ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 10-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2014 |
10-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
119-020 |
119-052 |
0-032 |
0.1% |
119-127 |
| High |
119-062 |
119-172 |
0-110 |
0.3% |
119-150 |
| Low |
118-245 |
119-047 |
0-122 |
0.3% |
118-207 |
| Close |
119-050 |
119-100 |
0-050 |
0.1% |
118-275 |
| Range |
0-137 |
0-125 |
-0-012 |
-8.8% |
0-263 |
| ATR |
0-094 |
0-096 |
0-002 |
2.4% |
0-000 |
| Volume |
797,659 |
989,057 |
191,398 |
24.0% |
2,396,682 |
|
| Daily Pivots for day following 10-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-161 |
120-096 |
119-169 |
|
| R3 |
120-036 |
119-291 |
119-134 |
|
| R2 |
119-231 |
119-231 |
119-123 |
|
| R1 |
119-166 |
119-166 |
119-111 |
119-198 |
| PP |
119-106 |
119-106 |
119-106 |
119-123 |
| S1 |
119-041 |
119-041 |
119-089 |
119-074 |
| S2 |
118-301 |
118-301 |
119-077 |
|
| S3 |
118-176 |
118-236 |
119-066 |
|
| S4 |
118-051 |
118-111 |
119-031 |
|
|
| 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 |
119-172 |
118-207 |
0-285 |
0.7% |
0-114 |
0.3% |
75% |
True |
False |
706,100 |
| 10 |
119-172 |
118-207 |
0-285 |
0.7% |
0-095 |
0.2% |
75% |
True |
False |
628,295 |
| 20 |
119-172 |
118-180 |
0-312 |
0.8% |
0-095 |
0.2% |
77% |
True |
False |
637,987 |
| 40 |
120-015 |
118-180 |
1-155 |
1.2% |
0-092 |
0.2% |
51% |
False |
False |
531,687 |
| 60 |
120-015 |
118-030 |
1-305 |
1.6% |
0-083 |
0.2% |
62% |
False |
False |
355,681 |
| 80 |
120-015 |
117-250 |
2-085 |
1.9% |
0-068 |
0.2% |
68% |
False |
False |
266,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-063 |
|
2.618 |
120-179 |
|
1.618 |
120-054 |
|
1.000 |
119-297 |
|
0.618 |
119-249 |
|
HIGH |
119-172 |
|
0.618 |
119-124 |
|
0.500 |
119-110 |
|
0.382 |
119-095 |
|
LOW |
119-047 |
|
0.618 |
118-290 |
|
1.000 |
118-242 |
|
1.618 |
118-165 |
|
2.618 |
118-040 |
|
4.250 |
117-156 |
|
|
| Fisher Pivots for day following 10-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-110 |
119-083 |
| PP |
119-106 |
119-066 |
| S1 |
119-103 |
119-048 |
|