ECBOT 5 Year T-Note Future December 2014
Trading Metrics calculated at close of trading on 12-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2014 |
12-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
118-200 |
118-210 |
0-010 |
0.0% |
118-130 |
High |
118-230 |
118-240 |
0-010 |
0.0% |
119-030 |
Low |
118-180 |
118-210 |
0-030 |
0.1% |
118-100 |
Close |
118-220 |
118-230 |
0-010 |
0.0% |
118-230 |
Range |
0-050 |
0-030 |
-0-020 |
-40.0% |
0-250 |
ATR |
0-079 |
0-075 |
-0-003 |
-4.4% |
0-000 |
Volume |
10,150 |
4,272 |
-5,878 |
-57.9% |
20,181 |
|
Daily Pivots for day following 12-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-317 |
118-303 |
118-246 |
|
R3 |
118-287 |
118-273 |
118-238 |
|
R2 |
118-257 |
118-257 |
118-236 |
|
R1 |
118-243 |
118-243 |
118-233 |
118-250 |
PP |
118-227 |
118-227 |
118-227 |
118-230 |
S1 |
118-213 |
118-213 |
118-227 |
118-220 |
S2 |
118-197 |
118-197 |
118-224 |
|
S3 |
118-167 |
118-183 |
118-222 |
|
S4 |
118-137 |
118-153 |
118-214 |
|
|
Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-017 |
120-213 |
119-048 |
|
R3 |
120-087 |
119-283 |
118-299 |
|
R2 |
119-157 |
119-157 |
118-276 |
|
R1 |
119-033 |
119-033 |
118-253 |
119-095 |
PP |
118-227 |
118-227 |
118-227 |
118-258 |
S1 |
118-103 |
118-103 |
118-207 |
118-165 |
S2 |
117-297 |
117-297 |
118-184 |
|
S3 |
117-047 |
117-173 |
118-161 |
|
S4 |
116-117 |
116-243 |
118-092 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-048 |
2.618 |
118-319 |
1.618 |
118-289 |
1.000 |
118-270 |
0.618 |
118-259 |
HIGH |
118-240 |
0.618 |
118-229 |
0.500 |
118-225 |
0.382 |
118-221 |
LOW |
118-210 |
0.618 |
118-191 |
1.000 |
118-180 |
1.618 |
118-161 |
2.618 |
118-131 |
4.250 |
118-082 |
|
|
Fisher Pivots for day following 12-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
118-228 |
118-265 |
PP |
118-227 |
118-253 |
S1 |
118-225 |
118-242 |
|