ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 29-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2014 |
29-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
119-060 |
119-060 |
0-000 |
0.0% |
119-160 |
| High |
119-100 |
119-060 |
-0-040 |
-0.1% |
119-220 |
| Low |
119-050 |
118-190 |
-0-180 |
-0.5% |
119-020 |
| Close |
119-060 |
118-220 |
-0-160 |
-0.4% |
119-060 |
| Range |
0-050 |
0-190 |
0-140 |
280.0% |
0-200 |
| ATR |
0-104 |
0-110 |
0-006 |
5.9% |
0-000 |
| Volume |
82 |
881 |
799 |
974.4% |
11,438 |
|
| Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-193 |
120-077 |
119-004 |
|
| R3 |
120-003 |
119-207 |
118-272 |
|
| R2 |
119-133 |
119-133 |
118-255 |
|
| R1 |
119-017 |
119-017 |
118-237 |
118-300 |
| PP |
118-263 |
118-263 |
118-263 |
118-245 |
| S1 |
118-147 |
118-147 |
118-203 |
118-110 |
| S2 |
118-073 |
118-073 |
118-185 |
|
| S3 |
117-203 |
117-277 |
118-168 |
|
| S4 |
117-013 |
117-087 |
118-116 |
|
|
| 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 |
118-190 |
0-290 |
0.8% |
0-104 |
0.3% |
10% |
False |
True |
1,506 |
| 10 |
120-170 |
118-190 |
1-300 |
1.6% |
0-108 |
0.3% |
5% |
False |
True |
2,417 |
| 20 |
121-010 |
117-200 |
3-130 |
2.9% |
0-090 |
0.2% |
31% |
False |
False |
1,485 |
| 40 |
121-010 |
117-000 |
4-010 |
3.4% |
0-045 |
0.1% |
42% |
False |
False |
759 |
| 60 |
121-010 |
117-000 |
4-010 |
3.4% |
0-030 |
0.1% |
42% |
False |
False |
517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-228 |
|
2.618 |
120-237 |
|
1.618 |
120-047 |
|
1.000 |
119-250 |
|
0.618 |
119-177 |
|
HIGH |
119-060 |
|
0.618 |
118-307 |
|
0.500 |
118-285 |
|
0.382 |
118-263 |
|
LOW |
118-190 |
|
0.618 |
118-073 |
|
1.000 |
118-000 |
|
1.618 |
117-203 |
|
2.618 |
117-013 |
|
4.250 |
116-022 |
|
|
| Fisher Pivots for day following 29-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-285 |
118-305 |
| PP |
118-263 |
118-277 |
| S1 |
118-242 |
118-248 |
|