ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 22-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2014 |
22-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
119-045 |
119-040 |
-0-005 |
0.0% |
119-115 |
| High |
119-087 |
119-087 |
0-000 |
0.0% |
119-157 |
| Low |
119-027 |
119-007 |
-0-020 |
-0.1% |
118-310 |
| Close |
119-030 |
119-077 |
0-047 |
0.1% |
119-060 |
| Range |
0-060 |
0-080 |
0-020 |
33.3% |
0-167 |
| ATR |
0-094 |
0-093 |
-0-001 |
-1.0% |
0-000 |
| Volume |
482,085 |
654,922 |
172,837 |
35.9% |
3,084,506 |
|
| Daily Pivots for day following 22-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-297 |
119-267 |
119-121 |
|
| R3 |
119-217 |
119-187 |
119-099 |
|
| R2 |
119-137 |
119-137 |
119-092 |
|
| R1 |
119-107 |
119-107 |
119-084 |
119-122 |
| PP |
119-057 |
119-057 |
119-057 |
119-064 |
| S1 |
119-027 |
119-027 |
119-070 |
119-042 |
| S2 |
118-297 |
118-297 |
119-062 |
|
| S3 |
118-217 |
118-267 |
119-055 |
|
| S4 |
118-137 |
118-187 |
119-033 |
|
|
| 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% |
0-088 |
0.2% |
52% |
False |
False |
607,189 |
| 10 |
119-172 |
118-245 |
0-247 |
0.6% |
0-096 |
0.3% |
62% |
False |
False |
644,475 |
| 20 |
119-172 |
118-207 |
0-285 |
0.7% |
0-091 |
0.2% |
67% |
False |
False |
612,832 |
| 40 |
120-015 |
118-180 |
1-155 |
1.2% |
0-092 |
0.2% |
46% |
False |
False |
635,606 |
| 60 |
120-015 |
118-060 |
1-275 |
1.6% |
0-088 |
0.2% |
57% |
False |
False |
433,177 |
| 80 |
120-015 |
117-250 |
2-085 |
1.9% |
0-077 |
0.2% |
64% |
False |
False |
325,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-107 |
|
2.618 |
119-296 |
|
1.618 |
119-216 |
|
1.000 |
119-167 |
|
0.618 |
119-136 |
|
HIGH |
119-087 |
|
0.618 |
119-056 |
|
0.500 |
119-047 |
|
0.382 |
119-038 |
|
LOW |
119-007 |
|
0.618 |
118-278 |
|
1.000 |
118-247 |
|
1.618 |
118-198 |
|
2.618 |
118-118 |
|
4.250 |
117-307 |
|
|
| Fisher Pivots for day following 22-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-067 |
119-082 |
| PP |
119-057 |
119-080 |
| S1 |
119-047 |
119-079 |
|