ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 12-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2014 |
12-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
119-170 |
119-182 |
0-012 |
0.0% |
119-090 |
| High |
119-202 |
119-212 |
0-010 |
0.0% |
119-315 |
| Low |
119-147 |
119-167 |
0-020 |
0.1% |
119-060 |
| Close |
119-190 |
119-195 |
0-005 |
0.0% |
119-195 |
| Range |
0-055 |
0-045 |
-0-010 |
-18.2% |
0-255 |
| ATR |
0-096 |
0-092 |
-0-004 |
-3.8% |
0-000 |
| Volume |
463,600 |
524,535 |
60,935 |
13.1% |
3,328,406 |
|
| Daily Pivots for day following 12-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-006 |
119-306 |
119-220 |
|
| R3 |
119-281 |
119-261 |
119-207 |
|
| R2 |
119-236 |
119-236 |
119-203 |
|
| R1 |
119-216 |
119-216 |
119-199 |
119-226 |
| PP |
119-191 |
119-191 |
119-191 |
119-196 |
| S1 |
119-171 |
119-171 |
119-191 |
119-181 |
| S2 |
119-146 |
119-146 |
119-187 |
|
| S3 |
119-101 |
119-126 |
119-183 |
|
| S4 |
119-056 |
119-081 |
119-170 |
|
|
| 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 |
119-090 |
0-225 |
0.6% |
0-087 |
0.2% |
47% |
False |
False |
642,484 |
| 10 |
119-315 |
118-195 |
1-120 |
1.1% |
0-104 |
0.3% |
73% |
False |
False |
785,497 |
| 20 |
119-315 |
118-195 |
1-120 |
1.1% |
0-091 |
0.2% |
73% |
False |
False |
678,935 |
| 40 |
119-315 |
118-180 |
1-135 |
1.2% |
0-093 |
0.2% |
74% |
False |
False |
653,681 |
| 60 |
120-015 |
118-180 |
1-155 |
1.2% |
0-091 |
0.2% |
71% |
False |
False |
607,104 |
| 80 |
120-015 |
118-030 |
1-305 |
1.6% |
0-085 |
0.2% |
78% |
False |
False |
456,753 |
| 100 |
120-015 |
117-250 |
2-085 |
1.9% |
0-075 |
0.2% |
81% |
False |
False |
365,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-083 |
|
2.618 |
120-010 |
|
1.618 |
119-285 |
|
1.000 |
119-257 |
|
0.618 |
119-240 |
|
HIGH |
119-212 |
|
0.618 |
119-195 |
|
0.500 |
119-190 |
|
0.382 |
119-184 |
|
LOW |
119-167 |
|
0.618 |
119-139 |
|
1.000 |
119-122 |
|
1.618 |
119-094 |
|
2.618 |
119-049 |
|
4.250 |
118-296 |
|
|
| Fisher Pivots for day following 12-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-193 |
119-231 |
| PP |
119-191 |
119-219 |
| S1 |
119-190 |
119-207 |
|