ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 31-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2014 |
31-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
118-080 |
117-280 |
-0-120 |
-0.3% |
118-080 |
| High |
118-080 |
117-300 |
-0-100 |
-0.3% |
118-130 |
| Low |
117-230 |
117-230 |
0-000 |
0.0% |
118-030 |
| Close |
117-280 |
117-290 |
0-010 |
0.0% |
118-080 |
| Range |
0-170 |
0-070 |
-0-100 |
-58.8% |
0-100 |
| ATR |
0-068 |
0-068 |
0-000 |
0.2% |
0-000 |
| Volume |
549 |
2,669 |
2,120 |
386.2% |
15,354 |
|
| Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-163 |
118-137 |
118-008 |
|
| R3 |
118-093 |
118-067 |
117-309 |
|
| R2 |
118-023 |
118-023 |
117-303 |
|
| R1 |
117-317 |
117-317 |
117-296 |
118-010 |
| PP |
117-273 |
117-273 |
117-273 |
117-280 |
| S1 |
117-247 |
117-247 |
117-284 |
117-260 |
| S2 |
117-203 |
117-203 |
117-277 |
|
| S3 |
117-133 |
117-177 |
117-271 |
|
| S4 |
117-063 |
117-107 |
117-252 |
|
|
| 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 |
118-278 |
|
2.618 |
118-163 |
|
1.618 |
118-093 |
|
1.000 |
118-050 |
|
0.618 |
118-023 |
|
HIGH |
117-300 |
|
0.618 |
117-273 |
|
0.500 |
117-265 |
|
0.382 |
117-257 |
|
LOW |
117-230 |
|
0.618 |
117-187 |
|
1.000 |
117-160 |
|
1.618 |
117-117 |
|
2.618 |
117-047 |
|
4.250 |
116-252 |
|
|
| Fisher Pivots for day following 31-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
117-282 |
117-315 |
| PP |
117-273 |
117-307 |
| S1 |
117-265 |
117-298 |
|