ECBOT 5 Year T-Note Future March 2015
| Trading Metrics calculated at close of trading on 31-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2014 |
31-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
118-240 |
118-220 |
-0-020 |
-0.1% |
119-030 |
| High |
118-290 |
118-230 |
-0-060 |
-0.2% |
119-100 |
| Low |
118-220 |
118-190 |
-0-030 |
-0.1% |
118-190 |
| Close |
118-270 |
118-210 |
-0-060 |
-0.2% |
118-210 |
| Range |
0-070 |
0-040 |
-0-030 |
-42.9% |
0-230 |
| ATR |
0-107 |
0-105 |
-0-002 |
-1.8% |
0-000 |
| Volume |
1,978 |
1,945 |
-33 |
-1.7% |
8,967 |
|
| Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-010 |
118-310 |
118-232 |
|
| R3 |
118-290 |
118-270 |
118-221 |
|
| R2 |
118-250 |
118-250 |
118-217 |
|
| R1 |
118-230 |
118-230 |
118-214 |
118-220 |
| PP |
118-210 |
118-210 |
118-210 |
118-205 |
| S1 |
118-190 |
118-190 |
118-206 |
118-180 |
| S2 |
118-170 |
118-170 |
118-203 |
|
| S3 |
118-130 |
118-150 |
118-199 |
|
| S4 |
118-090 |
118-110 |
118-188 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-003 |
120-177 |
119-016 |
|
| R3 |
120-093 |
119-267 |
118-273 |
|
| R2 |
119-183 |
119-183 |
118-252 |
|
| R1 |
119-037 |
119-037 |
118-231 |
118-315 |
| PP |
118-273 |
118-273 |
118-273 |
118-252 |
| S1 |
118-127 |
118-127 |
118-189 |
118-085 |
| S2 |
118-043 |
118-043 |
118-168 |
|
| S3 |
117-133 |
117-217 |
118-147 |
|
| S4 |
116-223 |
116-307 |
118-084 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-100 |
118-190 |
0-230 |
0.6% |
0-082 |
0.2% |
9% |
False |
True |
1,793 |
| 10 |
119-220 |
118-190 |
1-030 |
0.9% |
0-083 |
0.2% |
6% |
False |
True |
2,040 |
| 20 |
121-010 |
117-280 |
3-050 |
2.7% |
0-095 |
0.3% |
25% |
False |
False |
1,681 |
| 40 |
121-010 |
117-000 |
4-010 |
3.4% |
0-048 |
0.1% |
41% |
False |
False |
855 |
| 60 |
121-010 |
117-000 |
4-010 |
3.4% |
0-032 |
0.1% |
41% |
False |
False |
581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-080 |
|
2.618 |
119-015 |
|
1.618 |
118-295 |
|
1.000 |
118-270 |
|
0.618 |
118-255 |
|
HIGH |
118-230 |
|
0.618 |
118-215 |
|
0.500 |
118-210 |
|
0.382 |
118-205 |
|
LOW |
118-190 |
|
0.618 |
118-165 |
|
1.000 |
118-150 |
|
1.618 |
118-125 |
|
2.618 |
118-085 |
|
4.250 |
118-020 |
|
|
| Fisher Pivots for day following 31-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-210 |
118-285 |
| PP |
118-210 |
118-260 |
| S1 |
118-210 |
118-235 |
|