ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 23-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2014 |
23-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
120-070 |
120-075 |
0-005 |
0.0% |
119-190 |
| High |
120-127 |
120-097 |
-0-030 |
-0.1% |
121-225 |
| Low |
120-007 |
119-257 |
-0-070 |
-0.2% |
119-177 |
| Close |
120-047 |
119-292 |
-0-075 |
-0.2% |
120-065 |
| Range |
0-120 |
0-160 |
0-040 |
33.3% |
2-048 |
| ATR |
0-153 |
0-153 |
0-001 |
0.3% |
0-000 |
| Volume |
624,279 |
667,536 |
43,257 |
6.9% |
6,623,651 |
|
| Daily Pivots for day following 23-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-162 |
121-067 |
120-060 |
|
| R3 |
121-002 |
120-227 |
120-016 |
|
| R2 |
120-162 |
120-162 |
120-001 |
|
| R1 |
120-067 |
120-067 |
119-307 |
120-034 |
| PP |
120-002 |
120-002 |
120-002 |
119-306 |
| S1 |
119-227 |
119-227 |
119-277 |
119-194 |
| S2 |
119-162 |
119-162 |
119-263 |
|
| S3 |
119-002 |
119-067 |
119-248 |
|
| S4 |
118-162 |
118-227 |
119-204 |
|
|
| 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 |
120-190 |
119-257 |
0-253 |
0.7% |
0-135 |
0.4% |
14% |
False |
True |
713,145 |
| 10 |
121-225 |
119-072 |
2-153 |
2.1% |
0-198 |
0.5% |
28% |
False |
False |
988,126 |
| 20 |
121-225 |
118-030 |
3-195 |
3.0% |
0-160 |
0.4% |
50% |
False |
False |
971,085 |
| 40 |
121-225 |
117-210 |
4-015 |
3.4% |
0-124 |
0.3% |
56% |
False |
False |
864,257 |
| 60 |
121-225 |
117-210 |
4-015 |
3.4% |
0-110 |
0.3% |
56% |
False |
False |
618,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-137 |
|
2.618 |
121-196 |
|
1.618 |
121-036 |
|
1.000 |
120-257 |
|
0.618 |
120-196 |
|
HIGH |
120-097 |
|
0.618 |
120-036 |
|
0.500 |
120-017 |
|
0.382 |
119-318 |
|
LOW |
119-257 |
|
0.618 |
119-158 |
|
1.000 |
119-097 |
|
1.618 |
118-318 |
|
2.618 |
118-158 |
|
4.250 |
117-217 |
|
|
| Fisher Pivots for day following 23-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-017 |
120-060 |
| PP |
120-002 |
120-030 |
| S1 |
119-307 |
120-001 |
|