ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 29-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2014 |
29-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
118-060 |
118-040 |
-0-020 |
-0.1% |
118-080 |
| High |
118-080 |
118-080 |
0-000 |
0.0% |
118-130 |
| Low |
118-020 |
118-040 |
0-020 |
0.1% |
118-030 |
| Close |
118-040 |
118-070 |
0-030 |
0.1% |
118-080 |
| Range |
0-060 |
0-040 |
-0-020 |
-33.3% |
0-100 |
| ATR |
0-062 |
0-060 |
-0-002 |
-2.5% |
0-000 |
| Volume |
3,179 |
3,532 |
353 |
11.1% |
15,354 |
|
| Daily Pivots for day following 29-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-183 |
118-167 |
118-092 |
|
| R3 |
118-143 |
118-127 |
118-081 |
|
| R2 |
118-103 |
118-103 |
118-077 |
|
| R1 |
118-087 |
118-087 |
118-074 |
118-095 |
| PP |
118-063 |
118-063 |
118-063 |
118-068 |
| S1 |
118-047 |
118-047 |
118-066 |
118-055 |
| S2 |
118-023 |
118-023 |
118-063 |
|
| S3 |
117-303 |
118-007 |
118-059 |
|
| S4 |
117-263 |
117-287 |
118-048 |
|
|
| 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 |
118-250 |
|
2.618 |
118-185 |
|
1.618 |
118-145 |
|
1.000 |
118-120 |
|
0.618 |
118-105 |
|
HIGH |
118-080 |
|
0.618 |
118-065 |
|
0.500 |
118-060 |
|
0.382 |
118-055 |
|
LOW |
118-040 |
|
0.618 |
118-015 |
|
1.000 |
118-000 |
|
1.618 |
117-295 |
|
2.618 |
117-255 |
|
4.250 |
117-190 |
|
|
| Fisher Pivots for day following 29-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-067 |
118-063 |
| PP |
118-063 |
118-057 |
| S1 |
118-060 |
118-050 |
|