ECBOT 5 Year T-Note Future December 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 |
118-070 |
118-030 |
-0-040 |
-0.1% |
118-080 |
| High |
118-070 |
118-080 |
0-010 |
0.0% |
118-130 |
| Low |
118-030 |
118-030 |
0-000 |
0.0% |
118-030 |
| Close |
118-040 |
118-080 |
0-040 |
0.1% |
118-080 |
| Range |
0-040 |
0-050 |
0-010 |
25.0% |
0-100 |
| ATR |
0-063 |
0-062 |
-0-001 |
-1.4% |
0-000 |
| Volume |
1,187 |
2,132 |
945 |
79.6% |
15,354 |
|
| Daily Pivots for day following 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-213 |
118-197 |
118-108 |
|
| R3 |
118-163 |
118-147 |
118-094 |
|
| R2 |
118-113 |
118-113 |
118-089 |
|
| R1 |
118-097 |
118-097 |
118-085 |
118-105 |
| PP |
118-063 |
118-063 |
118-063 |
118-068 |
| S1 |
118-047 |
118-047 |
118-075 |
118-055 |
| S2 |
118-013 |
118-013 |
118-071 |
|
| S3 |
117-283 |
117-317 |
118-066 |
|
| S4 |
117-233 |
117-267 |
118-052 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-060 |
119-010 |
118-135 |
|
| R3 |
118-280 |
118-230 |
118-108 |
|
| R2 |
118-180 |
118-180 |
118-098 |
|
| R1 |
118-130 |
118-130 |
118-089 |
118-130 |
| PP |
118-080 |
118-080 |
118-080 |
118-080 |
| S1 |
118-030 |
118-030 |
118-071 |
118-030 |
| S2 |
117-300 |
117-300 |
118-062 |
|
| S3 |
117-200 |
117-250 |
118-052 |
|
| S4 |
117-100 |
117-150 |
118-025 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-292 |
|
2.618 |
118-211 |
|
1.618 |
118-161 |
|
1.000 |
118-130 |
|
0.618 |
118-111 |
|
HIGH |
118-080 |
|
0.618 |
118-061 |
|
0.500 |
118-055 |
|
0.382 |
118-049 |
|
LOW |
118-030 |
|
0.618 |
117-319 |
|
1.000 |
117-300 |
|
1.618 |
117-269 |
|
2.618 |
117-219 |
|
4.250 |
117-138 |
|
|
| Fisher Pivots for day following 25-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-072 |
118-080 |
| PP |
118-063 |
118-080 |
| S1 |
118-055 |
118-080 |
|