ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 13-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2014 |
13-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
118-210 |
118-220 |
0-010 |
0.0% |
118-130 |
| High |
118-240 |
118-300 |
0-060 |
0.2% |
119-030 |
| Low |
118-210 |
118-200 |
-0-010 |
0.0% |
118-100 |
| Close |
118-230 |
118-290 |
0-060 |
0.2% |
118-230 |
| Range |
0-030 |
0-100 |
0-070 |
233.3% |
0-250 |
| ATR |
0-075 |
0-077 |
0-002 |
2.4% |
0-000 |
| Volume |
4,272 |
7,795 |
3,523 |
82.5% |
20,181 |
|
| Daily Pivots for day following 13-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-243 |
119-207 |
119-025 |
|
| R3 |
119-143 |
119-107 |
118-318 |
|
| R2 |
119-043 |
119-043 |
118-308 |
|
| R1 |
119-007 |
119-007 |
118-299 |
119-025 |
| PP |
118-263 |
118-263 |
118-263 |
118-272 |
| S1 |
118-227 |
118-227 |
118-281 |
118-245 |
| S2 |
118-163 |
118-163 |
118-272 |
|
| S3 |
118-063 |
118-127 |
118-262 |
|
| S4 |
117-283 |
118-027 |
118-235 |
|
|
| 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 |
120-085 |
|
2.618 |
119-242 |
|
1.618 |
119-142 |
|
1.000 |
119-080 |
|
0.618 |
119-042 |
|
HIGH |
118-300 |
|
0.618 |
118-262 |
|
0.500 |
118-250 |
|
0.382 |
118-238 |
|
LOW |
118-200 |
|
0.618 |
118-138 |
|
1.000 |
118-100 |
|
1.618 |
118-038 |
|
2.618 |
117-258 |
|
4.250 |
117-095 |
|
|
| Fisher Pivots for day following 13-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-277 |
118-273 |
| PP |
118-263 |
118-257 |
| S1 |
118-250 |
118-240 |
|