ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 28-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2014 |
28-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
119-030 |
119-060 |
0-030 |
0.1% |
119-160 |
| High |
119-090 |
119-100 |
0-010 |
0.0% |
119-220 |
| Low |
119-030 |
119-050 |
0-020 |
0.1% |
119-020 |
| Close |
119-090 |
119-060 |
-0-030 |
-0.1% |
119-060 |
| Range |
0-060 |
0-050 |
-0-010 |
-16.7% |
0-200 |
| ATR |
0-108 |
0-104 |
-0-004 |
-3.8% |
0-000 |
| Volume |
4,081 |
82 |
-3,999 |
-98.0% |
11,438 |
|
| Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-220 |
119-190 |
119-088 |
|
| R3 |
119-170 |
119-140 |
119-074 |
|
| R2 |
119-120 |
119-120 |
119-069 |
|
| R1 |
119-090 |
119-090 |
119-065 |
119-085 |
| PP |
119-070 |
119-070 |
119-070 |
119-068 |
| S1 |
119-040 |
119-040 |
119-055 |
119-035 |
| S2 |
119-020 |
119-020 |
119-051 |
|
| S3 |
118-290 |
118-310 |
119-046 |
|
| S4 |
118-240 |
118-260 |
119-032 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-060 |
120-260 |
119-170 |
|
| R3 |
120-180 |
120-060 |
119-115 |
|
| R2 |
119-300 |
119-300 |
119-097 |
|
| R1 |
119-180 |
119-180 |
119-078 |
119-140 |
| PP |
119-100 |
119-100 |
119-100 |
119-080 |
| S1 |
118-300 |
118-300 |
119-042 |
118-260 |
| S2 |
118-220 |
118-220 |
119-023 |
|
| S3 |
118-020 |
118-100 |
119-005 |
|
| S4 |
117-140 |
117-220 |
118-270 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-160 |
119-020 |
0-140 |
0.4% |
0-074 |
0.2% |
29% |
False |
False |
1,728 |
| 10 |
121-010 |
119-020 |
1-310 |
1.7% |
0-123 |
0.3% |
6% |
False |
False |
2,377 |
| 20 |
121-010 |
117-200 |
3-130 |
2.9% |
0-080 |
0.2% |
46% |
False |
False |
1,441 |
| 40 |
121-010 |
117-000 |
4-010 |
3.4% |
0-040 |
0.1% |
54% |
False |
False |
737 |
| 60 |
121-010 |
117-000 |
4-010 |
3.4% |
0-027 |
0.1% |
54% |
False |
False |
503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-312 |
|
2.618 |
119-231 |
|
1.618 |
119-181 |
|
1.000 |
119-150 |
|
0.618 |
119-131 |
|
HIGH |
119-100 |
|
0.618 |
119-081 |
|
0.500 |
119-075 |
|
0.382 |
119-069 |
|
LOW |
119-050 |
|
0.618 |
119-019 |
|
1.000 |
119-000 |
|
1.618 |
118-289 |
|
2.618 |
118-239 |
|
4.250 |
118-158 |
|
|
| Fisher Pivots for day following 28-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-075 |
119-080 |
| PP |
119-070 |
119-073 |
| S1 |
119-065 |
119-067 |
|