ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 14-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2014 |
14-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
119-190 |
120-002 |
0-132 |
0.3% |
118-165 |
| High |
120-010 |
120-060 |
0-050 |
0.1% |
119-220 |
| Low |
119-177 |
119-245 |
0-068 |
0.2% |
118-150 |
| Close |
119-282 |
120-000 |
0-038 |
0.1% |
119-145 |
| Range |
0-153 |
0-135 |
-0-018 |
-11.8% |
1-070 |
| ATR |
0-114 |
0-115 |
0-002 |
1.3% |
0-000 |
| Volume |
288,033 |
1,065,596 |
777,563 |
270.0% |
4,614,587 |
|
| Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-080 |
121-015 |
120-074 |
|
| R3 |
120-265 |
120-200 |
120-037 |
|
| R2 |
120-130 |
120-130 |
120-025 |
|
| R1 |
120-065 |
120-065 |
120-012 |
120-030 |
| PP |
119-315 |
119-315 |
119-315 |
119-298 |
| S1 |
119-250 |
119-250 |
119-308 |
119-215 |
| S2 |
119-180 |
119-180 |
119-295 |
|
| S3 |
119-045 |
119-115 |
119-283 |
|
| S4 |
118-230 |
118-300 |
119-246 |
|
|
| 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 |
120-060 |
118-297 |
1-083 |
1.0% |
0-143 |
0.4% |
85% |
True |
False |
900,058 |
| 10 |
120-060 |
118-092 |
1-288 |
1.6% |
0-135 |
0.4% |
90% |
True |
False |
916,951 |
| 20 |
120-060 |
117-210 |
2-170 |
2.1% |
0-114 |
0.3% |
93% |
True |
False |
851,821 |
| 40 |
120-060 |
117-210 |
2-170 |
2.1% |
0-098 |
0.3% |
93% |
True |
False |
730,165 |
| 60 |
120-060 |
117-210 |
2-170 |
2.1% |
0-091 |
0.2% |
93% |
True |
False |
488,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-314 |
|
2.618 |
121-093 |
|
1.618 |
120-278 |
|
1.000 |
120-195 |
|
0.618 |
120-143 |
|
HIGH |
120-060 |
|
0.618 |
120-008 |
|
0.500 |
119-312 |
|
0.382 |
119-297 |
|
LOW |
119-245 |
|
0.618 |
119-162 |
|
1.000 |
119-110 |
|
1.618 |
119-027 |
|
2.618 |
118-212 |
|
4.250 |
117-311 |
|
|
| Fisher Pivots for day following 14-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-318 |
119-289 |
| PP |
119-315 |
119-257 |
| S1 |
119-312 |
119-226 |
|