ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 11-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2014 |
11-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
119-205 |
119-170 |
-0-035 |
-0.1% |
119-090 |
| High |
119-315 |
119-202 |
-0-113 |
-0.3% |
119-315 |
| Low |
119-170 |
119-147 |
-0-023 |
-0.1% |
119-060 |
| Close |
119-195 |
119-190 |
-0-005 |
0.0% |
119-195 |
| Range |
0-145 |
0-055 |
-0-090 |
-62.1% |
0-255 |
| ATR |
0-099 |
0-096 |
-0-003 |
-3.2% |
0-000 |
| Volume |
856,346 |
463,600 |
-392,746 |
-45.9% |
3,328,406 |
|
| Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-025 |
120-002 |
119-220 |
|
| R3 |
119-290 |
119-267 |
119-205 |
|
| R2 |
119-235 |
119-235 |
119-200 |
|
| R1 |
119-212 |
119-212 |
119-195 |
119-224 |
| PP |
119-180 |
119-180 |
119-180 |
119-185 |
| S1 |
119-157 |
119-157 |
119-185 |
119-168 |
| S2 |
119-125 |
119-125 |
119-180 |
|
| S3 |
119-070 |
119-102 |
119-175 |
|
| S4 |
119-015 |
119-047 |
119-160 |
|
|
| 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% |
0-095 |
0.2% |
51% |
False |
False |
661,983 |
| 10 |
119-315 |
118-195 |
1-120 |
1.1% |
0-106 |
0.3% |
72% |
False |
False |
799,655 |
| 20 |
119-315 |
118-195 |
1-120 |
1.1% |
0-094 |
0.2% |
72% |
False |
False |
695,964 |
| 40 |
119-315 |
118-180 |
1-135 |
1.2% |
0-093 |
0.2% |
73% |
False |
False |
651,159 |
| 60 |
120-015 |
118-180 |
1-155 |
1.2% |
0-091 |
0.2% |
69% |
False |
False |
598,678 |
| 80 |
120-015 |
118-030 |
1-305 |
1.6% |
0-086 |
0.2% |
77% |
False |
False |
450,198 |
| 100 |
120-015 |
117-250 |
2-085 |
1.9% |
0-075 |
0.2% |
80% |
False |
False |
360,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-116 |
|
2.618 |
120-026 |
|
1.618 |
119-291 |
|
1.000 |
119-257 |
|
0.618 |
119-236 |
|
HIGH |
119-202 |
|
0.618 |
119-181 |
|
0.500 |
119-174 |
|
0.382 |
119-168 |
|
LOW |
119-147 |
|
0.618 |
119-113 |
|
1.000 |
119-092 |
|
1.618 |
119-058 |
|
2.618 |
119-003 |
|
4.250 |
118-233 |
|
|
| Fisher Pivots for day following 11-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-185 |
119-214 |
| PP |
119-180 |
119-206 |
| S1 |
119-174 |
119-198 |
|