ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 28-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2014 |
28-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
119-022 |
119-042 |
0-020 |
0.1% |
119-045 |
| High |
119-060 |
119-052 |
-0-008 |
0.0% |
119-107 |
| Low |
118-307 |
118-317 |
0-010 |
0.0% |
118-307 |
| Close |
119-052 |
119-012 |
-0-040 |
-0.1% |
119-052 |
| Range |
0-073 |
0-055 |
-0-018 |
-24.7% |
0-120 |
| ATR |
0-089 |
0-087 |
-0-002 |
-2.7% |
0-000 |
| Volume |
533,246 |
460,600 |
-72,646 |
-13.6% |
2,698,072 |
|
| Daily Pivots for day following 28-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-185 |
119-154 |
119-042 |
|
| R3 |
119-130 |
119-099 |
119-027 |
|
| R2 |
119-075 |
119-075 |
119-022 |
|
| R1 |
119-044 |
119-044 |
119-017 |
119-032 |
| PP |
119-020 |
119-020 |
119-020 |
119-014 |
| S1 |
118-309 |
118-309 |
119-007 |
118-297 |
| S2 |
118-285 |
118-285 |
119-002 |
|
| S3 |
118-230 |
118-254 |
118-317 |
|
| S4 |
118-175 |
118-199 |
118-302 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-089 |
120-030 |
119-118 |
|
| R3 |
119-289 |
119-230 |
119-085 |
|
| R2 |
119-169 |
119-169 |
119-074 |
|
| R1 |
119-110 |
119-110 |
119-063 |
119-140 |
| PP |
119-049 |
119-049 |
119-049 |
119-063 |
| S1 |
118-310 |
118-310 |
119-041 |
119-020 |
| S2 |
118-249 |
118-249 |
119-030 |
|
| S3 |
118-129 |
118-190 |
119-019 |
|
| S4 |
118-009 |
118-070 |
118-306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-107 |
118-307 |
0-120 |
0.3% |
0-071 |
0.2% |
21% |
False |
False |
535,317 |
| 10 |
119-157 |
118-307 |
0-170 |
0.4% |
0-083 |
0.2% |
15% |
False |
False |
592,273 |
| 20 |
119-172 |
118-207 |
0-285 |
0.7% |
0-088 |
0.2% |
44% |
False |
False |
592,342 |
| 40 |
119-227 |
118-180 |
1-047 |
1.0% |
0-091 |
0.2% |
41% |
False |
False |
614,227 |
| 60 |
120-015 |
118-060 |
1-275 |
1.6% |
0-089 |
0.2% |
46% |
False |
False |
466,578 |
| 80 |
120-015 |
117-250 |
2-085 |
1.9% |
0-080 |
0.2% |
55% |
False |
False |
350,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-286 |
|
2.618 |
119-196 |
|
1.618 |
119-141 |
|
1.000 |
119-107 |
|
0.618 |
119-086 |
|
HIGH |
119-052 |
|
0.618 |
119-031 |
|
0.500 |
119-024 |
|
0.382 |
119-018 |
|
LOW |
118-317 |
|
0.618 |
118-283 |
|
1.000 |
118-262 |
|
1.618 |
118-228 |
|
2.618 |
118-173 |
|
4.250 |
118-083 |
|
|
| Fisher Pivots for day following 28-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-024 |
119-044 |
| PP |
119-020 |
119-034 |
| S1 |
119-016 |
119-023 |
|