ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 19-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2014 |
19-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
119-310 |
119-267 |
-0-043 |
-0.1% |
119-170 |
| High |
119-315 |
120-000 |
0-005 |
0.0% |
120-070 |
| Low |
119-257 |
119-252 |
-0-005 |
0.0% |
119-147 |
| Close |
119-280 |
119-260 |
-0-020 |
-0.1% |
119-315 |
| Range |
0-058 |
0-068 |
0-010 |
17.2% |
0-243 |
| ATR |
0-093 |
0-091 |
-0-002 |
-1.9% |
0-000 |
| Volume |
416,077 |
432,098 |
16,021 |
3.9% |
3,281,485 |
|
| Daily Pivots for day following 19-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-161 |
120-119 |
119-297 |
|
| R3 |
120-093 |
120-051 |
119-279 |
|
| R2 |
120-025 |
120-025 |
119-272 |
|
| R1 |
119-303 |
119-303 |
119-266 |
119-290 |
| PP |
119-277 |
119-277 |
119-277 |
119-271 |
| S1 |
119-235 |
119-235 |
119-254 |
119-222 |
| S2 |
119-209 |
119-209 |
119-248 |
|
| S3 |
119-141 |
119-167 |
119-241 |
|
| S4 |
119-073 |
119-099 |
119-223 |
|
|
| 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 |
119-150 |
0-240 |
0.6% |
0-091 |
0.2% |
46% |
False |
False |
628,305 |
| 10 |
120-070 |
119-090 |
0-300 |
0.8% |
0-089 |
0.2% |
57% |
False |
False |
635,394 |
| 20 |
120-070 |
118-195 |
1-195 |
1.3% |
0-092 |
0.2% |
75% |
False |
False |
684,213 |
| 40 |
120-070 |
118-195 |
1-195 |
1.3% |
0-091 |
0.2% |
75% |
False |
False |
648,523 |
| 60 |
120-070 |
118-180 |
1-210 |
1.4% |
0-092 |
0.2% |
75% |
False |
False |
651,809 |
| 80 |
120-070 |
118-060 |
2-010 |
1.7% |
0-089 |
0.2% |
80% |
False |
False |
495,936 |
| 100 |
120-070 |
117-250 |
2-140 |
2.0% |
0-080 |
0.2% |
83% |
False |
False |
396,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-289 |
|
2.618 |
120-178 |
|
1.618 |
120-110 |
|
1.000 |
120-068 |
|
0.618 |
120-042 |
|
HIGH |
120-000 |
|
0.618 |
119-294 |
|
0.500 |
119-286 |
|
0.382 |
119-278 |
|
LOW |
119-252 |
|
0.618 |
119-210 |
|
1.000 |
119-184 |
|
1.618 |
119-142 |
|
2.618 |
119-074 |
|
4.250 |
118-283 |
|
|
| Fisher Pivots for day following 19-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-286 |
120-000 |
| PP |
119-277 |
119-300 |
| S1 |
119-269 |
119-280 |
|