ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 14-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2014 |
14-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
119-090 |
119-115 |
0-025 |
0.1% |
118-255 |
| High |
119-145 |
119-117 |
-0-028 |
-0.1% |
119-172 |
| Low |
119-067 |
119-052 |
-0-015 |
0.0% |
118-220 |
| Close |
119-112 |
119-060 |
-0-052 |
-0.1% |
119-112 |
| Range |
0-078 |
0-065 |
-0-013 |
-16.7% |
0-272 |
| ATR |
0-095 |
0-092 |
-0-002 |
-2.2% |
0-000 |
| Volume |
436,525 |
320,445 |
-116,080 |
-26.6% |
3,206,983 |
|
| Daily Pivots for day following 14-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-271 |
119-231 |
119-096 |
|
| R3 |
119-206 |
119-166 |
119-078 |
|
| R2 |
119-141 |
119-141 |
119-072 |
|
| R1 |
119-101 |
119-101 |
119-066 |
119-088 |
| PP |
119-076 |
119-076 |
119-076 |
119-070 |
| S1 |
119-036 |
119-036 |
119-054 |
119-024 |
| S2 |
119-011 |
119-011 |
119-048 |
|
| S3 |
118-266 |
118-291 |
119-042 |
|
| S4 |
118-201 |
118-226 |
119-024 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-237 |
121-127 |
119-262 |
|
| R3 |
120-285 |
120-175 |
119-187 |
|
| R2 |
120-013 |
120-013 |
119-162 |
|
| R1 |
119-223 |
119-223 |
119-137 |
119-278 |
| PP |
119-061 |
119-061 |
119-061 |
119-089 |
| S1 |
118-271 |
118-271 |
119-087 |
119-006 |
| S2 |
118-109 |
118-109 |
119-062 |
|
| S3 |
117-157 |
117-319 |
119-037 |
|
| S4 |
116-205 |
117-047 |
118-282 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-172 |
118-245 |
0-247 |
0.6% |
0-102 |
0.3% |
55% |
False |
False |
626,817 |
| 10 |
119-172 |
118-207 |
0-285 |
0.7% |
0-093 |
0.2% |
61% |
False |
False |
592,411 |
| 20 |
119-172 |
118-180 |
0-312 |
0.8% |
0-092 |
0.2% |
64% |
False |
False |
606,354 |
| 40 |
120-015 |
118-180 |
1-155 |
1.2% |
0-089 |
0.2% |
42% |
False |
False |
550,036 |
| 60 |
120-015 |
118-030 |
1-305 |
1.6% |
0-083 |
0.2% |
56% |
False |
False |
368,276 |
| 80 |
120-015 |
117-250 |
2-085 |
1.9% |
0-070 |
0.2% |
62% |
False |
False |
276,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-073 |
|
2.618 |
119-287 |
|
1.618 |
119-222 |
|
1.000 |
119-182 |
|
0.618 |
119-157 |
|
HIGH |
119-117 |
|
0.618 |
119-092 |
|
0.500 |
119-084 |
|
0.382 |
119-077 |
|
LOW |
119-052 |
|
0.618 |
119-012 |
|
1.000 |
118-307 |
|
1.618 |
118-267 |
|
2.618 |
118-202 |
|
4.250 |
118-096 |
|
|
| Fisher Pivots for day following 14-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-084 |
119-110 |
| PP |
119-076 |
119-093 |
| S1 |
119-068 |
119-076 |
|