ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 24-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2014 |
24-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
120-075 |
119-297 |
-0-098 |
-0.3% |
120-065 |
| High |
120-097 |
120-050 |
-0-047 |
-0.1% |
120-182 |
| Low |
119-257 |
119-290 |
0-033 |
0.1% |
119-257 |
| Close |
119-292 |
119-300 |
0-008 |
0.0% |
119-300 |
| Range |
0-160 |
0-080 |
-0-080 |
-50.0% |
0-245 |
| ATR |
0-153 |
0-148 |
-0-005 |
-3.4% |
0-000 |
| Volume |
667,536 |
674,016 |
6,480 |
1.0% |
3,210,715 |
|
| Daily Pivots for day following 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-240 |
120-190 |
120-024 |
|
| R3 |
120-160 |
120-110 |
120-002 |
|
| R2 |
120-080 |
120-080 |
119-315 |
|
| R1 |
120-030 |
120-030 |
119-307 |
120-055 |
| PP |
120-000 |
120-000 |
120-000 |
120-012 |
| S1 |
119-270 |
119-270 |
119-293 |
119-295 |
| S2 |
119-240 |
119-240 |
119-285 |
|
| S3 |
119-160 |
119-190 |
119-278 |
|
| S4 |
119-080 |
119-110 |
119-256 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-128 |
121-299 |
120-115 |
|
| R3 |
121-203 |
121-054 |
120-047 |
|
| R2 |
120-278 |
120-278 |
120-025 |
|
| R1 |
120-129 |
120-129 |
120-002 |
120-081 |
| PP |
120-033 |
120-033 |
120-033 |
120-009 |
| S1 |
119-204 |
119-204 |
119-278 |
119-156 |
| S2 |
119-108 |
119-108 |
119-255 |
|
| S3 |
118-183 |
118-279 |
119-233 |
|
| S4 |
117-258 |
118-034 |
119-165 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-182 |
119-257 |
0-245 |
0.6% |
0-120 |
0.3% |
18% |
False |
False |
642,143 |
| 10 |
121-225 |
119-177 |
2-048 |
1.8% |
0-195 |
0.5% |
18% |
False |
False |
983,436 |
| 20 |
121-225 |
118-042 |
3-183 |
3.0% |
0-158 |
0.4% |
51% |
False |
False |
953,864 |
| 40 |
121-225 |
117-210 |
4-015 |
3.4% |
0-125 |
0.3% |
56% |
False |
False |
863,301 |
| 60 |
121-225 |
117-210 |
4-015 |
3.4% |
0-110 |
0.3% |
56% |
False |
False |
629,393 |
| 80 |
121-225 |
117-210 |
4-015 |
3.4% |
0-094 |
0.2% |
56% |
False |
False |
472,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-070 |
|
2.618 |
120-259 |
|
1.618 |
120-179 |
|
1.000 |
120-130 |
|
0.618 |
120-099 |
|
HIGH |
120-050 |
|
0.618 |
120-019 |
|
0.500 |
120-010 |
|
0.382 |
120-001 |
|
LOW |
119-290 |
|
0.618 |
119-241 |
|
1.000 |
119-210 |
|
1.618 |
119-161 |
|
2.618 |
119-081 |
|
4.250 |
118-270 |
|
|
| Fisher Pivots for day following 24-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-010 |
120-032 |
| PP |
120-000 |
120-015 |
| S1 |
119-310 |
119-317 |
|