ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 16-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2014 |
16-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
119-065 |
119-030 |
-0-035 |
-0.1% |
118-255 |
| High |
119-122 |
119-052 |
-0-070 |
-0.2% |
119-172 |
| Low |
119-005 |
118-310 |
-0-015 |
0.0% |
118-220 |
| Close |
119-025 |
119-007 |
-0-018 |
0.0% |
119-112 |
| Range |
0-117 |
0-062 |
-0-055 |
-47.0% |
0-272 |
| ATR |
0-094 |
0-092 |
-0-002 |
-2.4% |
0-000 |
| Volume |
865,120 |
489,318 |
-375,802 |
-43.4% |
3,206,983 |
|
| Daily Pivots for day following 16-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-202 |
119-167 |
119-041 |
|
| R3 |
119-140 |
119-105 |
119-024 |
|
| R2 |
119-078 |
119-078 |
119-018 |
|
| R1 |
119-043 |
119-043 |
119-013 |
119-030 |
| PP |
119-016 |
119-016 |
119-016 |
119-010 |
| S1 |
118-301 |
118-301 |
119-001 |
118-288 |
| S2 |
118-274 |
118-274 |
118-316 |
|
| S3 |
118-212 |
118-239 |
118-310 |
|
| S4 |
118-150 |
118-177 |
118-293 |
|
|
| 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 |
118-310 |
0-182 |
0.5% |
0-089 |
0.2% |
9% |
False |
True |
620,093 |
| 10 |
119-172 |
118-207 |
0-285 |
0.7% |
0-100 |
0.3% |
42% |
False |
False |
631,362 |
| 20 |
119-172 |
118-180 |
0-312 |
0.8% |
0-093 |
0.2% |
47% |
False |
False |
615,878 |
| 40 |
120-015 |
118-180 |
1-155 |
1.2% |
0-091 |
0.2% |
31% |
False |
False |
583,005 |
| 60 |
120-015 |
118-030 |
1-305 |
1.6% |
0-084 |
0.2% |
48% |
False |
False |
390,847 |
| 80 |
120-015 |
117-250 |
2-085 |
1.9% |
0-072 |
0.2% |
55% |
False |
False |
293,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-316 |
|
2.618 |
119-214 |
|
1.618 |
119-152 |
|
1.000 |
119-114 |
|
0.618 |
119-090 |
|
HIGH |
119-052 |
|
0.618 |
119-028 |
|
0.500 |
119-021 |
|
0.382 |
119-014 |
|
LOW |
118-310 |
|
0.618 |
118-272 |
|
1.000 |
118-248 |
|
1.618 |
118-210 |
|
2.618 |
118-148 |
|
4.250 |
118-046 |
|
|
| Fisher Pivots for day following 16-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-021 |
119-056 |
| PP |
119-016 |
119-040 |
| S1 |
119-012 |
119-023 |
|