ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 18-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2014 |
18-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
118-290 |
119-010 |
0-040 |
0.1% |
118-200 |
| High |
119-120 |
119-020 |
-0-100 |
-0.3% |
119-120 |
| Low |
118-290 |
118-300 |
0-010 |
0.0% |
118-180 |
| Close |
119-040 |
119-000 |
-0-040 |
-0.1% |
119-040 |
| Range |
0-150 |
0-040 |
-0-110 |
-73.3% |
0-260 |
| ATR |
0-082 |
0-080 |
-0-002 |
-1.9% |
0-000 |
| Volume |
8,605 |
15,128 |
6,523 |
75.8% |
36,893 |
|
| Daily Pivots for day following 18-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-120 |
119-100 |
119-022 |
|
| R3 |
119-080 |
119-060 |
119-011 |
|
| R2 |
119-040 |
119-040 |
119-007 |
|
| R1 |
119-020 |
119-020 |
119-004 |
119-010 |
| PP |
119-000 |
119-000 |
119-000 |
118-315 |
| S1 |
118-300 |
118-300 |
118-316 |
118-290 |
| S2 |
118-280 |
118-280 |
118-313 |
|
| S3 |
118-240 |
118-260 |
118-309 |
|
| S4 |
118-200 |
118-220 |
118-298 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-147 |
121-033 |
119-183 |
|
| R3 |
120-207 |
120-093 |
119-112 |
|
| R2 |
119-267 |
119-267 |
119-088 |
|
| R1 |
119-153 |
119-153 |
119-064 |
119-210 |
| PP |
119-007 |
119-007 |
119-007 |
119-035 |
| S1 |
118-213 |
118-213 |
119-016 |
118-270 |
| S2 |
118-067 |
118-067 |
118-312 |
|
| S3 |
117-127 |
117-273 |
118-288 |
|
| S4 |
116-187 |
117-013 |
118-217 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-190 |
|
2.618 |
119-125 |
|
1.618 |
119-085 |
|
1.000 |
119-060 |
|
0.618 |
119-045 |
|
HIGH |
119-020 |
|
0.618 |
119-005 |
|
0.500 |
119-000 |
|
0.382 |
118-315 |
|
LOW |
118-300 |
|
0.618 |
118-275 |
|
1.000 |
118-260 |
|
1.618 |
118-235 |
|
2.618 |
118-195 |
|
4.250 |
118-130 |
|
|
| Fisher Pivots for day following 18-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-000 |
119-040 |
| PP |
119-000 |
119-027 |
| S1 |
119-000 |
119-013 |
|