ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 14-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2014 |
14-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
118-220 |
118-280 |
0-060 |
0.2% |
118-130 |
| High |
118-300 |
119-030 |
0-050 |
0.1% |
119-030 |
| Low |
118-200 |
118-280 |
0-080 |
0.2% |
118-100 |
| Close |
118-290 |
118-310 |
0-020 |
0.1% |
118-230 |
| Range |
0-100 |
0-070 |
-0-030 |
-30.0% |
0-250 |
| ATR |
0-077 |
0-076 |
0-000 |
-0.6% |
0-000 |
| Volume |
7,795 |
6,071 |
-1,724 |
-22.1% |
20,181 |
|
| Daily Pivots for day following 14-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-203 |
119-167 |
119-028 |
|
| R3 |
119-133 |
119-097 |
119-009 |
|
| R2 |
119-063 |
119-063 |
119-003 |
|
| R1 |
119-027 |
119-027 |
118-316 |
119-045 |
| PP |
118-313 |
118-313 |
118-313 |
119-002 |
| S1 |
118-277 |
118-277 |
118-304 |
118-295 |
| S2 |
118-243 |
118-243 |
118-297 |
|
| S3 |
118-173 |
118-207 |
118-291 |
|
| S4 |
118-103 |
118-137 |
118-272 |
|
|
| 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 |
120-008 |
|
2.618 |
119-213 |
|
1.618 |
119-143 |
|
1.000 |
119-100 |
|
0.618 |
119-073 |
|
HIGH |
119-030 |
|
0.618 |
119-003 |
|
0.500 |
118-315 |
|
0.382 |
118-307 |
|
LOW |
118-280 |
|
0.618 |
118-237 |
|
1.000 |
118-210 |
|
1.618 |
118-167 |
|
2.618 |
118-097 |
|
4.250 |
117-302 |
|
|
| Fisher Pivots for day following 14-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-315 |
118-298 |
| PP |
118-313 |
118-287 |
| S1 |
118-312 |
118-275 |
|