-105 |
0.3% |
118-150 |
| Close |
119-145 |
119-282 |
0-137 |
0.4% |
119-145 |
| Range |
0-115 |
0-153 |
0-038 |
33.0% |
1-070 |
| ATR |
0-108 |
0-114 |
0-005 |
5.1% |
0-000 |
| Volume |
720,911 |
288,033 |
-432,878 |
-60.0% |
4,614,587 |
|
| Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-082 |
121-015 |
120-046 |
|
| R3 |
120-249 |
120-182 |
120-004 |
|
| R2 |
120-096 |
120-096 |
119-310 |
|
| R1 |
120-029 |
120-029 |
119-296 |
120-062 |
| PP |
119-263 |
119-263 |
119-263 |
119-280 |
| S1 |
119-196 |
119-196 |
119-268 |
119-230 |
| S2 |
119-110 |
119-110 |
119-254 |
|
| S3 |
118-277 |
119-043 |
119-240 |
|
| S4 |
118-124 |
118-210 |
119-198 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-275 |
122-120 |
120-040 |
|
| R3 |
121-205 |
121-050 |
119-252 |
|
| R2 |
120-135 |
120-135 |
119-216 |
|
| R1 |
119-300 |
119-300 |
119-181 |
120-058 |
| PP |
119-065 |
119-065 |
119-065 |
119-104 |
| S1 |
118-230 |
118-230 |
119-109 |
118-308 |
| S2 |
117-315 |
117-315 |
119-074 |
|
| S3 |
116-245 |
117-160 |
119-038 |
|
| S4 |
115-175 |
116-090 |
118-250 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-010 |
118-220 |
1-110 |
1.1% |
0-142 |
0.4% |
89% |
True |
False |
843,434 |
| 10 |
120-010 |
118-052 |
1-278 |
1.6% |
0-128 |
0.3% |
92% |
True |
False |
887,023 |
| 20 |
120-010 |
117-210 |
2-120 |
2.0% |
0-110 |
0.3% |
94% |
True |
False |
834,368 |
| 40 |
120-010 |
117-210 |
2-120 |
2.0% |
0-095 |
0.2% |
94% |
True |
False |
703,903 |
| 60 |
120-010 |
117-210 |
2-120 |
2.0% |
0-090 |
0.2% |
94% |
True |
False |
470,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-020 |
|
2.618 |
121-091 |
|
1.618 |
120-258 |
|
1.000 |
120-163 |
|
0.618 |
120-105 |
|
HIGH |
120-010 |
|
0.618 |
119-272 |
|
0.500 |
119-254 |
|
0.382 |
119-235 |
|
LOW |
119-177 |
|
0.618 |
119-082 |
|
1.000 |
119-024 |
|
1.618 |
118-249 |
|
2.618 |
118-096 |
|
4.250 |
117-167 |
|
|
| Fisher Pivots for day following 13-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-272 |
119-255 |
| PP |
119-263 |
119-228 |
| S1 |
119-254 |
119-201 |
|