ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 29-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2014 |
29-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
119-042 |
119-012 |
-0-030 |
-0.1% |
119-045 |
| High |
119-052 |
119-057 |
0-005 |
0.0% |
119-107 |
| Low |
118-317 |
118-315 |
-0-002 |
0.0% |
118-307 |
| Close |
119-012 |
119-047 |
0-035 |
0.1% |
119-052 |
| Range |
0-055 |
0-062 |
0-007 |
12.7% |
0-120 |
| ATR |
0-087 |
0-085 |
-0-002 |
-2.0% |
0-000 |
| Volume |
460,600 |
666,111 |
205,511 |
44.6% |
2,698,072 |
|
| Daily Pivots for day following 29-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-219 |
119-195 |
119-081 |
|
| R3 |
119-157 |
119-133 |
119-064 |
|
| R2 |
119-095 |
119-095 |
119-058 |
|
| R1 |
119-071 |
119-071 |
119-053 |
119-083 |
| PP |
119-033 |
119-033 |
119-033 |
119-039 |
| S1 |
119-009 |
119-009 |
119-041 |
119-021 |
| S2 |
118-291 |
118-291 |
119-036 |
|
| S3 |
118-229 |
118-267 |
119-030 |
|
| S4 |
118-167 |
118-205 |
119-013 |
|
|
| 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% |
0-067 |
0.2% |
50% |
False |
False |
537,555 |
| 10 |
119-157 |
118-307 |
0-170 |
0.4% |
0-078 |
0.2% |
35% |
False |
False |
572,372 |
| 20 |
119-172 |
118-207 |
0-285 |
0.7% |
0-089 |
0.2% |
56% |
False |
False |
600,014 |
| 40 |
119-172 |
118-180 |
0-312 |
0.8% |
0-090 |
0.2% |
60% |
False |
False |
614,258 |
| 60 |
120-015 |
118-170 |
1-165 |
1.3% |
0-086 |
0.2% |
41% |
False |
False |
477,639 |
| 80 |
120-015 |
117-280 |
2-055 |
1.8% |
0-081 |
0.2% |
59% |
False |
False |
358,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-000 |
|
2.618 |
119-219 |
|
1.618 |
119-157 |
|
1.000 |
119-119 |
|
0.618 |
119-095 |
|
HIGH |
119-057 |
|
0.618 |
119-033 |
|
0.500 |
119-026 |
|
0.382 |
119-019 |
|
LOW |
118-315 |
|
0.618 |
118-277 |
|
1.000 |
118-253 |
|
1.618 |
118-215 |
|
2.618 |
118-153 |
|
4.250 |
118-052 |
|
|
| Fisher Pivots for day following 29-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-040 |
119-039 |
| PP |
119-033 |
119-031 |
| S1 |
119-026 |
119-024 |
|