ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 08-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2014 |
08-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
119-132 |
119-205 |
0-073 |
0.2% |
119-090 |
| High |
119-220 |
119-315 |
0-095 |
0.2% |
119-315 |
| Low |
119-112 |
119-170 |
0-058 |
0.2% |
119-060 |
| Close |
119-207 |
119-195 |
-0-012 |
0.0% |
119-195 |
| Range |
0-108 |
0-145 |
0-037 |
34.3% |
0-255 |
| ATR |
0-095 |
0-099 |
0-004 |
3.7% |
0-000 |
| Volume |
682,548 |
856,346 |
173,798 |
25.5% |
3,328,406 |
|
| Daily Pivots for day following 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-022 |
120-253 |
119-275 |
|
| R3 |
120-197 |
120-108 |
119-235 |
|
| R2 |
120-052 |
120-052 |
119-222 |
|
| R1 |
119-283 |
119-283 |
119-208 |
119-255 |
| PP |
119-227 |
119-227 |
119-227 |
119-212 |
| S1 |
119-138 |
119-138 |
119-182 |
119-110 |
| S2 |
119-082 |
119-082 |
119-168 |
|
| S3 |
118-257 |
118-313 |
119-155 |
|
| S4 |
118-112 |
118-168 |
119-115 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-315 |
121-190 |
120-015 |
|
| R3 |
121-060 |
120-255 |
119-265 |
|
| R2 |
120-125 |
120-125 |
119-242 |
|
| R1 |
120-000 |
120-000 |
119-218 |
120-062 |
| PP |
119-190 |
119-190 |
119-190 |
119-221 |
| S1 |
119-065 |
119-065 |
119-172 |
119-128 |
| S2 |
118-255 |
118-255 |
119-148 |
|
| S3 |
118-000 |
118-130 |
119-125 |
|
| S4 |
117-065 |
117-195 |
119-055 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-315 |
119-060 |
0-255 |
0.7% |
0-097 |
0.3% |
53% |
True |
False |
665,681 |
| 10 |
119-315 |
118-195 |
1-120 |
1.1% |
0-106 |
0.3% |
73% |
True |
False |
799,355 |
| 20 |
119-315 |
118-195 |
1-120 |
1.1% |
0-095 |
0.2% |
73% |
True |
False |
688,806 |
| 40 |
119-315 |
118-180 |
1-135 |
1.2% |
0-094 |
0.2% |
74% |
True |
False |
657,071 |
| 60 |
120-015 |
118-180 |
1-155 |
1.2% |
0-092 |
0.2% |
71% |
False |
False |
591,099 |
| 80 |
120-015 |
118-030 |
1-305 |
1.6% |
0-086 |
0.2% |
78% |
False |
False |
444,416 |
| 100 |
120-015 |
117-250 |
2-085 |
1.9% |
0-074 |
0.2% |
81% |
False |
False |
355,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-291 |
|
2.618 |
121-055 |
|
1.618 |
120-230 |
|
1.000 |
120-140 |
|
0.618 |
120-085 |
|
HIGH |
119-315 |
|
0.618 |
119-260 |
|
0.500 |
119-242 |
|
0.382 |
119-225 |
|
LOW |
119-170 |
|
0.618 |
119-080 |
|
1.000 |
119-025 |
|
1.618 |
118-255 |
|
2.618 |
118-110 |
|
4.250 |
117-194 |
|
|
| Fisher Pivots for day following 08-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-242 |
119-202 |
| PP |
119-227 |
119-200 |
| S1 |
119-211 |
119-198 |
|