ECBOT 5 Year T-Note Future March 2015
| 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 |
119-060 |
118-240 |
-0-140 |
-0.4% |
119-160 |
| High |
119-060 |
118-290 |
-0-090 |
-0.2% |
119-220 |
| Low |
118-190 |
118-220 |
0-030 |
0.1% |
119-020 |
| Close |
118-220 |
118-270 |
0-050 |
0.1% |
119-060 |
| Range |
0-190 |
0-070 |
-0-120 |
-63.2% |
0-200 |
| ATR |
0-110 |
0-107 |
-0-003 |
-2.6% |
0-000 |
| Volume |
881 |
1,978 |
1,097 |
124.5% |
11,438 |
|
| Daily Pivots for day following 30-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-150 |
119-120 |
118-308 |
|
| R3 |
119-080 |
119-050 |
118-289 |
|
| R2 |
119-010 |
119-010 |
118-283 |
|
| R1 |
118-300 |
118-300 |
118-276 |
118-315 |
| PP |
118-260 |
118-260 |
118-260 |
118-268 |
| S1 |
118-230 |
118-230 |
118-264 |
118-245 |
| S2 |
118-190 |
118-190 |
118-257 |
|
| S3 |
118-120 |
118-160 |
118-251 |
|
| S4 |
118-050 |
118-090 |
118-232 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-060 |
120-260 |
119-170 |
|
| R3 |
120-180 |
120-060 |
119-115 |
|
| R2 |
119-300 |
119-300 |
119-097 |
|
| R1 |
119-180 |
119-180 |
119-078 |
119-140 |
| PP |
119-100 |
119-100 |
119-100 |
119-080 |
| S1 |
118-300 |
118-300 |
119-042 |
118-260 |
| S2 |
118-220 |
118-220 |
119-023 |
|
| S3 |
118-020 |
118-100 |
119-005 |
|
| S4 |
117-140 |
117-220 |
118-270 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-130 |
118-190 |
0-260 |
0.7% |
0-090 |
0.2% |
31% |
False |
False |
1,573 |
| 10 |
119-220 |
118-190 |
1-030 |
0.9% |
0-085 |
0.2% |
23% |
False |
False |
2,264 |
| 20 |
121-010 |
117-200 |
3-130 |
2.9% |
0-093 |
0.2% |
36% |
False |
False |
1,584 |
| 40 |
121-010 |
117-000 |
4-010 |
3.4% |
0-046 |
0.1% |
46% |
False |
False |
807 |
| 60 |
121-010 |
117-000 |
4-010 |
3.4% |
0-031 |
0.1% |
46% |
False |
False |
549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-268 |
|
2.618 |
119-153 |
|
1.618 |
119-083 |
|
1.000 |
119-040 |
|
0.618 |
119-013 |
|
HIGH |
118-290 |
|
0.618 |
118-263 |
|
0.500 |
118-255 |
|
0.382 |
118-247 |
|
LOW |
118-220 |
|
0.618 |
118-177 |
|
1.000 |
118-150 |
|
1.618 |
118-107 |
|
2.618 |
118-037 |
|
4.250 |
117-242 |
|
|
| Fisher Pivots for day following 30-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-265 |
118-305 |
| PP |
118-260 |
118-293 |
| S1 |
118-255 |
118-282 |
|