ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 31-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2014 |
31-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
119-042 |
118-262 |
-0-100 |
-0.3% |
119-045 |
| High |
119-045 |
118-285 |
-0-080 |
-0.2% |
119-107 |
| Low |
118-195 |
118-200 |
0-005 |
0.0% |
118-307 |
| Close |
118-257 |
118-267 |
0-010 |
0.0% |
119-052 |
| Range |
0-170 |
0-085 |
-0-085 |
-50.0% |
0-120 |
| ATR |
0-091 |
0-091 |
0-000 |
-0.5% |
0-000 |
| Volume |
1,141,650 |
1,004,338 |
-137,312 |
-12.0% |
2,698,072 |
|
| Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-186 |
119-151 |
118-314 |
|
| R3 |
119-101 |
119-066 |
118-290 |
|
| R2 |
119-016 |
119-016 |
118-283 |
|
| R1 |
118-301 |
118-301 |
118-275 |
118-318 |
| PP |
118-251 |
118-251 |
118-251 |
118-259 |
| S1 |
118-216 |
118-216 |
118-259 |
118-234 |
| S2 |
118-166 |
118-166 |
118-251 |
|
| S3 |
118-081 |
118-131 |
118-244 |
|
| S4 |
117-316 |
118-046 |
118-220 |
|
|
| 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 |
119-060 |
118-195 |
0-185 |
0.5% |
0-089 |
0.2% |
39% |
False |
False |
761,189 |
| 10 |
119-157 |
118-195 |
0-282 |
0.7% |
0-084 |
0.2% |
26% |
False |
False |
653,869 |
| 20 |
119-172 |
118-195 |
0-297 |
0.8% |
0-093 |
0.2% |
24% |
False |
False |
651,115 |
| 40 |
119-172 |
118-180 |
0-312 |
0.8% |
0-092 |
0.2% |
28% |
False |
False |
635,573 |
| 60 |
120-015 |
118-170 |
1-165 |
1.3% |
0-089 |
0.2% |
20% |
False |
False |
513,269 |
| 80 |
120-015 |
118-030 |
1-305 |
1.6% |
0-082 |
0.2% |
38% |
False |
False |
385,465 |
| 100 |
120-015 |
117-250 |
2-085 |
1.9% |
0-067 |
0.2% |
46% |
False |
False |
308,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-006 |
|
2.618 |
119-188 |
|
1.618 |
119-103 |
|
1.000 |
119-050 |
|
0.618 |
119-018 |
|
HIGH |
118-285 |
|
0.618 |
118-253 |
|
0.500 |
118-242 |
|
0.382 |
118-232 |
|
LOW |
118-200 |
|
0.618 |
118-147 |
|
1.000 |
118-115 |
|
1.618 |
118-062 |
|
2.618 |
117-297 |
|
4.250 |
117-159 |
|
|
| Fisher Pivots for day following 31-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-259 |
118-286 |
| PP |
118-251 |
118-280 |
| S1 |
118-242 |
118-273 |
|