ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 11-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2014 |
11-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
118-310 |
118-200 |
-0-110 |
-0.3% |
118-130 |
| High |
119-030 |
118-230 |
-0-120 |
-0.3% |
119-030 |
| Low |
118-210 |
118-180 |
-0-030 |
-0.1% |
118-100 |
| Close |
118-230 |
118-220 |
-0-010 |
0.0% |
118-230 |
| Range |
0-140 |
0-050 |
-0-090 |
-64.3% |
0-250 |
| ATR |
0-081 |
0-079 |
-0-002 |
-2.7% |
0-000 |
| Volume |
2,918 |
10,150 |
7,232 |
247.8% |
20,181 |
|
| Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-040 |
119-020 |
118-248 |
|
| R3 |
118-310 |
118-290 |
118-234 |
|
| R2 |
118-260 |
118-260 |
118-229 |
|
| R1 |
118-240 |
118-240 |
118-225 |
118-250 |
| PP |
118-210 |
118-210 |
118-210 |
118-215 |
| S1 |
118-190 |
118-190 |
118-215 |
118-200 |
| S2 |
118-160 |
118-160 |
118-211 |
|
| S3 |
118-110 |
118-140 |
118-206 |
|
| S4 |
118-060 |
118-090 |
118-192 |
|
|
| 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 |
119-122 |
|
2.618 |
119-041 |
|
1.618 |
118-311 |
|
1.000 |
118-280 |
|
0.618 |
118-261 |
|
HIGH |
118-230 |
|
0.618 |
118-211 |
|
0.500 |
118-205 |
|
0.382 |
118-199 |
|
LOW |
118-180 |
|
0.618 |
118-149 |
|
1.000 |
118-130 |
|
1.618 |
118-099 |
|
2.618 |
118-049 |
|
4.250 |
117-288 |
|
|
| Fisher Pivots for day following 11-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-215 |
118-250 |
| PP |
118-210 |
118-240 |
| S1 |
118-205 |
118-230 |
|