ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 25-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2014 |
25-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
119-097 |
119-022 |
-0-075 |
-0.2% |
119-045 |
| High |
119-102 |
119-060 |
-0-042 |
-0.1% |
119-107 |
| Low |
118-315 |
118-307 |
-0-008 |
0.0% |
118-307 |
| Close |
119-015 |
119-052 |
0-037 |
0.1% |
119-052 |
| Range |
0-107 |
0-073 |
-0-034 |
-31.8% |
0-120 |
| ATR |
0-090 |
0-089 |
-0-001 |
-1.4% |
0-000 |
| Volume |
628,250 |
533,246 |
-95,004 |
-15.1% |
2,698,072 |
|
| Daily Pivots for day following 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-252 |
119-225 |
119-092 |
|
| R3 |
119-179 |
119-152 |
119-072 |
|
| R2 |
119-106 |
119-106 |
119-065 |
|
| R1 |
119-079 |
119-079 |
119-059 |
119-092 |
| PP |
119-033 |
119-033 |
119-033 |
119-040 |
| S1 |
119-006 |
119-006 |
119-045 |
119-020 |
| S2 |
118-280 |
118-280 |
119-039 |
|
| S3 |
118-207 |
118-253 |
119-032 |
|
| S4 |
118-134 |
118-180 |
119-012 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-089 |
120-030 |
119-118 |
|
| R3 |
119-289 |
119-230 |
119-085 |
|
| R2 |
119-169 |
119-169 |
119-074 |
|
| R1 |
119-110 |
119-110 |
119-063 |
119-140 |
| PP |
119-049 |
119-049 |
119-049 |
119-063 |
| S1 |
118-310 |
118-310 |
119-041 |
119-020 |
| S2 |
118-249 |
118-249 |
119-030 |
|
| S3 |
118-129 |
118-190 |
119-019 |
|
| S4 |
118-009 |
118-070 |
118-306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-107 |
118-307 |
0-120 |
0.3% |
0-072 |
0.2% |
54% |
False |
True |
539,614 |
| 10 |
119-157 |
118-307 |
0-170 |
0.4% |
0-084 |
0.2% |
38% |
False |
True |
578,257 |
| 20 |
119-172 |
118-207 |
0-285 |
0.7% |
0-088 |
0.2% |
58% |
False |
False |
592,934 |
| 40 |
119-255 |
118-180 |
1-075 |
1.0% |
0-091 |
0.2% |
49% |
False |
False |
620,162 |
| 60 |
120-015 |
118-060 |
1-275 |
1.6% |
0-089 |
0.2% |
52% |
False |
False |
458,965 |
| 80 |
120-015 |
117-250 |
2-085 |
1.9% |
0-079 |
0.2% |
61% |
False |
False |
344,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-050 |
|
2.618 |
119-251 |
|
1.618 |
119-178 |
|
1.000 |
119-133 |
|
0.618 |
119-105 |
|
HIGH |
119-060 |
|
0.618 |
119-032 |
|
0.500 |
119-024 |
|
0.382 |
119-015 |
|
LOW |
118-307 |
|
0.618 |
118-262 |
|
1.000 |
118-234 |
|
1.618 |
118-189 |
|
2.618 |
118-116 |
|
4.250 |
117-317 |
|
|
| Fisher Pivots for day following 25-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-042 |
119-050 |
| PP |
119-033 |
119-049 |
| S1 |
119-024 |
119-047 |
|