ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 20-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
120-117 |
120-065 |
-0-052 |
-0.1% |
119-190 |
| High |
120-190 |
120-127 |
-0-063 |
-0.2% |
121-225 |
| Low |
120-037 |
120-022 |
-0-015 |
0.0% |
119-177 |
| Close |
120-065 |
120-110 |
0-045 |
0.1% |
120-065 |
| Range |
0-153 |
0-105 |
-0-048 |
-31.4% |
2-048 |
| ATR |
0-160 |
0-156 |
-0-004 |
-2.5% |
0-000 |
| Volume |
1,029,030 |
618,266 |
-410,764 |
-39.9% |
6,623,651 |
|
| Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-081 |
121-041 |
120-168 |
|
| R3 |
120-296 |
120-256 |
120-139 |
|
| R2 |
120-191 |
120-191 |
120-129 |
|
| R1 |
120-151 |
120-151 |
120-120 |
120-171 |
| PP |
120-086 |
120-086 |
120-086 |
120-096 |
| S1 |
120-046 |
120-046 |
120-100 |
120-066 |
| S2 |
119-301 |
119-301 |
120-091 |
|
| S3 |
119-196 |
119-261 |
120-081 |
|
| S4 |
119-091 |
119-156 |
120-052 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-300 |
125-230 |
121-123 |
|
| R3 |
124-252 |
123-182 |
120-254 |
|
| R2 |
122-204 |
122-204 |
120-191 |
|
| R1 |
121-134 |
121-134 |
120-128 |
122-009 |
| PP |
120-156 |
120-156 |
120-156 |
120-253 |
| S1 |
119-086 |
119-086 |
120-002 |
119-281 |
| S2 |
118-108 |
118-108 |
119-259 |
|
| S3 |
116-060 |
117-038 |
119-196 |
|
| S4 |
114-012 |
114-310 |
119-007 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-225 |
119-245 |
1-300 |
1.6% |
0-259 |
0.7% |
30% |
False |
False |
1,390,776 |
| 10 |
121-225 |
118-220 |
3-005 |
2.5% |
0-201 |
0.5% |
55% |
False |
False |
1,117,105 |
| 20 |
121-225 |
118-025 |
3-200 |
3.0% |
0-150 |
0.4% |
63% |
False |
False |
972,947 |
| 40 |
121-225 |
117-210 |
4-015 |
3.4% |
0-118 |
0.3% |
66% |
False |
False |
873,326 |
| 60 |
121-225 |
117-210 |
4-015 |
3.4% |
0-108 |
0.3% |
66% |
False |
False |
586,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-253 |
|
2.618 |
121-082 |
|
1.618 |
120-297 |
|
1.000 |
120-232 |
|
0.618 |
120-192 |
|
HIGH |
120-127 |
|
0.618 |
120-087 |
|
0.500 |
120-074 |
|
0.382 |
120-062 |
|
LOW |
120-022 |
|
0.618 |
119-277 |
|
1.000 |
119-237 |
|
1.618 |
119-172 |
|
2.618 |
119-067 |
|
4.250 |
118-216 |
|
|
| Fisher Pivots for day following 20-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-098 |
120-214 |
| PP |
120-086 |
120-180 |
| S1 |
120-074 |
120-145 |
|