ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 25-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2014 |
25-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
119-185 |
119-132 |
-0-053 |
-0.1% |
119-310 |
| High |
119-225 |
119-157 |
-0-068 |
-0.2% |
120-000 |
| Low |
119-097 |
119-105 |
0-008 |
0.0% |
119-097 |
| Close |
119-135 |
119-120 |
-0-015 |
0.0% |
119-135 |
| Range |
0-128 |
0-052 |
-0-076 |
-59.4% |
0-223 |
| ATR |
0-093 |
0-090 |
-0-003 |
-3.1% |
0-000 |
| Volume |
902,673 |
842,641 |
-60,032 |
-6.7% |
3,204,120 |
|
| Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-283 |
119-254 |
119-149 |
|
| R3 |
119-231 |
119-202 |
119-134 |
|
| R2 |
119-179 |
119-179 |
119-130 |
|
| R1 |
119-150 |
119-150 |
119-125 |
119-138 |
| PP |
119-127 |
119-127 |
119-127 |
119-122 |
| S1 |
119-098 |
119-098 |
119-115 |
119-086 |
| S2 |
119-075 |
119-075 |
119-110 |
|
| S3 |
119-023 |
119-046 |
119-106 |
|
| S4 |
118-291 |
118-314 |
119-091 |
|
|
| 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% |
0-082 |
0.2% |
10% |
False |
False |
726,136 |
| 10 |
120-070 |
119-097 |
0-293 |
0.8% |
0-084 |
0.2% |
8% |
False |
False |
686,464 |
| 20 |
120-070 |
118-195 |
1-195 |
1.3% |
0-095 |
0.2% |
48% |
False |
False |
743,059 |
| 40 |
120-070 |
118-195 |
1-195 |
1.3% |
0-092 |
0.2% |
48% |
False |
False |
667,701 |
| 60 |
120-070 |
118-180 |
1-210 |
1.4% |
0-092 |
0.2% |
49% |
False |
False |
657,171 |
| 80 |
120-070 |
118-060 |
2-010 |
1.7% |
0-090 |
0.2% |
58% |
False |
False |
535,699 |
| 100 |
120-070 |
117-250 |
2-140 |
2.0% |
0-083 |
0.2% |
65% |
False |
False |
428,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-058 |
|
2.618 |
119-293 |
|
1.618 |
119-241 |
|
1.000 |
119-209 |
|
0.618 |
119-189 |
|
HIGH |
119-157 |
|
0.618 |
119-137 |
|
0.500 |
119-131 |
|
0.382 |
119-125 |
|
LOW |
119-105 |
|
0.618 |
119-073 |
|
1.000 |
119-053 |
|
1.618 |
119-021 |
|
2.618 |
118-289 |
|
4.250 |
118-204 |
|
|
| Fisher Pivots for day following 25-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-131 |
119-161 |
| PP |
119-127 |
119-147 |
| S1 |
119-124 |
119-134 |
|