ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 16-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
120-012 |
120-177 |
0-165 |
0.4% |
118-165 |
| High |
121-225 |
121-087 |
-0-138 |
-0.4% |
119-220 |
| Low |
119-282 |
120-087 |
0-125 |
0.3% |
118-150 |
| Close |
120-227 |
120-135 |
-0-092 |
-0.2% |
119-145 |
| Range |
1-263 |
1-000 |
-0-263 |
-45.1% |
1-070 |
| ATR |
0-149 |
0-161 |
0-012 |
8.2% |
0-000 |
| Volume |
2,617,546 |
1,623,446 |
-994,100 |
-38.0% |
4,614,587 |
|
| Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-210 |
123-012 |
120-311 |
|
| R3 |
122-210 |
122-012 |
120-223 |
|
| R2 |
121-210 |
121-210 |
120-194 |
|
| R1 |
121-012 |
121-012 |
120-164 |
120-271 |
| PP |
120-210 |
120-210 |
120-210 |
120-179 |
| S1 |
120-012 |
120-012 |
120-106 |
119-271 |
| S2 |
119-210 |
119-210 |
120-076 |
|
| S3 |
118-210 |
119-012 |
120-047 |
|
| S4 |
117-210 |
118-012 |
119-279 |
|
|
| 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% |
0-261 |
0.7% |
48% |
False |
False |
1,263,106 |
| 10 |
121-225 |
118-102 |
3-123 |
2.8% |
0-200 |
0.5% |
62% |
False |
False |
1,131,342 |
| 20 |
121-225 |
117-210 |
4-015 |
3.4% |
0-146 |
0.4% |
68% |
False |
False |
957,229 |
| 40 |
121-225 |
117-210 |
4-015 |
3.4% |
0-116 |
0.3% |
68% |
False |
False |
835,709 |
| 60 |
121-225 |
117-210 |
4-015 |
3.4% |
0-105 |
0.3% |
68% |
False |
False |
558,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-167 |
|
2.618 |
123-285 |
|
1.618 |
122-285 |
|
1.000 |
122-087 |
|
0.618 |
121-285 |
|
HIGH |
121-087 |
|
0.618 |
120-285 |
|
0.500 |
120-247 |
|
0.382 |
120-209 |
|
LOW |
120-087 |
|
0.618 |
119-209 |
|
1.000 |
119-087 |
|
1.618 |
118-209 |
|
2.618 |
117-209 |
|
4.250 |
116-007 |
|
|
| Fisher Pivots for day following 16-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-247 |
120-235 |
| PP |
120-210 |
120-202 |
| S1 |
120-172 |
120-168 |
|