ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 09-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2014 |
09-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
118-277 |
119-020 |
0-063 |
0.2% |
119-127 |
| High |
119-045 |
119-062 |
0-017 |
0.0% |
119-150 |
| Low |
118-262 |
118-245 |
-0-017 |
0.0% |
118-207 |
| Close |
119-015 |
119-050 |
0-035 |
0.1% |
118-275 |
| Range |
0-103 |
0-137 |
0-034 |
33.0% |
0-263 |
| ATR |
0-090 |
0-094 |
0-003 |
3.7% |
0-000 |
| Volume |
590,399 |
797,659 |
207,260 |
35.1% |
2,396,682 |
|
| Daily Pivots for day following 09-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-103 |
120-054 |
119-125 |
|
| R3 |
119-286 |
119-237 |
119-088 |
|
| R2 |
119-149 |
119-149 |
119-075 |
|
| R1 |
119-100 |
119-100 |
119-063 |
119-124 |
| PP |
119-012 |
119-012 |
119-012 |
119-025 |
| S1 |
118-283 |
118-283 |
119-037 |
118-308 |
| S2 |
118-195 |
118-195 |
119-025 |
|
| S3 |
118-058 |
118-146 |
119-012 |
|
| S4 |
117-241 |
118-009 |
118-295 |
|
|
| 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 |
119-105 |
118-207 |
0-218 |
0.6% |
0-110 |
0.3% |
75% |
False |
False |
642,631 |
| 10 |
119-157 |
118-207 |
0-270 |
0.7% |
0-092 |
0.2% |
60% |
False |
False |
600,201 |
| 20 |
119-157 |
118-180 |
0-297 |
0.8% |
0-093 |
0.2% |
64% |
False |
False |
618,388 |
| 40 |
120-015 |
118-180 |
1-155 |
1.2% |
0-091 |
0.2% |
40% |
False |
False |
507,266 |
| 60 |
120-015 |
118-030 |
1-305 |
1.6% |
0-083 |
0.2% |
54% |
False |
False |
339,235 |
| 80 |
120-015 |
117-250 |
2-085 |
1.9% |
0-066 |
0.2% |
61% |
False |
False |
254,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-004 |
|
2.618 |
120-101 |
|
1.618 |
119-284 |
|
1.000 |
119-199 |
|
0.618 |
119-147 |
|
HIGH |
119-062 |
|
0.618 |
119-010 |
|
0.500 |
118-314 |
|
0.382 |
118-297 |
|
LOW |
118-245 |
|
0.618 |
118-160 |
|
1.000 |
118-108 |
|
1.618 |
118-023 |
|
2.618 |
117-206 |
|
4.250 |
116-303 |
|
|
| Fisher Pivots for day following 09-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-031 |
119-027 |
| PP |
119-012 |
119-004 |
| S1 |
118-314 |
118-301 |
|