ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 27-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2014 |
27-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
118-162 |
118-182 |
0-020 |
0.1% |
119-010 |
| High |
118-205 |
118-235 |
0-030 |
0.1% |
119-040 |
| Low |
118-157 |
118-177 |
0-020 |
0.1% |
118-130 |
| Close |
118-182 |
118-220 |
0-038 |
0.1% |
118-170 |
| Range |
0-048 |
0-058 |
0-010 |
20.8% |
0-230 |
| ATR |
0-078 |
0-077 |
-0-001 |
-1.9% |
0-000 |
| Volume |
996,396 |
1,170,847 |
174,451 |
17.5% |
176,957 |
|
| Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-065 |
119-040 |
118-252 |
|
| R3 |
119-007 |
118-302 |
118-236 |
|
| R2 |
118-269 |
118-269 |
118-231 |
|
| R1 |
118-244 |
118-244 |
118-225 |
118-256 |
| PP |
118-211 |
118-211 |
118-211 |
118-217 |
| S1 |
118-186 |
118-186 |
118-215 |
118-198 |
| S2 |
118-153 |
118-153 |
118-209 |
|
| S3 |
118-095 |
118-128 |
118-204 |
|
| S4 |
118-037 |
118-070 |
118-188 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-270 |
120-130 |
118-296 |
|
| R3 |
120-040 |
119-220 |
118-233 |
|
| R2 |
119-130 |
119-130 |
118-212 |
|
| R1 |
118-310 |
118-310 |
118-191 |
118-265 |
| PP |
118-220 |
118-220 |
118-220 |
118-198 |
| S1 |
118-080 |
118-080 |
118-149 |
118-035 |
| S2 |
117-310 |
117-310 |
118-128 |
|
| S3 |
117-080 |
117-170 |
118-107 |
|
| S4 |
116-170 |
116-260 |
118-044 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-162 |
|
2.618 |
119-067 |
|
1.618 |
119-009 |
|
1.000 |
118-293 |
|
0.618 |
118-271 |
|
HIGH |
118-235 |
|
0.618 |
118-213 |
|
0.500 |
118-206 |
|
0.382 |
118-199 |
|
LOW |
118-177 |
|
0.618 |
118-141 |
|
1.000 |
118-119 |
|
1.618 |
118-083 |
|
2.618 |
118-025 |
|
4.250 |
117-250 |
|
|
| Fisher Pivots for day following 27-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-215 |
118-209 |
| PP |
118-211 |
118-198 |
| S1 |
118-206 |
118-188 |
|