ECBOT 5 Year T-Note Future December 2014
Trading Metrics calculated at close of trading on 29-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2014 |
29-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
118-227 |
118-262 |
0-035 |
0.1% |
118-170 |
High |
118-275 |
118-280 |
0-005 |
0.0% |
118-280 |
Low |
118-220 |
118-230 |
0-010 |
0.0% |
118-140 |
Close |
118-257 |
118-267 |
0-010 |
0.0% |
118-267 |
Range |
0-055 |
0-050 |
-0-005 |
-9.1% |
0-140 |
ATR |
0-075 |
0-074 |
-0-002 |
-2.4% |
0-000 |
Volume |
712,267 |
667,459 |
-44,808 |
-6.3% |
3,660,927 |
|
Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-089 |
119-068 |
118-294 |
|
R3 |
119-039 |
119-018 |
118-281 |
|
R2 |
118-309 |
118-309 |
118-276 |
|
R1 |
118-288 |
118-288 |
118-272 |
118-298 |
PP |
118-259 |
118-259 |
118-259 |
118-264 |
S1 |
118-238 |
118-238 |
118-262 |
118-248 |
S2 |
118-209 |
118-209 |
118-258 |
|
S3 |
118-159 |
118-188 |
118-253 |
|
S4 |
118-109 |
118-138 |
118-240 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-009 |
119-278 |
119-024 |
|
R3 |
119-189 |
119-138 |
118-306 |
|
R2 |
119-049 |
119-049 |
118-293 |
|
R1 |
118-318 |
118-318 |
118-280 |
119-024 |
PP |
118-229 |
118-229 |
118-229 |
118-242 |
S1 |
118-178 |
118-178 |
118-254 |
118-204 |
S2 |
118-089 |
118-089 |
118-241 |
|
S3 |
117-269 |
118-038 |
118-228 |
|
S4 |
117-129 |
117-218 |
118-190 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-172 |
2.618 |
119-091 |
1.618 |
119-041 |
1.000 |
119-010 |
0.618 |
118-311 |
HIGH |
118-280 |
0.618 |
118-261 |
0.500 |
118-255 |
0.382 |
118-249 |
LOW |
118-230 |
0.618 |
118-199 |
1.000 |
118-180 |
1.618 |
118-149 |
2.618 |
118-099 |
4.250 |
118-018 |
|
|
Fisher Pivots for day following 29-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
118-263 |
118-254 |
PP |
118-259 |
118-241 |
S1 |
118-255 |
118-228 |
|