ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 30-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2014 |
30-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
118-040 |
118-080 |
0-040 |
0.1% |
118-080 |
| High |
118-080 |
118-080 |
0-000 |
0.0% |
118-130 |
| Low |
118-040 |
117-230 |
-0-130 |
-0.3% |
118-030 |
| Close |
118-070 |
117-280 |
-0-110 |
-0.3% |
118-080 |
| Range |
0-040 |
0-170 |
0-130 |
325.0% |
0-100 |
| ATR |
0-060 |
0-068 |
0-008 |
13.1% |
0-000 |
| Volume |
3,532 |
549 |
-2,983 |
-84.5% |
15,354 |
|
| Daily Pivots for day following 30-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-173 |
119-077 |
118-054 |
|
| R3 |
119-003 |
118-227 |
118-007 |
|
| R2 |
118-153 |
118-153 |
117-311 |
|
| R1 |
118-057 |
118-057 |
117-296 |
118-020 |
| PP |
117-303 |
117-303 |
117-303 |
117-285 |
| S1 |
117-207 |
117-207 |
117-264 |
117-170 |
| S2 |
117-133 |
117-133 |
117-249 |
|
| S3 |
116-283 |
117-037 |
117-233 |
|
| S4 |
116-113 |
116-187 |
117-186 |
|
|
| 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 |
120-162 |
|
2.618 |
119-205 |
|
1.618 |
119-035 |
|
1.000 |
118-250 |
|
0.618 |
118-185 |
|
HIGH |
118-080 |
|
0.618 |
118-015 |
|
0.500 |
117-315 |
|
0.382 |
117-295 |
|
LOW |
117-230 |
|
0.618 |
117-125 |
|
1.000 |
117-060 |
|
1.618 |
116-275 |
|
2.618 |
116-105 |
|
4.250 |
115-148 |
|
|
| Fisher Pivots for day following 30-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
117-315 |
117-315 |
| PP |
117-303 |
117-303 |
| S1 |
117-292 |
117-292 |
|