ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 09-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2014 |
09-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
119-175 |
119-090 |
-0-085 |
-0.2% |
119-225 |
| High |
119-197 |
119-097 |
-0-100 |
-0.3% |
119-250 |
| Low |
119-105 |
119-027 |
-0-078 |
-0.2% |
119-065 |
| Close |
119-112 |
119-045 |
-0-067 |
-0.2% |
119-157 |
| Range |
0-092 |
0-070 |
-0-022 |
-23.9% |
0-185 |
| ATR |
0-094 |
0-094 |
-0-001 |
-0.7% |
0-000 |
| Volume |
13,151 |
11,223 |
-1,928 |
-14.7% |
310,516 |
|
| Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-266 |
119-226 |
119-084 |
|
| R3 |
119-196 |
119-156 |
119-064 |
|
| R2 |
119-126 |
119-126 |
119-058 |
|
| R1 |
119-086 |
119-086 |
119-051 |
119-071 |
| PP |
119-056 |
119-056 |
119-056 |
119-049 |
| S1 |
119-016 |
119-016 |
119-039 |
119-001 |
| S2 |
118-306 |
118-306 |
119-032 |
|
| S3 |
118-236 |
118-266 |
119-026 |
|
| S4 |
118-166 |
118-196 |
119-006 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-072 |
120-300 |
119-259 |
|
| R3 |
120-207 |
120-115 |
119-208 |
|
| R2 |
120-022 |
120-022 |
119-191 |
|
| R1 |
119-250 |
119-250 |
119-174 |
119-204 |
| PP |
119-157 |
119-157 |
119-157 |
119-134 |
| S1 |
119-065 |
119-065 |
119-140 |
119-018 |
| S2 |
118-292 |
118-292 |
119-123 |
|
| S3 |
118-107 |
118-200 |
119-106 |
|
| S4 |
117-242 |
118-015 |
119-055 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-250 |
119-027 |
0-223 |
0.6% |
0-111 |
0.3% |
8% |
False |
True |
33,697 |
| 10 |
119-250 |
119-027 |
0-223 |
0.6% |
0-091 |
0.2% |
8% |
False |
True |
450,903 |
| 20 |
120-070 |
119-027 |
1-043 |
1.0% |
0-088 |
0.2% |
5% |
False |
True |
568,684 |
| 40 |
120-070 |
118-195 |
1-195 |
1.4% |
0-091 |
0.2% |
33% |
False |
False |
632,324 |
| 60 |
120-070 |
118-180 |
1-210 |
1.4% |
0-091 |
0.2% |
35% |
False |
False |
623,667 |
| 80 |
120-070 |
118-180 |
1-210 |
1.4% |
0-090 |
0.2% |
35% |
False |
False |
591,180 |
| 100 |
120-070 |
118-030 |
2-040 |
1.8% |
0-086 |
0.2% |
49% |
False |
False |
473,895 |
| 120 |
120-070 |
117-250 |
2-140 |
2.0% |
0-077 |
0.2% |
56% |
False |
False |
394,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-074 |
|
2.618 |
119-280 |
|
1.618 |
119-210 |
|
1.000 |
119-167 |
|
0.618 |
119-140 |
|
HIGH |
119-097 |
|
0.618 |
119-070 |
|
0.500 |
119-062 |
|
0.382 |
119-054 |
|
LOW |
119-027 |
|
0.618 |
118-304 |
|
1.000 |
118-277 |
|
1.618 |
118-234 |
|
2.618 |
118-164 |
|
4.250 |
118-050 |
|
|
| Fisher Pivots for day following 09-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-062 |
119-138 |
| PP |
119-056 |
119-107 |
| S1 |
119-051 |
119-076 |
|