ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 21-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2014 |
21-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
119-130 |
119-045 |
-0-085 |
-0.2% |
119-115 |
| High |
119-157 |
119-087 |
-0-070 |
-0.2% |
119-157 |
| Low |
119-045 |
119-027 |
-0-018 |
0.0% |
118-310 |
| Close |
119-060 |
119-030 |
-0-030 |
-0.1% |
119-060 |
| Range |
0-112 |
0-060 |
-0-052 |
-46.4% |
0-167 |
| ATR |
0-096 |
0-094 |
-0-003 |
-2.7% |
0-000 |
| Volume |
567,923 |
482,085 |
-85,838 |
-15.1% |
3,084,506 |
|
| Daily Pivots for day following 21-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-228 |
119-189 |
119-063 |
|
| R3 |
119-168 |
119-129 |
119-046 |
|
| R2 |
119-108 |
119-108 |
119-041 |
|
| R1 |
119-069 |
119-069 |
119-036 |
119-058 |
| PP |
119-048 |
119-048 |
119-048 |
119-043 |
| S1 |
119-009 |
119-009 |
119-024 |
118-318 |
| S2 |
118-308 |
118-308 |
119-019 |
|
| S3 |
118-248 |
118-269 |
119-014 |
|
| S4 |
118-188 |
118-209 |
118-317 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-250 |
120-162 |
119-152 |
|
| R3 |
120-083 |
119-315 |
119-106 |
|
| R2 |
119-236 |
119-236 |
119-091 |
|
| R1 |
119-148 |
119-148 |
119-075 |
119-108 |
| PP |
119-069 |
119-069 |
119-069 |
119-049 |
| S1 |
118-301 |
118-301 |
119-045 |
118-262 |
| S2 |
118-222 |
118-222 |
119-029 |
|
| S3 |
118-055 |
118-134 |
119-014 |
|
| S4 |
117-208 |
117-287 |
118-288 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-157 |
118-310 |
0-167 |
0.4% |
0-095 |
0.2% |
24% |
False |
False |
649,229 |
| 10 |
119-172 |
118-245 |
0-247 |
0.6% |
0-098 |
0.3% |
43% |
False |
False |
638,023 |
| 20 |
119-172 |
118-207 |
0-285 |
0.7% |
0-090 |
0.2% |
50% |
False |
False |
599,143 |
| 40 |
120-015 |
118-180 |
1-155 |
1.2% |
0-092 |
0.2% |
36% |
False |
False |
624,374 |
| 60 |
120-015 |
118-060 |
1-275 |
1.6% |
0-088 |
0.2% |
49% |
False |
False |
422,329 |
| 80 |
120-015 |
117-250 |
2-085 |
1.9% |
0-076 |
0.2% |
58% |
False |
False |
316,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-022 |
|
2.618 |
119-244 |
|
1.618 |
119-184 |
|
1.000 |
119-147 |
|
0.618 |
119-124 |
|
HIGH |
119-087 |
|
0.618 |
119-064 |
|
0.500 |
119-057 |
|
0.382 |
119-050 |
|
LOW |
119-027 |
|
0.618 |
118-310 |
|
1.000 |
118-287 |
|
1.618 |
118-250 |
|
2.618 |
118-190 |
|
4.250 |
118-092 |
|
|
| Fisher Pivots for day following 21-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-057 |
119-087 |
| PP |
119-048 |
119-068 |
| S1 |
119-039 |
119-049 |
|