ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 12-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2014 |
12-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
119-055 |
119-007 |
-0-048 |
-0.1% |
119-175 |
| High |
119-070 |
119-017 |
-0-053 |
-0.1% |
119-197 |
| Low |
119-000 |
118-287 |
-0-033 |
-0.1% |
118-287 |
| Close |
119-022 |
118-300 |
-0-042 |
-0.1% |
118-300 |
| Range |
0-070 |
0-050 |
-0-020 |
-28.6% |
0-230 |
| ATR |
0-090 |
0-087 |
-0-002 |
-2.8% |
0-000 |
| Volume |
3,292 |
4,528 |
1,236 |
37.5% |
40,357 |
|
| Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-138 |
119-109 |
119-008 |
|
| R3 |
119-088 |
119-059 |
118-314 |
|
| R2 |
119-038 |
119-038 |
118-309 |
|
| R1 |
119-009 |
119-009 |
118-305 |
118-318 |
| PP |
118-308 |
118-308 |
118-308 |
118-303 |
| S1 |
118-279 |
118-279 |
118-295 |
118-268 |
| S2 |
118-258 |
118-258 |
118-291 |
|
| S3 |
118-208 |
118-229 |
118-286 |
|
| S4 |
118-158 |
118-179 |
118-272 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-098 |
120-269 |
119-106 |
|
| R3 |
120-188 |
120-039 |
119-043 |
|
| R2 |
119-278 |
119-278 |
119-022 |
|
| R1 |
119-129 |
119-129 |
119-001 |
119-088 |
| PP |
119-048 |
119-048 |
119-048 |
119-028 |
| S1 |
118-219 |
118-219 |
118-279 |
118-178 |
| S2 |
118-138 |
118-138 |
118-258 |
|
| S3 |
117-228 |
117-309 |
118-237 |
|
| S4 |
116-318 |
117-079 |
118-174 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-197 |
118-287 |
0-230 |
0.6% |
0-069 |
0.2% |
6% |
False |
True |
8,071 |
| 10 |
119-250 |
118-287 |
0-283 |
0.7% |
0-092 |
0.2% |
5% |
False |
True |
53,478 |
| 20 |
120-070 |
118-287 |
1-103 |
1.1% |
0-085 |
0.2% |
3% |
False |
True |
472,986 |
| 40 |
120-070 |
118-195 |
1-195 |
1.4% |
0-088 |
0.2% |
20% |
False |
False |
577,820 |
| 60 |
120-070 |
118-195 |
1-195 |
1.4% |
0-089 |
0.2% |
20% |
False |
False |
588,393 |
| 80 |
120-070 |
118-180 |
1-210 |
1.4% |
0-090 |
0.2% |
23% |
False |
False |
590,734 |
| 100 |
120-070 |
118-050 |
2-020 |
1.7% |
0-087 |
0.2% |
38% |
False |
False |
474,052 |
| 120 |
120-070 |
117-250 |
2-140 |
2.0% |
0-078 |
0.2% |
47% |
False |
False |
395,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-230 |
|
2.618 |
119-148 |
|
1.618 |
119-098 |
|
1.000 |
119-067 |
|
0.618 |
119-048 |
|
HIGH |
119-017 |
|
0.618 |
118-318 |
|
0.500 |
118-312 |
|
0.382 |
118-306 |
|
LOW |
118-287 |
|
0.618 |
118-256 |
|
1.000 |
118-237 |
|
1.618 |
118-206 |
|
2.618 |
118-156 |
|
4.250 |
118-074 |
|
|
| Fisher Pivots for day following 12-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-312 |
119-018 |
| PP |
118-308 |
119-006 |
| S1 |
118-304 |
118-313 |
|