ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 21-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2014 |
21-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
120-065 |
120-092 |
0-027 |
0.1% |
119-190 |
| High |
120-127 |
120-182 |
0-055 |
0.1% |
121-225 |
| Low |
120-022 |
120-045 |
0-023 |
0.1% |
119-177 |
| Close |
120-110 |
120-097 |
-0-013 |
0.0% |
120-065 |
| Range |
0-105 |
0-137 |
0-032 |
30.5% |
2-048 |
| ATR |
0-156 |
0-155 |
-0-001 |
-0.9% |
0-000 |
| Volume |
618,266 |
626,618 |
8,352 |
1.4% |
6,623,651 |
|
| Daily Pivots for day following 21-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-199 |
121-125 |
120-172 |
|
| R3 |
121-062 |
120-308 |
120-135 |
|
| R2 |
120-245 |
120-245 |
120-122 |
|
| R1 |
120-171 |
120-171 |
120-110 |
120-208 |
| PP |
120-108 |
120-108 |
120-108 |
120-126 |
| S1 |
120-034 |
120-034 |
120-084 |
120-071 |
| S2 |
119-291 |
119-291 |
120-072 |
|
| S3 |
119-154 |
119-217 |
120-059 |
|
| S4 |
119-017 |
119-080 |
120-022 |
|
|
| 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 |
119-282 |
1-263 |
1.5% |
0-260 |
0.7% |
23% |
False |
False |
1,302,981 |
| 10 |
121-225 |
118-297 |
2-248 |
2.3% |
0-201 |
0.5% |
50% |
False |
False |
1,101,519 |
| 20 |
121-225 |
118-025 |
3-200 |
3.0% |
0-154 |
0.4% |
61% |
False |
False |
974,240 |
| 40 |
121-225 |
117-210 |
4-015 |
3.4% |
0-120 |
0.3% |
65% |
False |
False |
886,143 |
| 60 |
121-225 |
117-210 |
4-015 |
3.4% |
0-109 |
0.3% |
65% |
False |
False |
596,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-124 |
|
2.618 |
121-221 |
|
1.618 |
121-084 |
|
1.000 |
120-319 |
|
0.618 |
120-267 |
|
HIGH |
120-182 |
|
0.618 |
120-130 |
|
0.500 |
120-114 |
|
0.382 |
120-097 |
|
LOW |
120-045 |
|
0.618 |
119-280 |
|
1.000 |
119-228 |
|
1.618 |
119-143 |
|
2.618 |
119-006 |
|
4.250 |
118-103 |
|
|
| Fisher Pivots for day following 21-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-114 |
120-106 |
| PP |
120-108 |
120-103 |
| S1 |
120-102 |
120-100 |
|