ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 07-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2014 |
07-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
118-160 |
118-180 |
0-020 |
0.1% |
118-060 |
| High |
118-200 |
118-240 |
0-040 |
0.1% |
118-150 |
| Low |
118-150 |
118-150 |
0-000 |
0.0% |
117-230 |
| Close |
118-160 |
118-240 |
0-080 |
0.2% |
118-120 |
| Range |
0-050 |
0-090 |
0-040 |
80.0% |
0-240 |
| ATR |
0-075 |
0-076 |
0-001 |
1.4% |
0-000 |
| Volume |
5,934 |
5,039 |
-895 |
-15.1% |
13,971 |
|
| Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-160 |
119-130 |
118-290 |
|
| R3 |
119-070 |
119-040 |
118-265 |
|
| R2 |
118-300 |
118-300 |
118-256 |
|
| R1 |
118-270 |
118-270 |
118-248 |
118-285 |
| PP |
118-210 |
118-210 |
118-210 |
118-218 |
| S1 |
118-180 |
118-180 |
118-232 |
118-195 |
| S2 |
118-120 |
118-120 |
118-224 |
|
| S3 |
118-030 |
118-090 |
118-215 |
|
| S4 |
117-260 |
118-000 |
118-190 |
|
|
| 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 |
119-302 |
|
2.618 |
119-156 |
|
1.618 |
119-066 |
|
1.000 |
119-010 |
|
0.618 |
118-296 |
|
HIGH |
118-240 |
|
0.618 |
118-206 |
|
0.500 |
118-195 |
|
0.382 |
118-184 |
|
LOW |
118-150 |
|
0.618 |
118-094 |
|
1.000 |
118-060 |
|
1.618 |
118-004 |
|
2.618 |
117-234 |
|
4.250 |
117-088 |
|
|
| Fisher Pivots for day following 07-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-225 |
118-217 |
| PP |
118-210 |
118-193 |
| S1 |
118-195 |
118-170 |
|