ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 15-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2014 |
15-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
119-115 |
119-065 |
-0-050 |
-0.1% |
118-255 |
| High |
119-117 |
119-122 |
0-005 |
0.0% |
119-172 |
| Low |
119-052 |
119-005 |
-0-047 |
-0.1% |
118-220 |
| Close |
119-060 |
119-025 |
-0-035 |
-0.1% |
119-112 |
| Range |
0-065 |
0-117 |
0-052 |
80.0% |
0-272 |
| ATR |
0-092 |
0-094 |
0-002 |
1.9% |
0-000 |
| Volume |
320,445 |
865,120 |
544,675 |
170.0% |
3,206,983 |
|
| Daily Pivots for day following 15-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-082 |
120-010 |
119-089 |
|
| R3 |
119-285 |
119-213 |
119-057 |
|
| R2 |
119-168 |
119-168 |
119-046 |
|
| R1 |
119-096 |
119-096 |
119-036 |
119-074 |
| PP |
119-051 |
119-051 |
119-051 |
119-039 |
| S1 |
118-299 |
118-299 |
119-014 |
118-276 |
| S2 |
118-254 |
118-254 |
119-004 |
|
| S3 |
118-137 |
118-182 |
118-313 |
|
| S4 |
118-020 |
118-065 |
118-281 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-237 |
121-127 |
119-262 |
|
| R3 |
120-285 |
120-175 |
119-187 |
|
| R2 |
120-013 |
120-013 |
119-162 |
|
| R1 |
119-223 |
119-223 |
119-137 |
119-278 |
| PP |
119-061 |
119-061 |
119-061 |
119-089 |
| S1 |
118-271 |
118-271 |
119-087 |
119-006 |
| S2 |
118-109 |
118-109 |
119-062 |
|
| S3 |
117-157 |
117-319 |
119-037 |
|
| S4 |
116-205 |
117-047 |
118-282 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-172 |
118-245 |
0-247 |
0.6% |
0-104 |
0.3% |
40% |
False |
False |
681,761 |
| 10 |
119-172 |
118-207 |
0-285 |
0.7% |
0-100 |
0.3% |
48% |
False |
False |
627,655 |
| 20 |
119-172 |
118-180 |
0-312 |
0.8% |
0-095 |
0.2% |
53% |
False |
False |
628,427 |
| 40 |
120-015 |
118-180 |
1-155 |
1.2% |
0-091 |
0.2% |
35% |
False |
False |
571,188 |
| 60 |
120-015 |
118-030 |
1-305 |
1.6% |
0-083 |
0.2% |
50% |
False |
False |
382,693 |
| 80 |
120-015 |
117-250 |
2-085 |
1.9% |
0-071 |
0.2% |
57% |
False |
False |
287,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-299 |
|
2.618 |
120-108 |
|
1.618 |
119-311 |
|
1.000 |
119-239 |
|
0.618 |
119-194 |
|
HIGH |
119-122 |
|
0.618 |
119-077 |
|
0.500 |
119-064 |
|
0.382 |
119-050 |
|
LOW |
119-005 |
|
0.618 |
118-253 |
|
1.000 |
118-208 |
|
1.618 |
118-136 |
|
2.618 |
118-019 |
|
4.250 |
117-148 |
|
|
| Fisher Pivots for day following 15-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-064 |
119-075 |
| PP |
119-051 |
119-058 |
| S1 |
119-038 |
119-042 |
|