ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 17-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2014 |
17-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
119-030 |
119-020 |
-0-010 |
0.0% |
118-255 |
| High |
119-052 |
119-142 |
0-090 |
0.2% |
119-172 |
| Low |
118-310 |
119-017 |
0-027 |
0.1% |
118-220 |
| Close |
119-007 |
119-085 |
0-078 |
0.2% |
119-112 |
| Range |
0-062 |
0-125 |
0-063 |
101.6% |
0-272 |
| ATR |
0-092 |
0-095 |
0-003 |
3.4% |
0-000 |
| Volume |
489,318 |
841,700 |
352,382 |
72.0% |
3,206,983 |
|
| Daily Pivots for day following 17-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-136 |
120-076 |
119-154 |
|
| R3 |
120-011 |
119-271 |
119-119 |
|
| R2 |
119-206 |
119-206 |
119-108 |
|
| R1 |
119-146 |
119-146 |
119-096 |
119-176 |
| PP |
119-081 |
119-081 |
119-081 |
119-096 |
| S1 |
119-021 |
119-021 |
119-074 |
119-051 |
| S2 |
118-276 |
118-276 |
119-062 |
|
| S3 |
118-151 |
118-216 |
119-051 |
|
| S4 |
118-026 |
118-091 |
119-016 |
|
|
| 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 |
119-145 |
118-310 |
0-155 |
0.4% |
0-089 |
0.2% |
61% |
False |
False |
590,621 |
| 10 |
119-172 |
118-207 |
0-285 |
0.7% |
0-102 |
0.3% |
69% |
False |
False |
648,361 |
| 20 |
119-172 |
118-207 |
0-285 |
0.7% |
0-091 |
0.2% |
69% |
False |
False |
609,541 |
| 40 |
120-015 |
118-180 |
1-155 |
1.2% |
0-092 |
0.2% |
47% |
False |
False |
603,648 |
| 60 |
120-015 |
118-050 |
1-285 |
1.6% |
0-086 |
0.2% |
59% |
False |
False |
404,874 |
| 80 |
120-015 |
117-250 |
2-085 |
1.9% |
0-073 |
0.2% |
66% |
False |
False |
303,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-033 |
|
2.618 |
120-149 |
|
1.618 |
120-024 |
|
1.000 |
119-267 |
|
0.618 |
119-219 |
|
HIGH |
119-142 |
|
0.618 |
119-094 |
|
0.500 |
119-080 |
|
0.382 |
119-065 |
|
LOW |
119-017 |
|
0.618 |
118-260 |
|
1.000 |
118-212 |
|
1.618 |
118-135 |
|
2.618 |
118-010 |
|
4.250 |
117-126 |
|
|
| Fisher Pivots for day following 17-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-083 |
119-079 |
| PP |
119-081 |
119-072 |
| S1 |
119-080 |
119-066 |
|