ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 15-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2014 |
15-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
119-252 |
119-260 |
0-008 |
0.0% |
119-170 |
| High |
119-310 |
120-070 |
0-080 |
0.2% |
120-070 |
| Low |
119-237 |
119-250 |
0-013 |
0.0% |
119-147 |
| Close |
119-270 |
119-315 |
0-045 |
0.1% |
119-315 |
| Range |
0-073 |
0-140 |
0-067 |
91.8% |
0-243 |
| ATR |
0-092 |
0-096 |
0-003 |
3.7% |
0-000 |
| Volume |
752,824 |
887,943 |
135,119 |
17.9% |
3,281,485 |
|
| Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-098 |
121-027 |
120-072 |
|
| R3 |
120-278 |
120-207 |
120-034 |
|
| R2 |
120-138 |
120-138 |
120-021 |
|
| R1 |
120-067 |
120-067 |
120-008 |
120-102 |
| PP |
119-318 |
119-318 |
119-318 |
120-016 |
| S1 |
119-247 |
119-247 |
119-302 |
119-282 |
| S2 |
119-178 |
119-178 |
119-289 |
|
| S3 |
119-038 |
119-107 |
119-276 |
|
| S4 |
118-218 |
118-287 |
119-238 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-053 |
121-267 |
120-129 |
|
| R3 |
121-130 |
121-024 |
120-062 |
|
| R2 |
120-207 |
120-207 |
120-040 |
|
| R1 |
120-101 |
120-101 |
120-017 |
120-154 |
| PP |
119-284 |
119-284 |
119-284 |
119-310 |
| S1 |
119-178 |
119-178 |
119-293 |
119-231 |
| S2 |
119-041 |
119-041 |
119-270 |
|
| S3 |
118-118 |
118-255 |
119-248 |
|
| S4 |
117-195 |
118-012 |
119-181 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-070 |
119-147 |
0-243 |
0.6% |
0-086 |
0.2% |
69% |
True |
False |
656,297 |
| 10 |
120-070 |
119-060 |
1-010 |
0.9% |
0-092 |
0.2% |
77% |
True |
False |
660,989 |
| 20 |
120-070 |
118-195 |
1-195 |
1.3% |
0-092 |
0.2% |
85% |
True |
False |
698,655 |
| 40 |
120-070 |
118-195 |
1-195 |
1.3% |
0-092 |
0.2% |
85% |
True |
False |
648,566 |
| 60 |
120-070 |
118-180 |
1-210 |
1.4% |
0-092 |
0.2% |
86% |
True |
False |
643,178 |
| 80 |
120-070 |
118-050 |
2-020 |
1.7% |
0-089 |
0.2% |
89% |
True |
False |
485,416 |
| 100 |
120-070 |
117-250 |
2-140 |
2.0% |
0-078 |
0.2% |
90% |
True |
False |
388,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-025 |
|
2.618 |
121-117 |
|
1.618 |
120-297 |
|
1.000 |
120-210 |
|
0.618 |
120-157 |
|
HIGH |
120-070 |
|
0.618 |
120-017 |
|
0.500 |
120-000 |
|
0.382 |
119-303 |
|
LOW |
119-250 |
|
0.618 |
119-163 |
|
1.000 |
119-110 |
|
1.618 |
119-023 |
|
2.618 |
118-203 |
|
4.250 |
117-295 |
|
|
| Fisher Pivots for day following 15-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-000 |
119-300 |
| PP |
119-318 |
119-285 |
| S1 |
119-317 |
119-270 |
|