ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 11-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2014 |
11-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
119-062 |
119-055 |
-0-007 |
0.0% |
119-225 |
| High |
119-062 |
119-070 |
0-008 |
0.0% |
119-250 |
| Low |
119-000 |
119-000 |
0-000 |
0.0% |
119-065 |
| Close |
119-020 |
119-022 |
0-002 |
0.0% |
119-157 |
| Range |
0-062 |
0-070 |
0-008 |
12.9% |
0-185 |
| ATR |
0-091 |
0-090 |
-0-002 |
-1.7% |
0-000 |
| Volume |
8,163 |
3,292 |
-4,871 |
-59.7% |
310,516 |
|
| Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-241 |
119-201 |
119-060 |
|
| R3 |
119-171 |
119-131 |
119-041 |
|
| R2 |
119-101 |
119-101 |
119-035 |
|
| R1 |
119-061 |
119-061 |
119-028 |
119-046 |
| PP |
119-031 |
119-031 |
119-031 |
119-023 |
| S1 |
118-311 |
118-311 |
119-016 |
118-296 |
| S2 |
118-281 |
118-281 |
119-009 |
|
| S3 |
118-211 |
118-241 |
119-003 |
|
| S4 |
118-141 |
118-171 |
118-304 |
|
|
| 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% |
0-093 |
0.2% |
9% |
False |
True |
13,804 |
| 10 |
119-250 |
119-000 |
0-250 |
0.7% |
0-093 |
0.2% |
9% |
False |
True |
149,926 |
| 20 |
120-070 |
119-000 |
1-070 |
1.0% |
0-086 |
0.2% |
6% |
False |
True |
510,400 |
| 40 |
120-070 |
118-195 |
1-195 |
1.4% |
0-090 |
0.2% |
29% |
False |
False |
598,749 |
| 60 |
120-070 |
118-180 |
1-210 |
1.4% |
0-091 |
0.2% |
31% |
False |
False |
604,459 |
| 80 |
120-070 |
118-180 |
1-210 |
1.4% |
0-090 |
0.2% |
31% |
False |
False |
590,877 |
| 100 |
120-070 |
118-030 |
2-040 |
1.8% |
0-087 |
0.2% |
46% |
False |
False |
474,008 |
| 120 |
120-070 |
117-250 |
2-140 |
2.0% |
0-078 |
0.2% |
53% |
False |
False |
395,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-048 |
|
2.618 |
119-253 |
|
1.618 |
119-183 |
|
1.000 |
119-140 |
|
0.618 |
119-113 |
|
HIGH |
119-070 |
|
0.618 |
119-043 |
|
0.500 |
119-035 |
|
0.382 |
119-027 |
|
LOW |
119-000 |
|
0.618 |
118-277 |
|
1.000 |
118-250 |
|
1.618 |
118-207 |
|
2.618 |
118-137 |
|
4.250 |
118-022 |
|
|
| Fisher Pivots for day following 11-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-035 |
119-048 |
| PP |
119-031 |
119-040 |
| S1 |
119-026 |
119-031 |
|