ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 22-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2014 |
22-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
118-080 |
118-050 |
-0-030 |
-0.1% |
118-090 |
| High |
118-080 |
118-100 |
0-020 |
0.1% |
118-170 |
| Low |
118-050 |
118-050 |
0-000 |
0.0% |
118-020 |
| Close |
118-050 |
118-100 |
0-050 |
0.1% |
118-080 |
| Range |
0-030 |
0-050 |
0-020 |
66.7% |
0-150 |
| ATR |
0-000 |
0-063 |
0-063 |
|
0-000 |
| Volume |
5,124 |
5,108 |
-16 |
-0.3% |
3,186 |
|
| Daily Pivots for day following 22-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-233 |
118-217 |
118-128 |
|
| R3 |
118-183 |
118-167 |
118-114 |
|
| R2 |
118-133 |
118-133 |
118-109 |
|
| R1 |
118-117 |
118-117 |
118-105 |
118-125 |
| PP |
118-083 |
118-083 |
118-083 |
118-088 |
| S1 |
118-067 |
118-067 |
118-095 |
118-075 |
| S2 |
118-033 |
118-033 |
118-091 |
|
| S3 |
117-303 |
118-017 |
118-086 |
|
| S4 |
117-253 |
117-287 |
118-072 |
|
|
| 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 |
118-312 |
|
2.618 |
118-231 |
|
1.618 |
118-181 |
|
1.000 |
118-150 |
|
0.618 |
118-131 |
|
HIGH |
118-100 |
|
0.618 |
118-081 |
|
0.500 |
118-075 |
|
0.382 |
118-069 |
|
LOW |
118-050 |
|
0.618 |
118-019 |
|
1.000 |
118-000 |
|
1.618 |
117-289 |
|
2.618 |
117-239 |
|
4.250 |
117-158 |
|
|
| Fisher Pivots for day following 22-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-092 |
118-095 |
| PP |
118-083 |
118-090 |
| S1 |
118-075 |
118-085 |
|