ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 10-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
119-090 |
119-062 |
-0-028 |
-0.1% |
119-225 |
| High |
119-097 |
119-062 |
-0-035 |
-0.1% |
119-250 |
| Low |
119-027 |
119-000 |
-0-027 |
-0.1% |
119-065 |
| Close |
119-045 |
119-020 |
-0-025 |
-0.1% |
119-157 |
| Range |
0-070 |
0-062 |
-0-008 |
-11.4% |
0-185 |
| ATR |
0-094 |
0-091 |
-0-002 |
-2.4% |
0-000 |
| Volume |
11,223 |
8,163 |
-3,060 |
-27.3% |
310,516 |
|
| Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-213 |
119-179 |
119-054 |
|
| R3 |
119-151 |
119-117 |
119-037 |
|
| R2 |
119-089 |
119-089 |
119-031 |
|
| R1 |
119-055 |
119-055 |
119-026 |
119-041 |
| PP |
119-027 |
119-027 |
119-027 |
119-020 |
| S1 |
118-313 |
118-313 |
119-014 |
118-299 |
| S2 |
118-285 |
118-285 |
119-009 |
|
| S3 |
118-223 |
118-251 |
119-003 |
|
| S4 |
118-161 |
118-189 |
118-306 |
|
|
| 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 |
119-000 |
0-250 |
0.7% |
0-103 |
0.3% |
8% |
False |
True |
21,797 |
| 10 |
119-250 |
119-000 |
0-250 |
0.7% |
0-092 |
0.2% |
8% |
False |
True |
306,261 |
| 20 |
120-070 |
119-000 |
1-070 |
1.0% |
0-088 |
0.2% |
5% |
False |
True |
542,865 |
| 40 |
120-070 |
118-195 |
1-195 |
1.4% |
0-090 |
0.2% |
28% |
False |
False |
610,900 |
| 60 |
120-070 |
118-180 |
1-210 |
1.4% |
0-091 |
0.2% |
30% |
False |
False |
616,742 |
| 80 |
120-070 |
118-180 |
1-210 |
1.4% |
0-090 |
0.2% |
30% |
False |
False |
591,044 |
| 100 |
120-070 |
118-030 |
2-040 |
1.8% |
0-086 |
0.2% |
46% |
False |
False |
473,976 |
| 120 |
120-070 |
117-250 |
2-140 |
2.0% |
0-077 |
0.2% |
53% |
False |
False |
395,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-006 |
|
2.618 |
119-224 |
|
1.618 |
119-162 |
|
1.000 |
119-124 |
|
0.618 |
119-100 |
|
HIGH |
119-062 |
|
0.618 |
119-038 |
|
0.500 |
119-031 |
|
0.382 |
119-024 |
|
LOW |
119-000 |
|
0.618 |
118-282 |
|
1.000 |
118-258 |
|
1.618 |
118-220 |
|
2.618 |
118-158 |
|
4.250 |
118-056 |
|
|
| Fisher Pivots for day following 10-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-031 |
119-098 |
| PP |
119-027 |
119-072 |
| S1 |
119-024 |
119-046 |
|