ECBOT 5 Year T-Note Future December 2014
Trading Metrics calculated at close of trading on 30-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2014 |
30-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
119-280 |
119-167 |
-0-113 |
-0.3% |
120-065 |
High |
119-305 |
119-207 |
-0-098 |
-0.3% |
120-182 |
Low |
119-107 |
119-115 |
0-008 |
0.0% |
119-257 |
Close |
119-142 |
119-190 |
0-048 |
0.1% |
119-300 |
Range |
0-198 |
0-092 |
-0-106 |
-53.5% |
0-245 |
ATR |
0-143 |
0-139 |
-0-004 |
-2.5% |
0-000 |
Volume |
802,197 |
705,974 |
-96,223 |
-12.0% |
3,210,715 |
|
Daily Pivots for day following 30-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-127 |
120-090 |
119-241 |
|
R3 |
120-035 |
119-318 |
119-215 |
|
R2 |
119-263 |
119-263 |
119-207 |
|
R1 |
119-226 |
119-226 |
119-198 |
119-244 |
PP |
119-171 |
119-171 |
119-171 |
119-180 |
S1 |
119-134 |
119-134 |
119-182 |
119-152 |
S2 |
119-079 |
119-079 |
119-173 |
|
S3 |
118-307 |
119-042 |
119-165 |
|
S4 |
118-215 |
118-270 |
119-139 |
|
|
Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-128 |
121-299 |
120-115 |
|
R3 |
121-203 |
121-054 |
120-047 |
|
R2 |
120-278 |
120-278 |
120-025 |
|
R1 |
120-129 |
120-129 |
120-002 |
120-081 |
PP |
120-033 |
120-033 |
120-033 |
120-009 |
S1 |
119-204 |
119-204 |
119-278 |
119-156 |
S2 |
119-108 |
119-108 |
119-255 |
|
S3 |
118-183 |
118-279 |
119-233 |
|
S4 |
117-258 |
118-034 |
119-165 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-050 |
119-107 |
0-263 |
0.7% |
0-106 |
0.3% |
32% |
False |
False |
626,614 |
10 |
120-190 |
119-107 |
1-083 |
1.1% |
0-120 |
0.3% |
21% |
False |
False |
669,880 |
20 |
121-225 |
118-102 |
3-123 |
2.8% |
0-160 |
0.4% |
38% |
False |
False |
900,611 |
40 |
121-225 |
117-210 |
4-015 |
3.4% |
0-127 |
0.3% |
48% |
False |
False |
850,960 |
60 |
121-225 |
117-210 |
4-015 |
3.4% |
0-111 |
0.3% |
48% |
False |
False |
670,106 |
80 |
121-225 |
117-210 |
4-015 |
3.4% |
0-097 |
0.3% |
48% |
False |
False |
503,180 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-278 |
2.618 |
120-128 |
1.618 |
120-036 |
1.000 |
119-299 |
0.618 |
119-264 |
HIGH |
119-207 |
0.618 |
119-172 |
0.500 |
119-161 |
0.382 |
119-150 |
LOW |
119-115 |
0.618 |
119-058 |
1.000 |
119-023 |
1.618 |
118-286 |
2.618 |
118-194 |
4.250 |
118-044 |
|
|
Fisher Pivots for day following 30-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
119-180 |
119-224 |
PP |
119-171 |
119-212 |
S1 |
119-161 |
119-201 |
|