ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 08-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2014 |
08-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
118-255 |
118-277 |
0-022 |
0.1% |
119-127 |
| High |
118-282 |
119-045 |
0-083 |
0.2% |
119-150 |
| Low |
118-220 |
118-262 |
0-042 |
0.1% |
118-207 |
| Close |
118-277 |
119-015 |
0-058 |
0.2% |
118-275 |
| Range |
0-062 |
0-103 |
0-041 |
66.1% |
0-263 |
| ATR |
0-089 |
0-090 |
0-001 |
1.1% |
0-000 |
| Volume |
393,343 |
590,399 |
197,056 |
50.1% |
2,396,682 |
|
| Daily Pivots for day following 08-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-310 |
119-265 |
119-072 |
|
| R3 |
119-207 |
119-162 |
119-043 |
|
| R2 |
119-104 |
119-104 |
119-034 |
|
| R1 |
119-059 |
119-059 |
119-024 |
119-082 |
| PP |
119-001 |
119-001 |
119-001 |
119-012 |
| S1 |
118-276 |
118-276 |
119-006 |
118-298 |
| S2 |
118-218 |
118-218 |
118-316 |
|
| S3 |
118-115 |
118-173 |
118-307 |
|
| S4 |
118-012 |
118-070 |
118-278 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-146 |
120-314 |
119-100 |
|
| R3 |
120-203 |
120-051 |
119-027 |
|
| R2 |
119-260 |
119-260 |
119-003 |
|
| R1 |
119-108 |
119-108 |
118-299 |
119-052 |
| PP |
118-317 |
118-317 |
118-317 |
118-290 |
| S1 |
118-165 |
118-165 |
118-251 |
118-110 |
| S2 |
118-054 |
118-054 |
118-227 |
|
| S3 |
117-111 |
117-222 |
118-203 |
|
| S4 |
116-168 |
116-279 |
118-130 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-147 |
118-207 |
0-260 |
0.7% |
0-095 |
0.2% |
49% |
False |
False |
573,550 |
| 10 |
119-157 |
118-207 |
0-270 |
0.7% |
0-086 |
0.2% |
47% |
False |
False |
581,189 |
| 20 |
119-157 |
118-180 |
0-297 |
0.8% |
0-090 |
0.2% |
52% |
False |
False |
605,200 |
| 40 |
120-015 |
118-180 |
1-155 |
1.2% |
0-089 |
0.2% |
33% |
False |
False |
487,547 |
| 60 |
120-015 |
118-030 |
1-305 |
1.6% |
0-081 |
0.2% |
49% |
False |
False |
325,941 |
| 80 |
120-015 |
117-250 |
2-085 |
1.9% |
0-065 |
0.2% |
56% |
False |
False |
244,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-163 |
|
2.618 |
119-315 |
|
1.618 |
119-212 |
|
1.000 |
119-148 |
|
0.618 |
119-109 |
|
HIGH |
119-045 |
|
0.618 |
119-006 |
|
0.500 |
118-314 |
|
0.382 |
118-301 |
|
LOW |
118-262 |
|
0.618 |
118-198 |
|
1.000 |
118-159 |
|
1.618 |
118-095 |
|
2.618 |
117-312 |
|
4.250 |
117-144 |
|
|
| Fisher Pivots for day following 08-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-008 |
118-319 |
| PP |
119-001 |
118-302 |
| S1 |
118-314 |
118-286 |
|