ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 26-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2014 |
26-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
118-032 |
118-127 |
0-095 |
0.3% |
117-305 |
| High |
118-137 |
118-150 |
0-013 |
0.0% |
118-150 |
| Low |
118-027 |
118-030 |
0-003 |
0.0% |
117-300 |
| Close |
118-120 |
118-052 |
-0-068 |
-0.2% |
118-052 |
| Range |
0-110 |
0-120 |
0-010 |
9.1% |
0-170 |
| ATR |
0-088 |
0-090 |
0-002 |
2.6% |
0-000 |
| Volume |
777,894 |
1,018,430 |
240,536 |
30.9% |
3,584,015 |
|
| Daily Pivots for day following 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-117 |
119-045 |
118-118 |
|
| R3 |
118-317 |
118-245 |
118-085 |
|
| R2 |
118-197 |
118-197 |
118-074 |
|
| R1 |
118-125 |
118-125 |
118-063 |
118-101 |
| PP |
118-077 |
118-077 |
118-077 |
118-066 |
| S1 |
118-005 |
118-005 |
118-041 |
117-301 |
| S2 |
117-277 |
117-277 |
118-030 |
|
| S3 |
117-157 |
117-205 |
118-019 |
|
| S4 |
117-037 |
117-085 |
117-306 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-251 |
119-161 |
118-146 |
|
| R3 |
119-081 |
118-311 |
118-099 |
|
| R2 |
118-231 |
118-231 |
118-083 |
|
| R1 |
118-141 |
118-141 |
118-068 |
118-186 |
| PP |
118-061 |
118-061 |
118-061 |
118-083 |
| S1 |
117-291 |
117-291 |
118-036 |
118-016 |
| S2 |
117-211 |
117-211 |
118-021 |
|
| S3 |
117-041 |
117-121 |
118-005 |
|
| S4 |
116-191 |
116-271 |
117-278 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-150 |
117-300 |
0-170 |
0.4% |
0-082 |
0.2% |
42% |
True |
False |
716,803 |
| 10 |
118-160 |
117-210 |
0-270 |
0.7% |
0-091 |
0.2% |
60% |
False |
False |
769,272 |
| 20 |
118-280 |
117-210 |
1-070 |
1.0% |
0-092 |
0.2% |
42% |
False |
False |
772,737 |
| 40 |
119-120 |
117-210 |
1-230 |
1.5% |
0-087 |
0.2% |
29% |
False |
False |
467,157 |
| 60 |
119-120 |
117-210 |
1-230 |
1.5% |
0-072 |
0.2% |
29% |
False |
False |
311,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-020 |
|
2.618 |
119-144 |
|
1.618 |
119-024 |
|
1.000 |
118-270 |
|
0.618 |
118-224 |
|
HIGH |
118-150 |
|
0.618 |
118-104 |
|
0.500 |
118-090 |
|
0.382 |
118-076 |
|
LOW |
118-030 |
|
0.618 |
117-276 |
|
1.000 |
117-230 |
|
1.618 |
117-156 |
|
2.618 |
117-036 |
|
4.250 |
116-160 |
|
|
| Fisher Pivots for day following 26-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-090 |
118-088 |
| PP |
118-077 |
118-076 |
| S1 |
118-065 |
118-064 |
|