ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 21-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2014 |
21-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
118-100 |
118-080 |
-0-020 |
-0.1% |
118-090 |
| High |
118-120 |
118-080 |
-0-040 |
-0.1% |
118-170 |
| Low |
118-080 |
118-050 |
-0-030 |
-0.1% |
118-020 |
| Close |
118-080 |
118-050 |
-0-030 |
-0.1% |
118-080 |
| Range |
0-040 |
0-030 |
-0-010 |
-25.0% |
0-150 |
| ATR |
|
|
|
|
|
| Volume |
881 |
5,124 |
4,243 |
481.6% |
3,186 |
|
| Daily Pivots for day following 21-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-150 |
118-130 |
118-066 |
|
| R3 |
118-120 |
118-100 |
118-058 |
|
| R2 |
118-090 |
118-090 |
118-056 |
|
| R1 |
118-070 |
118-070 |
118-053 |
118-065 |
| PP |
118-060 |
118-060 |
118-060 |
118-058 |
| S1 |
118-040 |
118-040 |
118-047 |
118-035 |
| S2 |
118-030 |
118-030 |
118-044 |
|
| S3 |
118-000 |
118-010 |
118-042 |
|
| S4 |
117-290 |
117-300 |
118-034 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-220 |
119-140 |
118-162 |
|
| R3 |
119-070 |
118-310 |
118-121 |
|
| R2 |
118-240 |
118-240 |
118-108 |
|
| R1 |
118-160 |
118-160 |
118-094 |
118-125 |
| PP |
118-090 |
118-090 |
118-090 |
118-072 |
| S1 |
118-010 |
118-010 |
118-066 |
117-295 |
| S2 |
117-260 |
117-260 |
118-052 |
|
| S3 |
117-110 |
117-180 |
118-039 |
|
| S4 |
116-280 |
117-030 |
117-318 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-208 |
|
2.618 |
118-159 |
|
1.618 |
118-129 |
|
1.000 |
118-110 |
|
0.618 |
118-099 |
|
HIGH |
118-080 |
|
0.618 |
118-069 |
|
0.500 |
118-065 |
|
0.382 |
118-061 |
|
LOW |
118-050 |
|
0.618 |
118-031 |
|
1.000 |
118-020 |
|
1.618 |
118-001 |
|
2.618 |
117-291 |
|
4.250 |
117-242 |
|
|
| Fisher Pivots for day following 21-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-065 |
118-110 |
| PP |
118-060 |
118-090 |
| S1 |
118-055 |
118-070 |
|