ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 20-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
119-267 |
119-265 |
-0-002 |
0.0% |
119-170 |
| High |
120-000 |
119-270 |
-0-050 |
-0.1% |
120-070 |
| Low |
119-252 |
119-162 |
-0-090 |
-0.2% |
119-147 |
| Close |
119-260 |
119-177 |
-0-083 |
-0.2% |
119-315 |
| Range |
0-068 |
0-108 |
0-040 |
58.8% |
0-243 |
| ATR |
0-091 |
0-093 |
0-001 |
1.3% |
0-000 |
| Volume |
432,098 |
757,113 |
325,015 |
75.2% |
3,281,485 |
|
| Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-207 |
120-140 |
119-236 |
|
| R3 |
120-099 |
120-032 |
119-207 |
|
| R2 |
119-311 |
119-311 |
119-197 |
|
| R1 |
119-244 |
119-244 |
119-187 |
119-224 |
| PP |
119-203 |
119-203 |
119-203 |
119-193 |
| S1 |
119-136 |
119-136 |
119-167 |
119-116 |
| S2 |
119-095 |
119-095 |
119-157 |
|
| S3 |
118-307 |
119-028 |
119-147 |
|
| S4 |
118-199 |
118-240 |
119-118 |
|
|
| 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 |
119-162 |
0-228 |
0.6% |
0-089 |
0.2% |
7% |
False |
True |
649,211 |
| 10 |
120-070 |
119-112 |
0-278 |
0.7% |
0-092 |
0.2% |
23% |
False |
False |
642,566 |
| 20 |
120-070 |
118-195 |
1-195 |
1.3% |
0-095 |
0.2% |
59% |
False |
False |
702,091 |
| 40 |
120-070 |
118-195 |
1-195 |
1.3% |
0-092 |
0.2% |
59% |
False |
False |
652,262 |
| 60 |
120-070 |
118-180 |
1-210 |
1.4% |
0-093 |
0.2% |
60% |
False |
False |
660,641 |
| 80 |
120-070 |
118-060 |
2-010 |
1.7% |
0-090 |
0.2% |
67% |
False |
False |
505,387 |
| 100 |
120-070 |
117-250 |
2-140 |
2.0% |
0-081 |
0.2% |
73% |
False |
False |
404,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-089 |
|
2.618 |
120-233 |
|
1.618 |
120-125 |
|
1.000 |
120-058 |
|
0.618 |
120-017 |
|
HIGH |
119-270 |
|
0.618 |
119-229 |
|
0.500 |
119-216 |
|
0.382 |
119-203 |
|
LOW |
119-162 |
|
0.618 |
119-095 |
|
1.000 |
119-054 |
|
1.618 |
118-307 |
|
2.618 |
118-199 |
|
4.250 |
118-023 |
|
|
| Fisher Pivots for day following 20-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-216 |
119-241 |
| PP |
119-203 |
119-220 |
| S1 |
119-190 |
119-198 |
|