ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 30-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2014 |
30-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
119-012 |
119-042 |
0-030 |
0.1% |
119-045 |
| High |
119-057 |
119-045 |
-0-012 |
0.0% |
119-107 |
| Low |
118-315 |
118-195 |
-0-120 |
-0.3% |
118-307 |
| Close |
119-047 |
118-257 |
-0-110 |
-0.3% |
119-052 |
| Range |
0-062 |
0-170 |
0-108 |
174.2% |
0-120 |
| ATR |
0-085 |
0-091 |
0-006 |
7.4% |
0-000 |
| Volume |
666,111 |
1,141,650 |
475,539 |
71.4% |
2,698,072 |
|
| Daily Pivots for day following 30-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-142 |
120-050 |
119-030 |
|
| R3 |
119-292 |
119-200 |
118-304 |
|
| R2 |
119-122 |
119-122 |
118-288 |
|
| R1 |
119-030 |
119-030 |
118-273 |
118-311 |
| PP |
118-272 |
118-272 |
118-272 |
118-253 |
| S1 |
118-180 |
118-180 |
118-241 |
118-141 |
| S2 |
118-102 |
118-102 |
118-226 |
|
| S3 |
117-252 |
118-010 |
118-210 |
|
| S4 |
117-082 |
117-160 |
118-164 |
|
|
| 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 |
119-102 |
118-195 |
0-227 |
0.6% |
0-093 |
0.2% |
27% |
False |
True |
685,971 |
| 10 |
119-157 |
118-195 |
0-282 |
0.7% |
0-088 |
0.2% |
22% |
False |
True |
637,605 |
| 20 |
119-172 |
118-195 |
0-297 |
0.8% |
0-094 |
0.2% |
21% |
False |
True |
634,484 |
| 40 |
119-172 |
118-180 |
0-312 |
0.8% |
0-092 |
0.2% |
25% |
False |
False |
626,258 |
| 60 |
120-015 |
118-170 |
1-165 |
1.3% |
0-088 |
0.2% |
18% |
False |
False |
496,601 |
| 80 |
120-015 |
118-030 |
1-305 |
1.6% |
0-081 |
0.2% |
36% |
False |
False |
372,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-128 |
|
2.618 |
120-170 |
|
1.618 |
120-000 |
|
1.000 |
119-215 |
|
0.618 |
119-150 |
|
HIGH |
119-045 |
|
0.618 |
118-300 |
|
0.500 |
118-280 |
|
0.382 |
118-260 |
|
LOW |
118-195 |
|
0.618 |
118-090 |
|
1.000 |
118-025 |
|
1.618 |
117-240 |
|
2.618 |
117-070 |
|
4.250 |
116-112 |
|
|
| Fisher Pivots for day following 30-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-280 |
118-286 |
| PP |
118-272 |
118-276 |
| S1 |
118-265 |
118-267 |
|