ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 28-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2014 |
28-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
118-030 |
118-060 |
0-030 |
0.1% |
118-080 |
| High |
118-080 |
118-080 |
0-000 |
0.0% |
118-130 |
| Low |
118-030 |
118-020 |
-0-010 |
0.0% |
118-030 |
| Close |
118-080 |
118-040 |
-0-040 |
-0.1% |
118-080 |
| Range |
0-050 |
0-060 |
0-010 |
20.0% |
0-100 |
| ATR |
0-062 |
0-062 |
0-000 |
-0.2% |
0-000 |
| Volume |
2,132 |
3,179 |
1,047 |
49.1% |
15,354 |
|
| Daily Pivots for day following 28-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-227 |
118-193 |
118-073 |
|
| R3 |
118-167 |
118-133 |
118-056 |
|
| R2 |
118-107 |
118-107 |
118-051 |
|
| R1 |
118-073 |
118-073 |
118-046 |
118-060 |
| PP |
118-047 |
118-047 |
118-047 |
118-040 |
| S1 |
118-013 |
118-013 |
118-034 |
118-000 |
| S2 |
117-307 |
117-307 |
118-029 |
|
| S3 |
117-247 |
117-273 |
118-024 |
|
| S4 |
117-187 |
117-213 |
118-007 |
|
|
| 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 |
119-015 |
|
2.618 |
118-237 |
|
1.618 |
118-177 |
|
1.000 |
118-140 |
|
0.618 |
118-117 |
|
HIGH |
118-080 |
|
0.618 |
118-057 |
|
0.500 |
118-050 |
|
0.382 |
118-043 |
|
LOW |
118-020 |
|
0.618 |
117-303 |
|
1.000 |
117-280 |
|
1.618 |
117-243 |
|
2.618 |
117-183 |
|
4.250 |
117-085 |
|
|
| Fisher Pivots for day following 28-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-050 |
118-050 |
| PP |
118-047 |
118-047 |
| S1 |
118-043 |
118-043 |
|