ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 23-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2014 |
23-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
119-040 |
119-080 |
0-040 |
0.1% |
119-115 |
| High |
119-087 |
119-107 |
0-020 |
0.1% |
119-157 |
| Low |
119-007 |
119-067 |
0-060 |
0.2% |
118-310 |
| Close |
119-077 |
119-092 |
0-015 |
0.0% |
119-060 |
| Range |
0-080 |
0-040 |
-0-040 |
-50.0% |
0-167 |
| ATR |
0-093 |
0-089 |
-0-004 |
-4.1% |
0-000 |
| Volume |
654,922 |
399,569 |
-255,353 |
-39.0% |
3,084,506 |
|
| Daily Pivots for day following 23-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-209 |
119-190 |
119-114 |
|
| R3 |
119-169 |
119-150 |
119-103 |
|
| R2 |
119-129 |
119-129 |
119-099 |
|
| R1 |
119-110 |
119-110 |
119-096 |
119-120 |
| PP |
119-089 |
119-089 |
119-089 |
119-093 |
| S1 |
119-070 |
119-070 |
119-088 |
119-080 |
| S2 |
119-049 |
119-049 |
119-085 |
|
| S3 |
119-009 |
119-030 |
119-081 |
|
| S4 |
118-289 |
118-310 |
119-070 |
|
|
| 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 |
119-007 |
0-150 |
0.4% |
0-083 |
0.2% |
57% |
False |
False |
589,239 |
| 10 |
119-172 |
118-310 |
0-182 |
0.5% |
0-086 |
0.2% |
56% |
False |
False |
604,666 |
| 20 |
119-172 |
118-207 |
0-285 |
0.7% |
0-089 |
0.2% |
72% |
False |
False |
602,434 |
| 40 |
120-015 |
118-180 |
1-155 |
1.2% |
0-092 |
0.2% |
49% |
False |
False |
639,917 |
| 60 |
120-015 |
118-060 |
1-275 |
1.6% |
0-088 |
0.2% |
59% |
False |
False |
439,820 |
| 80 |
120-015 |
117-250 |
2-085 |
1.9% |
0-077 |
0.2% |
66% |
False |
False |
330,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-277 |
|
2.618 |
119-212 |
|
1.618 |
119-172 |
|
1.000 |
119-147 |
|
0.618 |
119-132 |
|
HIGH |
119-107 |
|
0.618 |
119-092 |
|
0.500 |
119-087 |
|
0.382 |
119-082 |
|
LOW |
119-067 |
|
0.618 |
119-042 |
|
1.000 |
119-027 |
|
1.618 |
119-002 |
|
2.618 |
118-282 |
|
4.250 |
118-217 |
|
|
| Fisher Pivots for day following 23-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-090 |
119-080 |
| PP |
119-089 |
119-069 |
| S1 |
119-087 |
119-057 |
|