ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 23-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2014 |
23-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
118-050 |
118-100 |
0-050 |
0.1% |
118-090 |
| High |
118-100 |
118-130 |
0-030 |
0.1% |
118-170 |
| Low |
118-050 |
118-100 |
0-050 |
0.1% |
118-020 |
| Close |
118-100 |
118-120 |
0-020 |
0.1% |
118-080 |
| Range |
0-050 |
0-030 |
-0-020 |
-40.0% |
0-150 |
| ATR |
0-063 |
0-061 |
-0-002 |
-3.7% |
0-000 |
| Volume |
5,108 |
1,803 |
-3,305 |
-64.7% |
3,186 |
|
| Daily Pivots for day following 23-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-207 |
118-193 |
118-136 |
|
| R3 |
118-177 |
118-163 |
118-128 |
|
| R2 |
118-147 |
118-147 |
118-126 |
|
| R1 |
118-133 |
118-133 |
118-123 |
118-140 |
| PP |
118-117 |
118-117 |
118-117 |
118-120 |
| S1 |
118-103 |
118-103 |
118-117 |
118-110 |
| S2 |
118-087 |
118-087 |
118-114 |
|
| S3 |
118-057 |
118-073 |
118-112 |
|
| S4 |
118-027 |
118-043 |
118-104 |
|
|
| 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 |
118-258 |
|
2.618 |
118-209 |
|
1.618 |
118-179 |
|
1.000 |
118-160 |
|
0.618 |
118-149 |
|
HIGH |
118-130 |
|
0.618 |
118-119 |
|
0.500 |
118-115 |
|
0.382 |
118-111 |
|
LOW |
118-100 |
|
0.618 |
118-081 |
|
1.000 |
118-070 |
|
1.618 |
118-051 |
|
2.618 |
118-021 |
|
4.250 |
117-292 |
|
|
| Fisher Pivots for day following 23-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-118 |
118-110 |
| PP |
118-117 |
118-100 |
| S1 |
118-115 |
118-090 |
|