ECBOT 5 Year T-Note Future December 2014
Trading Metrics calculated at close of trading on 24-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2014 |
24-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
118-100 |
118-070 |
-0-030 |
-0.1% |
118-090 |
High |
118-130 |
118-070 |
-0-060 |
-0.2% |
118-170 |
Low |
118-100 |
118-030 |
-0-070 |
-0.2% |
118-020 |
Close |
118-120 |
118-040 |
-0-080 |
-0.2% |
118-080 |
Range |
0-030 |
0-040 |
0-010 |
33.3% |
0-150 |
ATR |
0-061 |
0-063 |
0-002 |
3.5% |
0-000 |
Volume |
1,803 |
1,187 |
-616 |
-34.2% |
3,186 |
|
Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-167 |
118-143 |
118-062 |
|
R3 |
118-127 |
118-103 |
118-051 |
|
R2 |
118-087 |
118-087 |
118-047 |
|
R1 |
118-063 |
118-063 |
118-044 |
118-055 |
PP |
118-047 |
118-047 |
118-047 |
118-042 |
S1 |
118-023 |
118-023 |
118-036 |
118-015 |
S2 |
118-007 |
118-007 |
118-033 |
|
S3 |
117-287 |
117-303 |
118-029 |
|
S4 |
117-247 |
117-263 |
118-018 |
|
|
Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-220 |
119-140 |
118-162 |
|
R3 |
119-070 |
118-310 |
118-121 |
|
R2 |
118-240 |
118-240 |
118-108 |
|
R1 |
118-160 |
118-160 |
118-094 |
118-125 |
PP |
118-090 |
118-090 |
118-090 |
118-072 |
S1 |
118-010 |
118-010 |
118-066 |
117-295 |
S2 |
117-260 |
117-260 |
118-052 |
|
S3 |
117-110 |
117-180 |
118-039 |
|
S4 |
116-280 |
117-030 |
117-318 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-240 |
2.618 |
118-175 |
1.618 |
118-135 |
1.000 |
118-110 |
0.618 |
118-095 |
HIGH |
118-070 |
0.618 |
118-055 |
0.500 |
118-050 |
0.382 |
118-045 |
LOW |
118-030 |
0.618 |
118-005 |
1.000 |
117-310 |
1.618 |
117-285 |
2.618 |
117-245 |
4.250 |
117-180 |
|
|
Fisher Pivots for day following 24-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
118-050 |
118-080 |
PP |
118-047 |
118-067 |
S1 |
118-043 |
118-053 |
|