ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 15-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
120-002 |
120-012 |
0-010 |
0.0% |
118-165 |
| High |
120-060 |
121-225 |
1-165 |
1.3% |
119-220 |
| Low |
119-245 |
119-282 |
0-037 |
0.1% |
118-150 |
| Close |
120-000 |
120-227 |
0-227 |
0.6% |
119-145 |
| Range |
0-135 |
1-263 |
1-128 |
331.9% |
1-070 |
| ATR |
0-115 |
0-149 |
0-033 |
29.0% |
0-000 |
| Volume |
1,065,596 |
2,617,546 |
1,551,950 |
145.6% |
4,614,587 |
|
| Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-074 |
125-093 |
121-228 |
|
| R3 |
124-131 |
123-150 |
121-067 |
|
| R2 |
122-188 |
122-188 |
121-014 |
|
| R1 |
121-207 |
121-207 |
120-280 |
122-038 |
| PP |
120-245 |
120-245 |
120-245 |
121-000 |
| S1 |
119-264 |
119-264 |
120-174 |
120-094 |
| S2 |
118-302 |
118-302 |
120-120 |
|
| S3 |
117-039 |
118-001 |
120-067 |
|
| S4 |
115-096 |
116-058 |
119-226 |
|
|
| 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 |
121-225 |
119-072 |
2-153 |
2.1% |
0-220 |
0.6% |
60% |
True |
False |
1,191,006 |
| 10 |
121-225 |
118-102 |
3-123 |
2.8% |
0-177 |
0.5% |
71% |
True |
False |
1,068,589 |
| 20 |
121-225 |
117-210 |
4-015 |
3.4% |
0-134 |
0.3% |
75% |
True |
False |
925,719 |
| 40 |
121-225 |
117-210 |
4-015 |
3.4% |
0-111 |
0.3% |
75% |
True |
False |
795,376 |
| 60 |
121-225 |
117-210 |
4-015 |
3.4% |
0-100 |
0.3% |
75% |
True |
False |
531,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-143 |
|
2.618 |
126-151 |
|
1.618 |
124-208 |
|
1.000 |
123-168 |
|
0.618 |
122-265 |
|
HIGH |
121-225 |
|
0.618 |
121-002 |
|
0.500 |
120-254 |
|
0.382 |
120-185 |
|
LOW |
119-282 |
|
0.618 |
118-242 |
|
1.000 |
118-019 |
|
1.618 |
116-299 |
|
2.618 |
115-036 |
|
4.250 |
112-044 |
|
|
| Fisher Pivots for day following 15-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-254 |
120-218 |
| PP |
120-245 |
120-210 |
| S1 |
120-236 |
120-201 |
|