ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 08-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2014 |
08-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
118-180 |
118-310 |
0-130 |
0.3% |
118-130 |
| High |
118-240 |
119-030 |
0-110 |
0.3% |
119-030 |
| Low |
118-150 |
118-210 |
0-060 |
0.2% |
118-100 |
| Close |
118-240 |
118-230 |
-0-010 |
0.0% |
118-230 |
| Range |
0-090 |
0-140 |
0-050 |
55.6% |
0-250 |
| ATR |
0-076 |
0-081 |
0-005 |
6.0% |
0-000 |
| Volume |
5,039 |
2,918 |
-2,121 |
-42.1% |
20,181 |
|
| Daily Pivots for day following 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-043 |
119-277 |
118-307 |
|
| R3 |
119-223 |
119-137 |
118-268 |
|
| R2 |
119-083 |
119-083 |
118-256 |
|
| R1 |
118-317 |
118-317 |
118-243 |
118-290 |
| PP |
118-263 |
118-263 |
118-263 |
118-250 |
| S1 |
118-177 |
118-177 |
118-217 |
118-150 |
| S2 |
118-123 |
118-123 |
118-204 |
|
| S3 |
117-303 |
118-037 |
118-192 |
|
| S4 |
117-163 |
117-217 |
118-153 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-017 |
120-213 |
119-048 |
|
| R3 |
120-087 |
119-283 |
118-299 |
|
| R2 |
119-157 |
119-157 |
118-276 |
|
| R1 |
119-033 |
119-033 |
118-253 |
119-095 |
| PP |
118-227 |
118-227 |
118-227 |
118-258 |
| S1 |
118-103 |
118-103 |
118-207 |
118-165 |
| S2 |
117-297 |
117-297 |
118-184 |
|
| S3 |
117-047 |
117-173 |
118-161 |
|
| S4 |
116-117 |
116-243 |
118-092 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-305 |
|
2.618 |
120-077 |
|
1.618 |
119-257 |
|
1.000 |
119-170 |
|
0.618 |
119-117 |
|
HIGH |
119-030 |
|
0.618 |
118-297 |
|
0.500 |
118-280 |
|
0.382 |
118-263 |
|
LOW |
118-210 |
|
0.618 |
118-123 |
|
1.000 |
118-070 |
|
1.618 |
117-303 |
|
2.618 |
117-163 |
|
4.250 |
116-255 |
|
|
| Fisher Pivots for day following 08-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-280 |
118-250 |
| PP |
118-263 |
118-243 |
| S1 |
118-247 |
118-237 |
|