ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 05-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2014 |
05-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
119-090 |
119-130 |
0-040 |
0.1% |
119-042 |
| High |
119-145 |
119-147 |
0-002 |
0.0% |
119-127 |
| Low |
119-080 |
119-060 |
-0-020 |
-0.1% |
118-195 |
| Close |
119-117 |
119-105 |
-0-012 |
0.0% |
119-097 |
| Range |
0-065 |
0-087 |
0-022 |
33.8% |
0-252 |
| ATR |
0-096 |
0-095 |
-0-001 |
-0.7% |
0-000 |
| Volume |
482,091 |
622,027 |
139,936 |
29.0% |
4,665,146 |
|
| Daily Pivots for day following 05-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-045 |
120-002 |
119-153 |
|
| R3 |
119-278 |
119-235 |
119-129 |
|
| R2 |
119-191 |
119-191 |
119-121 |
|
| R1 |
119-148 |
119-148 |
119-113 |
119-126 |
| PP |
119-104 |
119-104 |
119-104 |
119-093 |
| S1 |
119-061 |
119-061 |
119-097 |
119-039 |
| S2 |
119-017 |
119-017 |
119-089 |
|
| S3 |
118-250 |
118-294 |
119-081 |
|
| S4 |
118-163 |
118-207 |
119-057 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-149 |
121-055 |
119-236 |
|
| R3 |
120-217 |
120-123 |
119-166 |
|
| R2 |
119-285 |
119-285 |
119-143 |
|
| R1 |
119-191 |
119-191 |
119-120 |
119-238 |
| PP |
119-033 |
119-033 |
119-033 |
119-056 |
| S1 |
118-259 |
118-259 |
119-074 |
118-306 |
| S2 |
118-101 |
118-101 |
119-051 |
|
| S3 |
117-169 |
118-007 |
119-028 |
|
| S4 |
116-237 |
117-075 |
118-278 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-147 |
118-195 |
0-272 |
0.7% |
0-121 |
0.3% |
85% |
True |
False |
928,510 |
| 10 |
119-147 |
118-195 |
0-272 |
0.7% |
0-094 |
0.2% |
85% |
True |
False |
733,032 |
| 20 |
119-172 |
118-195 |
0-297 |
0.8% |
0-095 |
0.2% |
77% |
False |
False |
688,754 |
| 40 |
119-172 |
118-180 |
0-312 |
0.8% |
0-093 |
0.2% |
79% |
False |
False |
646,977 |
| 60 |
120-015 |
118-180 |
1-155 |
1.2% |
0-091 |
0.2% |
52% |
False |
False |
554,616 |
| 80 |
120-015 |
118-030 |
1-305 |
1.6% |
0-085 |
0.2% |
63% |
False |
False |
416,644 |
| 100 |
120-015 |
117-250 |
2-085 |
1.9% |
0-071 |
0.2% |
68% |
False |
False |
333,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-197 |
|
2.618 |
120-055 |
|
1.618 |
119-288 |
|
1.000 |
119-234 |
|
0.618 |
119-201 |
|
HIGH |
119-147 |
|
0.618 |
119-114 |
|
0.500 |
119-104 |
|
0.382 |
119-093 |
|
LOW |
119-060 |
|
0.618 |
119-006 |
|
1.000 |
118-293 |
|
1.618 |
118-239 |
|
2.618 |
118-152 |
|
4.250 |
118-010 |
|
|
| Fisher Pivots for day following 05-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-104 |
119-082 |
| PP |
119-104 |
119-060 |
| S1 |
119-104 |
119-037 |
|