ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 22-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2014 |
22-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
120-092 |
120-070 |
-0-022 |
-0.1% |
119-190 |
| High |
120-182 |
120-127 |
-0-055 |
-0.1% |
121-225 |
| Low |
120-045 |
120-007 |
-0-038 |
-0.1% |
119-177 |
| Close |
120-097 |
120-047 |
-0-050 |
-0.1% |
120-065 |
| Range |
0-137 |
0-120 |
-0-017 |
-12.4% |
2-048 |
| ATR |
0-155 |
0-153 |
-0-003 |
-1.6% |
0-000 |
| Volume |
626,618 |
624,279 |
-2,339 |
-0.4% |
6,623,651 |
|
| Daily Pivots for day following 22-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-100 |
121-034 |
120-113 |
|
| R3 |
120-300 |
120-234 |
120-080 |
|
| R2 |
120-180 |
120-180 |
120-069 |
|
| R1 |
120-114 |
120-114 |
120-058 |
120-087 |
| PP |
120-060 |
120-060 |
120-060 |
120-047 |
| S1 |
119-314 |
119-314 |
120-036 |
119-287 |
| S2 |
119-260 |
119-260 |
120-025 |
|
| S3 |
119-140 |
119-194 |
120-014 |
|
| S4 |
119-020 |
119-074 |
119-301 |
|
|
| 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 |
121-087 |
120-007 |
1-080 |
1.0% |
0-167 |
0.4% |
10% |
False |
True |
904,327 |
| 10 |
121-225 |
119-072 |
2-153 |
2.1% |
0-193 |
0.5% |
37% |
False |
False |
1,047,667 |
| 20 |
121-225 |
118-027 |
3-198 |
3.0% |
0-157 |
0.4% |
57% |
False |
False |
976,603 |
| 40 |
121-225 |
117-210 |
4-015 |
3.4% |
0-122 |
0.3% |
62% |
False |
False |
876,840 |
| 60 |
121-225 |
117-210 |
4-015 |
3.4% |
0-110 |
0.3% |
62% |
False |
False |
607,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-317 |
|
2.618 |
121-121 |
|
1.618 |
121-001 |
|
1.000 |
120-247 |
|
0.618 |
120-201 |
|
HIGH |
120-127 |
|
0.618 |
120-081 |
|
0.500 |
120-067 |
|
0.382 |
120-053 |
|
LOW |
120-007 |
|
0.618 |
119-253 |
|
1.000 |
119-207 |
|
1.618 |
119-133 |
|
2.618 |
119-013 |
|
4.250 |
118-137 |
|
|
| Fisher Pivots for day following 22-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-067 |
120-094 |
| PP |
120-060 |
120-079 |
| S1 |
120-054 |
120-063 |
|