ECBOT 5 Year T-Note Future September 2014
Trading Metrics calculated at close of trading on 03-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2014 |
03-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
119-225 |
119-147 |
-0-078 |
-0.2% |
119-132 |
High |
119-225 |
119-165 |
-0-060 |
-0.2% |
119-245 |
Low |
119-082 |
119-065 |
-0-017 |
0.0% |
119-105 |
Close |
119-142 |
119-140 |
-0-002 |
0.0% |
119-230 |
Range |
0-143 |
0-100 |
-0-043 |
-30.1% |
0-140 |
ATR |
0-085 |
0-086 |
0-001 |
1.2% |
0-000 |
Volume |
166,405 |
67,661 |
-98,744 |
-59.3% |
5,016,785 |
|
Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-103 |
120-062 |
119-195 |
|
R3 |
120-003 |
119-282 |
119-168 |
|
R2 |
119-223 |
119-223 |
119-158 |
|
R1 |
119-182 |
119-182 |
119-149 |
119-152 |
PP |
119-123 |
119-123 |
119-123 |
119-109 |
S1 |
119-082 |
119-082 |
119-131 |
119-052 |
S2 |
119-023 |
119-023 |
119-122 |
|
S3 |
118-243 |
118-302 |
119-112 |
|
S4 |
118-143 |
118-202 |
119-085 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-293 |
120-242 |
119-307 |
|
R3 |
120-153 |
120-102 |
119-268 |
|
R2 |
120-013 |
120-013 |
119-256 |
|
R1 |
119-282 |
119-282 |
119-243 |
119-308 |
PP |
119-193 |
119-193 |
119-193 |
119-206 |
S1 |
119-142 |
119-142 |
119-217 |
119-168 |
S2 |
119-053 |
119-053 |
119-204 |
|
S3 |
118-233 |
119-002 |
119-192 |
|
S4 |
118-093 |
118-182 |
119-153 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
119-245 |
119-065 |
0-180 |
0.5% |
0-082 |
0.2% |
42% |
False |
True |
590,726 |
10 |
119-270 |
119-065 |
0-205 |
0.5% |
0-080 |
0.2% |
37% |
False |
True |
760,679 |
20 |
120-070 |
119-065 |
1-005 |
0.9% |
0-084 |
0.2% |
23% |
False |
True |
698,037 |
40 |
120-070 |
118-195 |
1-195 |
1.3% |
0-090 |
0.2% |
51% |
False |
False |
693,395 |
60 |
120-070 |
118-180 |
1-210 |
1.4% |
0-090 |
0.2% |
53% |
False |
False |
663,997 |
80 |
120-070 |
118-180 |
1-210 |
1.4% |
0-089 |
0.2% |
53% |
False |
False |
590,471 |
100 |
120-070 |
118-030 |
2-040 |
1.8% |
0-085 |
0.2% |
63% |
False |
False |
472,923 |
120 |
120-070 |
117-250 |
2-140 |
2.0% |
0-073 |
0.2% |
68% |
False |
False |
394,122 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-270 |
2.618 |
120-107 |
1.618 |
120-007 |
1.000 |
119-265 |
0.618 |
119-227 |
HIGH |
119-165 |
0.618 |
119-127 |
0.500 |
119-115 |
0.382 |
119-103 |
LOW |
119-065 |
0.618 |
119-003 |
1.000 |
118-285 |
1.618 |
118-223 |
2.618 |
118-123 |
4.250 |
117-280 |
|
|
Fisher Pivots for day following 03-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
119-132 |
119-154 |
PP |
119-123 |
119-149 |
S1 |
119-115 |
119-144 |
|