ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 24-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2014 |
24-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
119-080 |
119-097 |
0-017 |
0.0% |
119-115 |
| High |
119-107 |
119-102 |
-0-005 |
0.0% |
119-157 |
| Low |
119-067 |
118-315 |
-0-072 |
-0.2% |
118-310 |
| Close |
119-092 |
119-015 |
-0-077 |
-0.2% |
119-060 |
| Range |
0-040 |
0-107 |
0-067 |
167.5% |
0-167 |
| ATR |
0-089 |
0-090 |
0-001 |
1.5% |
0-000 |
| Volume |
399,569 |
628,250 |
228,681 |
57.2% |
3,084,506 |
|
| Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-038 |
119-294 |
119-074 |
|
| R3 |
119-251 |
119-187 |
119-044 |
|
| R2 |
119-144 |
119-144 |
119-035 |
|
| R1 |
119-080 |
119-080 |
119-025 |
119-058 |
| PP |
119-037 |
119-037 |
119-037 |
119-027 |
| S1 |
118-293 |
118-293 |
119-005 |
118-272 |
| S2 |
118-250 |
118-250 |
118-315 |
|
| S3 |
118-143 |
118-186 |
118-306 |
|
| S4 |
118-036 |
118-079 |
118-276 |
|
|
| 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 |
118-315 |
0-162 |
0.4% |
0-080 |
0.2% |
12% |
False |
True |
546,549 |
| 10 |
119-157 |
118-310 |
0-167 |
0.4% |
0-085 |
0.2% |
15% |
False |
False |
568,585 |
| 20 |
119-172 |
118-207 |
0-285 |
0.7% |
0-090 |
0.2% |
45% |
False |
False |
598,440 |
| 40 |
120-015 |
118-180 |
1-155 |
1.2% |
0-092 |
0.2% |
33% |
False |
False |
626,295 |
| 60 |
120-015 |
118-060 |
1-275 |
1.6% |
0-090 |
0.2% |
46% |
False |
False |
450,258 |
| 80 |
120-015 |
117-250 |
2-085 |
1.9% |
0-078 |
0.2% |
56% |
False |
False |
337,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-237 |
|
2.618 |
120-062 |
|
1.618 |
119-275 |
|
1.000 |
119-209 |
|
0.618 |
119-168 |
|
HIGH |
119-102 |
|
0.618 |
119-061 |
|
0.500 |
119-048 |
|
0.382 |
119-036 |
|
LOW |
118-315 |
|
0.618 |
118-249 |
|
1.000 |
118-208 |
|
1.618 |
118-142 |
|
2.618 |
118-035 |
|
4.250 |
117-180 |
|
|
| Fisher Pivots for day following 24-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-048 |
119-051 |
| PP |
119-037 |
119-039 |
| S1 |
119-026 |
119-027 |
|