ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 27-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2014 |
27-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
119-297 |
119-287 |
-0-010 |
0.0% |
120-065 |
| High |
120-050 |
120-025 |
-0-025 |
-0.1% |
120-182 |
| Low |
119-290 |
119-257 |
-0-033 |
-0.1% |
119-257 |
| Close |
119-300 |
120-007 |
0-027 |
0.1% |
119-300 |
| Range |
0-080 |
0-088 |
0-008 |
10.0% |
0-245 |
| ATR |
0-148 |
0-144 |
-0-004 |
-2.9% |
0-000 |
| Volume |
674,016 |
443,942 |
-230,074 |
-34.1% |
3,210,715 |
|
| Daily Pivots for day following 27-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-254 |
120-218 |
120-055 |
|
| R3 |
120-166 |
120-130 |
120-031 |
|
| R2 |
120-078 |
120-078 |
120-023 |
|
| R1 |
120-042 |
120-042 |
120-015 |
120-060 |
| PP |
119-310 |
119-310 |
119-310 |
119-318 |
| S1 |
119-274 |
119-274 |
119-319 |
119-292 |
| S2 |
119-222 |
119-222 |
119-311 |
|
| S3 |
119-134 |
119-186 |
119-303 |
|
| S4 |
119-046 |
119-098 |
119-279 |
|
|
| 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% |
0-117 |
0.3% |
29% |
False |
True |
607,278 |
| 10 |
121-225 |
119-245 |
1-300 |
1.6% |
0-188 |
0.5% |
13% |
False |
False |
999,027 |
| 20 |
121-225 |
118-052 |
3-173 |
2.9% |
0-158 |
0.4% |
53% |
False |
False |
943,025 |
| 40 |
121-225 |
117-210 |
4-015 |
3.4% |
0-126 |
0.3% |
58% |
False |
False |
857,713 |
| 60 |
121-225 |
117-210 |
4-015 |
3.4% |
0-109 |
0.3% |
58% |
False |
False |
636,724 |
| 80 |
121-225 |
117-210 |
4-015 |
3.4% |
0-094 |
0.2% |
58% |
False |
False |
477,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-079 |
|
2.618 |
120-255 |
|
1.618 |
120-167 |
|
1.000 |
120-113 |
|
0.618 |
120-079 |
|
HIGH |
120-025 |
|
0.618 |
119-311 |
|
0.500 |
119-301 |
|
0.382 |
119-291 |
|
LOW |
119-257 |
|
0.618 |
119-203 |
|
1.000 |
119-169 |
|
1.618 |
119-115 |
|
2.618 |
119-027 |
|
4.250 |
118-203 |
|
|
| Fisher Pivots for day following 27-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-318 |
120-017 |
| PP |
119-310 |
120-014 |
| S1 |
119-301 |
120-010 |
|