ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 22-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2014 |
22-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
119-182 |
119-185 |
0-003 |
0.0% |
119-310 |
| High |
119-215 |
119-225 |
0-010 |
0.0% |
120-000 |
| Low |
119-160 |
119-097 |
-0-063 |
-0.2% |
119-097 |
| Close |
119-187 |
119-135 |
-0-052 |
-0.1% |
119-135 |
| Range |
0-055 |
0-128 |
0-073 |
132.7% |
0-223 |
| ATR |
0-090 |
0-093 |
0-003 |
3.0% |
0-000 |
| Volume |
696,159 |
902,673 |
206,514 |
29.7% |
3,204,120 |
|
| Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-216 |
120-144 |
119-205 |
|
| R3 |
120-088 |
120-016 |
119-170 |
|
| R2 |
119-280 |
119-280 |
119-158 |
|
| R1 |
119-208 |
119-208 |
119-147 |
119-180 |
| PP |
119-152 |
119-152 |
119-152 |
119-138 |
| S1 |
119-080 |
119-080 |
119-123 |
119-052 |
| S2 |
119-024 |
119-024 |
119-112 |
|
| S3 |
118-216 |
118-272 |
119-100 |
|
| S4 |
118-088 |
118-144 |
119-065 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-213 |
121-077 |
119-258 |
|
| R3 |
120-310 |
120-174 |
119-196 |
|
| R2 |
120-087 |
120-087 |
119-176 |
|
| R1 |
119-271 |
119-271 |
119-155 |
119-228 |
| PP |
119-184 |
119-184 |
119-184 |
119-162 |
| S1 |
119-048 |
119-048 |
119-115 |
119-004 |
| S2 |
118-281 |
118-281 |
119-094 |
|
| S3 |
118-058 |
118-145 |
119-074 |
|
| S4 |
117-155 |
117-242 |
119-012 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-000 |
119-097 |
0-223 |
0.6% |
0-083 |
0.2% |
17% |
False |
True |
640,824 |
| 10 |
120-070 |
119-097 |
0-293 |
0.8% |
0-085 |
0.2% |
13% |
False |
True |
648,560 |
| 20 |
120-070 |
118-195 |
1-195 |
1.3% |
0-095 |
0.2% |
50% |
False |
False |
723,957 |
| 40 |
120-070 |
118-195 |
1-195 |
1.3% |
0-092 |
0.2% |
50% |
False |
False |
658,446 |
| 60 |
120-070 |
118-180 |
1-210 |
1.4% |
0-093 |
0.2% |
52% |
False |
False |
654,761 |
| 80 |
120-070 |
118-060 |
2-010 |
1.7% |
0-091 |
0.2% |
61% |
False |
False |
525,213 |
| 100 |
120-070 |
117-250 |
2-140 |
2.0% |
0-083 |
0.2% |
67% |
False |
False |
420,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-129 |
|
2.618 |
120-240 |
|
1.618 |
120-112 |
|
1.000 |
120-033 |
|
0.618 |
119-304 |
|
HIGH |
119-225 |
|
0.618 |
119-176 |
|
0.500 |
119-161 |
|
0.382 |
119-146 |
|
LOW |
119-097 |
|
0.618 |
119-018 |
|
1.000 |
118-289 |
|
1.618 |
118-210 |
|
2.618 |
118-082 |
|
4.250 |
117-193 |
|
|
| Fisher Pivots for day following 22-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-161 |
119-184 |
| PP |
119-152 |
119-167 |
| S1 |
119-144 |
119-151 |
|