ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 07-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2014 |
07-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
119-015 |
118-255 |
-0-080 |
-0.2% |
119-127 |
| High |
119-030 |
118-282 |
-0-068 |
-0.2% |
119-150 |
| Low |
118-207 |
118-220 |
0-013 |
0.0% |
118-207 |
| Close |
118-275 |
118-277 |
0-002 |
0.0% |
118-275 |
| Range |
0-143 |
0-062 |
-0-081 |
-56.6% |
0-263 |
| ATR |
0-091 |
0-089 |
-0-002 |
-2.3% |
0-000 |
| Volume |
760,044 |
393,343 |
-366,701 |
-48.2% |
2,396,682 |
|
| Daily Pivots for day following 07-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-126 |
119-103 |
118-311 |
|
| R3 |
119-064 |
119-041 |
118-294 |
|
| R2 |
119-002 |
119-002 |
118-288 |
|
| R1 |
118-299 |
118-299 |
118-283 |
118-310 |
| PP |
118-260 |
118-260 |
118-260 |
118-265 |
| S1 |
118-237 |
118-237 |
118-271 |
118-248 |
| S2 |
118-198 |
118-198 |
118-266 |
|
| S3 |
118-136 |
118-175 |
118-260 |
|
| S4 |
118-074 |
118-113 |
118-243 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-146 |
120-314 |
119-100 |
|
| R3 |
120-203 |
120-051 |
119-027 |
|
| R2 |
119-260 |
119-260 |
119-003 |
|
| R1 |
119-108 |
119-108 |
118-299 |
119-052 |
| PP |
118-317 |
118-317 |
118-317 |
118-290 |
| S1 |
118-165 |
118-165 |
118-251 |
118-110 |
| S2 |
118-054 |
118-054 |
118-227 |
|
| S3 |
117-111 |
117-222 |
118-203 |
|
| S4 |
116-168 |
116-279 |
118-130 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-150 |
118-207 |
0-263 |
0.7% |
0-085 |
0.2% |
27% |
False |
False |
558,005 |
| 10 |
119-157 |
118-207 |
0-270 |
0.7% |
0-081 |
0.2% |
26% |
False |
False |
560,264 |
| 20 |
119-157 |
118-180 |
0-297 |
0.8% |
0-089 |
0.2% |
33% |
False |
False |
599,179 |
| 40 |
120-015 |
118-180 |
1-155 |
1.2% |
0-088 |
0.2% |
20% |
False |
False |
472,925 |
| 60 |
120-015 |
118-030 |
1-305 |
1.6% |
0-079 |
0.2% |
40% |
False |
False |
316,138 |
| 80 |
120-015 |
117-250 |
2-085 |
1.9% |
0-063 |
0.2% |
48% |
False |
False |
237,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-226 |
|
2.618 |
119-124 |
|
1.618 |
119-062 |
|
1.000 |
119-024 |
|
0.618 |
119-000 |
|
HIGH |
118-282 |
|
0.618 |
118-258 |
|
0.500 |
118-251 |
|
0.382 |
118-244 |
|
LOW |
118-220 |
|
0.618 |
118-182 |
|
1.000 |
118-158 |
|
1.618 |
118-120 |
|
2.618 |
118-058 |
|
4.250 |
117-276 |
|
|
| Fisher Pivots for day following 07-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-268 |
118-316 |
| PP |
118-260 |
118-303 |
| S1 |
118-251 |
118-290 |
|