ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 17-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2014 |
17-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
120-177 |
120-117 |
-0-060 |
-0.2% |
119-190 |
| High |
121-087 |
120-190 |
-0-217 |
-0.6% |
121-225 |
| Low |
120-087 |
120-037 |
-0-050 |
-0.1% |
119-177 |
| Close |
120-135 |
120-065 |
-0-070 |
-0.2% |
120-065 |
| Range |
1-000 |
0-153 |
-0-167 |
-52.2% |
2-048 |
| ATR |
0-161 |
0-160 |
-0-001 |
-0.4% |
0-000 |
| Volume |
1,623,446 |
1,029,030 |
-594,416 |
-36.6% |
6,623,651 |
|
| Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-236 |
121-144 |
120-149 |
|
| R3 |
121-083 |
120-311 |
120-107 |
|
| R2 |
120-250 |
120-250 |
120-093 |
|
| R1 |
120-158 |
120-158 |
120-079 |
120-128 |
| PP |
120-097 |
120-097 |
120-097 |
120-082 |
| S1 |
120-005 |
120-005 |
120-051 |
119-294 |
| S2 |
119-264 |
119-264 |
120-037 |
|
| S3 |
119-111 |
119-172 |
120-023 |
|
| S4 |
118-278 |
119-019 |
119-301 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-300 |
125-230 |
121-123 |
|
| R3 |
124-252 |
123-182 |
120-254 |
|
| R2 |
122-204 |
122-204 |
120-191 |
|
| R1 |
121-134 |
121-134 |
120-128 |
122-009 |
| PP |
120-156 |
120-156 |
120-156 |
120-253 |
| S1 |
119-086 |
119-086 |
120-002 |
119-281 |
| S2 |
118-108 |
118-108 |
119-259 |
|
| S3 |
116-060 |
117-038 |
119-196 |
|
| S4 |
114-012 |
114-310 |
119-007 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-225 |
119-177 |
2-048 |
1.8% |
0-269 |
0.7% |
30% |
False |
False |
1,324,730 |
| 10 |
121-225 |
118-150 |
3-075 |
2.7% |
0-201 |
0.5% |
54% |
False |
False |
1,123,823 |
| 20 |
121-225 |
117-300 |
3-245 |
3.1% |
0-148 |
0.4% |
60% |
False |
False |
972,529 |
| 40 |
121-225 |
117-210 |
4-015 |
3.4% |
0-118 |
0.3% |
63% |
False |
False |
859,257 |
| 60 |
121-225 |
117-210 |
4-015 |
3.4% |
0-107 |
0.3% |
63% |
False |
False |
576,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-200 |
|
2.618 |
121-271 |
|
1.618 |
121-118 |
|
1.000 |
121-023 |
|
0.618 |
120-285 |
|
HIGH |
120-190 |
|
0.618 |
120-132 |
|
0.500 |
120-114 |
|
0.382 |
120-095 |
|
LOW |
120-037 |
|
0.618 |
119-262 |
|
1.000 |
119-204 |
|
1.618 |
119-109 |
|
2.618 |
118-276 |
|
4.250 |
118-027 |
|
|
| Fisher Pivots for day following 17-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-114 |
120-254 |
| PP |
120-097 |
120-191 |
| S1 |
120-081 |
120-128 |
|