ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 09-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2014 |
09-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
119-022 |
119-142 |
0-120 |
0.3% |
118-060 |
| High |
119-175 |
119-220 |
0-045 |
0.1% |
118-295 |
| Low |
118-297 |
119-107 |
0-130 |
0.3% |
118-042 |
| Close |
119-120 |
119-125 |
0-005 |
0.0% |
118-155 |
| Range |
0-198 |
0-113 |
-0-085 |
-42.9% |
0-253 |
| ATR |
0-107 |
0-108 |
0-000 |
0.4% |
0-000 |
| Volume |
1,162,805 |
1,262,948 |
100,143 |
8.6% |
4,628,343 |
|
| Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-170 |
120-100 |
119-187 |
|
| R3 |
120-057 |
119-307 |
119-156 |
|
| R2 |
119-264 |
119-264 |
119-146 |
|
| R1 |
119-194 |
119-194 |
119-135 |
119-172 |
| PP |
119-151 |
119-151 |
119-151 |
119-140 |
| S1 |
119-081 |
119-081 |
119-115 |
119-060 |
| S2 |
119-038 |
119-038 |
119-104 |
|
| S3 |
118-245 |
118-288 |
119-094 |
|
| S4 |
118-132 |
118-175 |
119-063 |
|
|
| 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 |
119-220 |
118-102 |
1-118 |
1.1% |
0-139 |
0.4% |
78% |
True |
False |
999,578 |
| 10 |
119-220 |
118-030 |
1-190 |
1.3% |
0-122 |
0.3% |
81% |
True |
False |
954,044 |
| 20 |
119-220 |
117-210 |
2-010 |
1.7% |
0-103 |
0.3% |
85% |
True |
False |
857,593 |
| 40 |
119-220 |
117-210 |
2-010 |
1.7% |
0-094 |
0.2% |
85% |
True |
False |
679,046 |
| 60 |
119-220 |
117-210 |
2-010 |
1.7% |
0-087 |
0.2% |
85% |
True |
False |
453,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-060 |
|
2.618 |
120-196 |
|
1.618 |
120-083 |
|
1.000 |
120-013 |
|
0.618 |
119-290 |
|
HIGH |
119-220 |
|
0.618 |
119-177 |
|
0.500 |
119-164 |
|
0.382 |
119-150 |
|
LOW |
119-107 |
|
0.618 |
119-037 |
|
1.000 |
118-314 |
|
1.618 |
118-244 |
|
2.618 |
118-131 |
|
4.250 |
117-267 |
|
|
| Fisher Pivots for day following 09-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-164 |
119-103 |
| PP |
119-151 |
119-082 |
| S1 |
119-138 |
119-060 |
|