ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 10-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
119-142 |
119-132 |
-0-010 |
0.0% |
118-165 |
| High |
119-220 |
119-187 |
-0-033 |
-0.1% |
119-220 |
| Low |
119-107 |
119-072 |
-0-035 |
-0.1% |
118-150 |
| Close |
119-125 |
119-145 |
0-020 |
0.1% |
119-145 |
| Range |
0-113 |
0-115 |
0-002 |
1.8% |
1-070 |
| ATR |
0-108 |
0-108 |
0-001 |
0.5% |
0-000 |
| Volume |
1,262,948 |
720,911 |
-542,037 |
-42.9% |
4,614,587 |
|
| Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-160 |
120-107 |
119-208 |
|
| R3 |
120-045 |
119-312 |
119-177 |
|
| R2 |
119-250 |
119-250 |
119-166 |
|
| R1 |
119-197 |
119-197 |
119-156 |
119-224 |
| PP |
119-135 |
119-135 |
119-135 |
119-148 |
| S1 |
119-082 |
119-082 |
119-134 |
119-108 |
| S2 |
119-020 |
119-020 |
119-124 |
|
| S3 |
118-225 |
118-287 |
119-113 |
|
| S4 |
118-110 |
118-172 |
119-082 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-275 |
122-120 |
120-040 |
|
| R3 |
121-205 |
121-050 |
119-252 |
|
| R2 |
120-135 |
120-135 |
119-216 |
|
| R1 |
119-300 |
119-300 |
119-181 |
120-058 |
| PP |
119-065 |
119-065 |
119-065 |
119-104 |
| S1 |
118-230 |
118-230 |
119-109 |
118-308 |
| S2 |
117-315 |
117-315 |
119-074 |
|
| S3 |
116-245 |
117-160 |
119-038 |
|
| S4 |
115-175 |
116-090 |
118-250 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-220 |
118-150 |
1-070 |
1.0% |
0-134 |
0.4% |
81% |
False |
False |
922,917 |
| 10 |
119-220 |
118-042 |
1-178 |
1.3% |
0-121 |
0.3% |
85% |
False |
False |
924,293 |
| 20 |
119-220 |
117-210 |
2-010 |
1.7% |
0-106 |
0.3% |
88% |
False |
False |
846,782 |
| 40 |
119-220 |
117-210 |
2-010 |
1.7% |
0-095 |
0.2% |
88% |
False |
False |
696,917 |
| 60 |
119-220 |
117-210 |
2-010 |
1.7% |
0-088 |
0.2% |
88% |
False |
False |
465,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-036 |
|
2.618 |
120-168 |
|
1.618 |
120-053 |
|
1.000 |
119-302 |
|
0.618 |
119-258 |
|
HIGH |
119-187 |
|
0.618 |
119-143 |
|
0.500 |
119-130 |
|
0.382 |
119-116 |
|
LOW |
119-072 |
|
0.618 |
119-001 |
|
1.000 |
118-277 |
|
1.618 |
118-206 |
|
2.618 |
118-091 |
|
4.250 |
117-223 |
|
|
| Fisher Pivots for day following 10-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-140 |
119-130 |
| PP |
119-135 |
119-114 |
| S1 |
119-130 |
119-098 |
|