ECBOT 5 Year T-Note Future December 2014
Trading Metrics calculated at close of trading on 19-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2014 |
19-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
119-010 |
118-300 |
-0-030 |
-0.1% |
118-200 |
High |
119-020 |
119-040 |
0-020 |
0.1% |
119-120 |
Low |
118-300 |
118-300 |
0-000 |
0.0% |
118-180 |
Close |
119-000 |
118-300 |
-0-020 |
-0.1% |
119-040 |
Range |
0-040 |
0-060 |
0-020 |
50.0% |
0-260 |
ATR |
0-080 |
0-079 |
-0-001 |
-1.8% |
0-000 |
Volume |
15,128 |
9,109 |
-6,019 |
-39.8% |
36,893 |
|
Daily Pivots for day following 19-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-180 |
119-140 |
119-013 |
|
R3 |
119-120 |
119-080 |
118-316 |
|
R2 |
119-060 |
119-060 |
118-311 |
|
R1 |
119-020 |
119-020 |
118-306 |
119-010 |
PP |
119-000 |
119-000 |
119-000 |
118-315 |
S1 |
118-280 |
118-280 |
118-294 |
118-270 |
S2 |
118-260 |
118-260 |
118-289 |
|
S3 |
118-200 |
118-220 |
118-284 |
|
S4 |
118-140 |
118-160 |
118-267 |
|
|
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 |
119-295 |
2.618 |
119-197 |
1.618 |
119-137 |
1.000 |
119-100 |
0.618 |
119-077 |
HIGH |
119-040 |
0.618 |
119-017 |
0.500 |
119-010 |
0.382 |
119-003 |
LOW |
118-300 |
0.618 |
118-263 |
1.000 |
118-240 |
1.618 |
118-203 |
2.618 |
118-143 |
4.250 |
118-045 |
|
|
Fisher Pivots for day following 19-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
119-010 |
119-045 |
PP |
119-000 |
119-023 |
S1 |
118-310 |
119-002 |
|