ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 17-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2014 |
17-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
118-020 |
118-080 |
0-060 |
0.2% |
117-290 |
| High |
118-020 |
118-170 |
0-150 |
0.4% |
118-140 |
| Low |
118-020 |
118-080 |
0-060 |
0.2% |
117-290 |
| Close |
118-020 |
118-110 |
0-090 |
0.2% |
118-130 |
| Range |
0-000 |
0-090 |
0-090 |
|
0-170 |
| ATR |
|
|
|
|
|
| Volume |
615 |
1,107 |
492 |
80.0% |
3,543 |
|
| Daily Pivots for day following 17-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-070 |
119-020 |
118-160 |
|
| R3 |
118-300 |
118-250 |
118-135 |
|
| R2 |
118-210 |
118-210 |
118-126 |
|
| R1 |
118-160 |
118-160 |
118-118 |
118-185 |
| PP |
118-120 |
118-120 |
118-120 |
118-132 |
| S1 |
118-070 |
118-070 |
118-102 |
118-095 |
| S2 |
118-030 |
118-030 |
118-094 |
|
| S3 |
117-260 |
117-300 |
118-085 |
|
| S4 |
117-170 |
117-210 |
118-060 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-270 |
119-210 |
118-224 |
|
| R3 |
119-100 |
119-040 |
118-177 |
|
| R2 |
118-250 |
118-250 |
118-161 |
|
| R1 |
118-190 |
118-190 |
118-146 |
118-220 |
| PP |
118-080 |
118-080 |
118-080 |
118-095 |
| S1 |
118-020 |
118-020 |
118-114 |
118-050 |
| S2 |
117-230 |
117-230 |
118-099 |
|
| S3 |
117-060 |
117-170 |
118-083 |
|
| S4 |
116-210 |
117-000 |
118-036 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-232 |
|
2.618 |
119-086 |
|
1.618 |
118-316 |
|
1.000 |
118-260 |
|
0.618 |
118-226 |
|
HIGH |
118-170 |
|
0.618 |
118-136 |
|
0.500 |
118-125 |
|
0.382 |
118-114 |
|
LOW |
118-080 |
|
0.618 |
118-024 |
|
1.000 |
117-310 |
|
1.618 |
117-254 |
|
2.618 |
117-164 |
|
4.250 |
117-018 |
|
|
| Fisher Pivots for day following 17-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-125 |
118-105 |
| PP |
118-120 |
118-100 |
| S1 |
118-115 |
118-095 |
|