ECBOT 5 Year T-Note Future December 2014
Trading Metrics calculated at close of trading on 04-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2014 |
04-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
117-270 |
118-130 |
0-180 |
0.5% |
118-060 |
High |
118-150 |
118-180 |
0-030 |
0.1% |
118-150 |
Low |
117-270 |
118-110 |
0-160 |
0.4% |
117-230 |
Close |
118-120 |
118-150 |
0-030 |
0.1% |
118-120 |
Range |
0-200 |
0-070 |
-0-130 |
-65.0% |
0-240 |
ATR |
0-077 |
0-077 |
-0-001 |
-0.7% |
0-000 |
Volume |
4,042 |
2,382 |
-1,660 |
-41.1% |
13,971 |
|
Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-037 |
119-003 |
118-188 |
|
R3 |
118-287 |
118-253 |
118-169 |
|
R2 |
118-217 |
118-217 |
118-163 |
|
R1 |
118-183 |
118-183 |
118-156 |
118-200 |
PP |
118-147 |
118-147 |
118-147 |
118-155 |
S1 |
118-113 |
118-113 |
118-144 |
118-130 |
S2 |
118-077 |
118-077 |
118-137 |
|
S3 |
118-007 |
118-043 |
118-131 |
|
S4 |
117-257 |
117-293 |
118-112 |
|
|
Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-140 |
120-050 |
118-252 |
|
R3 |
119-220 |
119-130 |
118-186 |
|
R2 |
118-300 |
118-300 |
118-164 |
|
R1 |
118-210 |
118-210 |
118-142 |
118-255 |
PP |
118-060 |
118-060 |
118-060 |
118-082 |
S1 |
117-290 |
117-290 |
118-098 |
118-015 |
S2 |
117-140 |
117-140 |
118-076 |
|
S3 |
116-220 |
117-050 |
118-054 |
|
S4 |
115-300 |
116-130 |
117-308 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-158 |
2.618 |
119-043 |
1.618 |
118-293 |
1.000 |
118-250 |
0.618 |
118-223 |
HIGH |
118-180 |
0.618 |
118-153 |
0.500 |
118-145 |
0.382 |
118-137 |
LOW |
118-110 |
0.618 |
118-067 |
1.000 |
118-040 |
1.618 |
117-317 |
2.618 |
117-247 |
4.250 |
117-132 |
|
|
Fisher Pivots for day following 04-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
118-148 |
118-115 |
PP |
118-147 |
118-080 |
S1 |
118-145 |
118-045 |
|