ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 05-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2014 |
05-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
118-130 |
118-160 |
0-030 |
0.1% |
118-060 |
| High |
118-180 |
118-170 |
-0-010 |
0.0% |
118-150 |
| Low |
118-110 |
118-100 |
-0-010 |
0.0% |
117-230 |
| Close |
118-150 |
118-140 |
-0-010 |
0.0% |
118-120 |
| Range |
0-070 |
0-070 |
0-000 |
0.0% |
0-240 |
| ATR |
0-077 |
0-076 |
0-000 |
-0.6% |
0-000 |
| Volume |
2,382 |
3,908 |
1,526 |
64.1% |
13,971 |
|
| Daily Pivots for day following 05-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-027 |
118-313 |
118-178 |
|
| R3 |
118-277 |
118-243 |
118-159 |
|
| R2 |
118-207 |
118-207 |
118-153 |
|
| R1 |
118-173 |
118-173 |
118-146 |
118-155 |
| PP |
118-137 |
118-137 |
118-137 |
118-128 |
| S1 |
118-103 |
118-103 |
118-134 |
118-085 |
| S2 |
118-067 |
118-067 |
118-127 |
|
| S3 |
117-317 |
118-033 |
118-121 |
|
| S4 |
117-247 |
117-283 |
118-102 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-140 |
120-050 |
118-252 |
|
| R3 |
119-220 |
119-130 |
118-186 |
|
| R2 |
118-300 |
118-300 |
118-164 |
|
| R1 |
118-210 |
118-210 |
118-142 |
118-255 |
| PP |
118-060 |
118-060 |
118-060 |
118-082 |
| S1 |
117-290 |
117-290 |
118-098 |
118-015 |
| S2 |
117-140 |
117-140 |
118-076 |
|
| S3 |
116-220 |
117-050 |
118-054 |
|
| S4 |
115-300 |
116-130 |
117-308 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-148 |
|
2.618 |
119-033 |
|
1.618 |
118-283 |
|
1.000 |
118-240 |
|
0.618 |
118-213 |
|
HIGH |
118-170 |
|
0.618 |
118-143 |
|
0.500 |
118-135 |
|
0.382 |
118-127 |
|
LOW |
118-100 |
|
0.618 |
118-057 |
|
1.000 |
118-030 |
|
1.618 |
117-307 |
|
2.618 |
117-237 |
|
4.250 |
117-122 |
|
|
| Fisher Pivots for day following 05-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-138 |
118-115 |
| PP |
118-137 |
118-090 |
| S1 |
118-135 |
118-065 |
|