ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 06-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2014 |
06-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
118-240 |
118-165 |
-0-075 |
-0.2% |
118-060 |
| High |
118-242 |
118-262 |
0-020 |
0.1% |
118-295 |
| Low |
118-102 |
118-150 |
0-048 |
0.1% |
118-042 |
| Close |
118-155 |
118-237 |
0-082 |
0.2% |
118-155 |
| Range |
0-140 |
0-112 |
-0-028 |
-20.0% |
0-253 |
| ATR |
0-097 |
0-098 |
0-001 |
1.1% |
0-000 |
| Volume |
1,104,216 |
685,448 |
-418,768 |
-37.9% |
4,628,343 |
|
| Daily Pivots for day following 06-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-232 |
119-187 |
118-299 |
|
| R3 |
119-120 |
119-075 |
118-268 |
|
| R2 |
119-008 |
119-008 |
118-258 |
|
| R1 |
118-283 |
118-283 |
118-247 |
118-306 |
| PP |
118-216 |
118-216 |
118-216 |
118-228 |
| S1 |
118-171 |
118-171 |
118-227 |
118-194 |
| S2 |
118-104 |
118-104 |
118-216 |
|
| S3 |
117-312 |
118-059 |
118-206 |
|
| S4 |
117-200 |
117-267 |
118-175 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-283 |
120-152 |
118-294 |
|
| R3 |
120-030 |
119-219 |
118-225 |
|
| R2 |
119-097 |
119-097 |
118-201 |
|
| R1 |
118-286 |
118-286 |
118-178 |
119-032 |
| PP |
118-164 |
118-164 |
118-164 |
118-197 |
| S1 |
118-033 |
118-033 |
118-132 |
118-098 |
| S2 |
117-231 |
117-231 |
118-109 |
|
| S3 |
116-298 |
117-100 |
118-085 |
|
| S4 |
116-045 |
116-167 |
118-016 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-295 |
118-052 |
0-243 |
0.6% |
0-114 |
0.3% |
76% |
False |
False |
930,613 |
| 10 |
118-295 |
118-025 |
0-270 |
0.7% |
0-099 |
0.3% |
79% |
False |
False |
828,788 |
| 20 |
118-295 |
117-210 |
1-085 |
1.1% |
0-092 |
0.2% |
86% |
False |
False |
811,590 |
| 40 |
119-120 |
117-210 |
1-230 |
1.4% |
0-088 |
0.2% |
63% |
False |
False |
599,396 |
| 60 |
119-120 |
117-210 |
1-230 |
1.4% |
0-080 |
0.2% |
63% |
False |
False |
400,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-098 |
|
2.618 |
119-235 |
|
1.618 |
119-123 |
|
1.000 |
119-054 |
|
0.618 |
119-011 |
|
HIGH |
118-262 |
|
0.618 |
118-219 |
|
0.500 |
118-206 |
|
0.382 |
118-193 |
|
LOW |
118-150 |
|
0.618 |
118-081 |
|
1.000 |
118-038 |
|
1.618 |
117-289 |
|
2.618 |
117-177 |
|
4.250 |
116-314 |
|
|
| Fisher Pivots for day following 06-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-227 |
118-224 |
| PP |
118-216 |
118-211 |
| S1 |
118-206 |
118-198 |
|