ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 07-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2014 |
07-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
118-165 |
118-232 |
0-067 |
0.2% |
118-060 |
| High |
118-262 |
119-032 |
0-090 |
0.2% |
118-295 |
| Low |
118-150 |
118-220 |
0-070 |
0.2% |
118-042 |
| Close |
118-237 |
119-007 |
0-090 |
0.2% |
118-155 |
| Range |
0-112 |
0-132 |
0-020 |
17.9% |
0-253 |
| ATR |
0-098 |
0-100 |
0-002 |
2.5% |
0-000 |
| Volume |
685,448 |
782,475 |
97,027 |
14.2% |
4,628,343 |
|
| Daily Pivots for day following 07-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-056 |
120-003 |
119-080 |
|
| R3 |
119-244 |
119-191 |
119-043 |
|
| R2 |
119-112 |
119-112 |
119-031 |
|
| R1 |
119-059 |
119-059 |
119-019 |
119-086 |
| PP |
118-300 |
118-300 |
118-300 |
118-313 |
| S1 |
118-247 |
118-247 |
118-315 |
118-274 |
| S2 |
118-168 |
118-168 |
118-303 |
|
| S3 |
118-036 |
118-115 |
118-291 |
|
| S4 |
117-224 |
117-303 |
118-254 |
|
|
| 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 |
119-032 |
118-092 |
0-260 |
0.7% |
0-127 |
0.3% |
90% |
True |
False |
933,843 |
| 10 |
119-032 |
118-025 |
1-007 |
0.9% |
0-108 |
0.3% |
92% |
True |
False |
846,961 |
| 20 |
119-032 |
117-210 |
1-142 |
1.2% |
0-094 |
0.2% |
95% |
True |
False |
808,463 |
| 40 |
119-120 |
117-210 |
1-230 |
1.4% |
0-090 |
0.2% |
79% |
False |
False |
618,704 |
| 60 |
119-120 |
117-210 |
1-230 |
1.4% |
0-082 |
0.2% |
79% |
False |
False |
413,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-273 |
|
2.618 |
120-058 |
|
1.618 |
119-246 |
|
1.000 |
119-164 |
|
0.618 |
119-114 |
|
HIGH |
119-032 |
|
0.618 |
118-302 |
|
0.500 |
118-286 |
|
0.382 |
118-270 |
|
LOW |
118-220 |
|
0.618 |
118-138 |
|
1.000 |
118-088 |
|
1.618 |
118-006 |
|
2.618 |
117-194 |
|
4.250 |
116-299 |
|
|
| Fisher Pivots for day following 07-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-313 |
118-294 |
| PP |
118-300 |
118-260 |
| S1 |
118-286 |
118-227 |
|