ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 01-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2014 |
01-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
118-115 |
118-115 |
0-000 |
0.0% |
117-305 |
| High |
118-117 |
118-260 |
0-143 |
0.4% |
118-150 |
| Low |
118-052 |
118-092 |
0-040 |
0.1% |
117-300 |
| Close |
118-082 |
118-240 |
0-158 |
0.4% |
118-052 |
| Range |
0-065 |
0-168 |
0-103 |
158.5% |
0-170 |
| ATR |
0-088 |
0-094 |
0-006 |
7.3% |
0-000 |
| Volume |
766,322 |
1,101,160 |
334,838 |
43.7% |
3,584,015 |
|
| Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-061 |
119-319 |
119-012 |
|
| R3 |
119-213 |
119-151 |
118-286 |
|
| R2 |
119-045 |
119-045 |
118-271 |
|
| R1 |
118-303 |
118-303 |
118-255 |
119-014 |
| PP |
118-197 |
118-197 |
118-197 |
118-213 |
| S1 |
118-135 |
118-135 |
118-225 |
118-166 |
| S2 |
118-029 |
118-029 |
118-209 |
|
| S3 |
117-181 |
117-287 |
118-194 |
|
| S4 |
117-013 |
117-119 |
118-148 |
|
|
| 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 |
118-260 |
118-027 |
0-233 |
0.6% |
0-109 |
0.3% |
91% |
True |
False |
864,906 |
| 10 |
118-260 |
117-210 |
1-050 |
1.0% |
0-091 |
0.2% |
95% |
True |
False |
782,849 |
| 20 |
118-277 |
117-210 |
1-067 |
1.0% |
0-096 |
0.3% |
90% |
False |
False |
793,876 |
| 40 |
119-120 |
117-210 |
1-230 |
1.4% |
0-086 |
0.2% |
64% |
False |
False |
530,104 |
| 60 |
119-120 |
117-210 |
1-230 |
1.4% |
0-077 |
0.2% |
64% |
False |
False |
354,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-014 |
|
2.618 |
120-060 |
|
1.618 |
119-212 |
|
1.000 |
119-108 |
|
0.618 |
119-044 |
|
HIGH |
118-260 |
|
0.618 |
118-196 |
|
0.500 |
118-176 |
|
0.382 |
118-156 |
|
LOW |
118-092 |
|
0.618 |
117-308 |
|
1.000 |
117-244 |
|
1.618 |
117-140 |
|
2.618 |
116-292 |
|
4.250 |
116-018 |
|
|
| Fisher Pivots for day following 01-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-219 |
118-210 |
| PP |
118-197 |
118-181 |
| S1 |
118-176 |
118-151 |
|