ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 14-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2014 |
14-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
119-190 |
119-252 |
0-062 |
0.2% |
119-090 |
| High |
119-267 |
119-310 |
0-043 |
0.1% |
119-315 |
| Low |
119-150 |
119-237 |
0-087 |
0.2% |
119-060 |
| Close |
119-257 |
119-270 |
0-013 |
0.0% |
119-195 |
| Range |
0-117 |
0-073 |
-0-044 |
-37.6% |
0-255 |
| ATR |
0-094 |
0-092 |
-0-001 |
-1.6% |
0-000 |
| Volume |
652,583 |
752,824 |
100,241 |
15.4% |
3,328,406 |
|
| Daily Pivots for day following 14-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-171 |
120-134 |
119-310 |
|
| R3 |
120-098 |
120-061 |
119-290 |
|
| R2 |
120-025 |
120-025 |
119-283 |
|
| R1 |
119-308 |
119-308 |
119-277 |
120-006 |
| PP |
119-272 |
119-272 |
119-272 |
119-282 |
| S1 |
119-235 |
119-235 |
119-263 |
119-254 |
| S2 |
119-199 |
119-199 |
119-257 |
|
| S3 |
119-126 |
119-162 |
119-250 |
|
| S4 |
119-053 |
119-089 |
119-230 |
|
|
| 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 |
119-147 |
0-168 |
0.4% |
0-087 |
0.2% |
73% |
False |
False |
649,977 |
| 10 |
119-315 |
118-247 |
1-068 |
1.0% |
0-098 |
0.3% |
88% |
False |
False |
711,439 |
| 20 |
119-315 |
118-195 |
1-120 |
1.1% |
0-091 |
0.2% |
90% |
False |
False |
682,654 |
| 40 |
119-315 |
118-195 |
1-120 |
1.1% |
0-091 |
0.2% |
90% |
False |
False |
646,097 |
| 60 |
120-015 |
118-180 |
1-155 |
1.2% |
0-091 |
0.2% |
86% |
False |
False |
629,983 |
| 80 |
120-015 |
118-050 |
1-285 |
1.6% |
0-088 |
0.2% |
89% |
False |
False |
474,319 |
| 100 |
120-015 |
117-250 |
2-085 |
1.9% |
0-077 |
0.2% |
91% |
False |
False |
379,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-300 |
|
2.618 |
120-181 |
|
1.618 |
120-108 |
|
1.000 |
120-063 |
|
0.618 |
120-035 |
|
HIGH |
119-310 |
|
0.618 |
119-282 |
|
0.500 |
119-274 |
|
0.382 |
119-265 |
|
LOW |
119-237 |
|
0.618 |
119-192 |
|
1.000 |
119-164 |
|
1.618 |
119-119 |
|
2.618 |
119-046 |
|
4.250 |
118-247 |
|
|
| Fisher Pivots for day following 14-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-274 |
119-257 |
| PP |
119-272 |
119-243 |
| S1 |
119-271 |
119-230 |
|