ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 20-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
118-300 |
119-000 |
0-020 |
0.1% |
118-200 |
| High |
119-040 |
119-000 |
-0-040 |
-0.1% |
119-120 |
| Low |
118-300 |
118-200 |
-0-100 |
-0.3% |
118-180 |
| Close |
118-300 |
118-210 |
-0-090 |
-0.2% |
119-040 |
| Range |
0-060 |
0-120 |
0-060 |
100.0% |
0-260 |
| ATR |
0-079 |
0-082 |
0-003 |
3.7% |
0-000 |
| Volume |
9,109 |
10,106 |
997 |
10.9% |
36,893 |
|
| Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-283 |
119-207 |
118-276 |
|
| R3 |
119-163 |
119-087 |
118-243 |
|
| R2 |
119-043 |
119-043 |
118-232 |
|
| R1 |
118-287 |
118-287 |
118-221 |
118-265 |
| PP |
118-243 |
118-243 |
118-243 |
118-232 |
| S1 |
118-167 |
118-167 |
118-199 |
118-145 |
| S2 |
118-123 |
118-123 |
118-188 |
|
| S3 |
118-003 |
118-047 |
118-177 |
|
| S4 |
117-203 |
117-247 |
118-144 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-147 |
121-033 |
119-183 |
|
| R3 |
120-207 |
120-093 |
119-112 |
|
| R2 |
119-267 |
119-267 |
119-088 |
|
| R1 |
119-153 |
119-153 |
119-064 |
119-210 |
| PP |
119-007 |
119-007 |
119-007 |
119-035 |
| S1 |
118-213 |
118-213 |
119-016 |
118-270 |
| S2 |
118-067 |
118-067 |
118-312 |
|
| S3 |
117-127 |
117-273 |
118-288 |
|
| S4 |
116-187 |
117-013 |
118-217 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-190 |
|
2.618 |
119-314 |
|
1.618 |
119-194 |
|
1.000 |
119-120 |
|
0.618 |
119-074 |
|
HIGH |
119-000 |
|
0.618 |
118-274 |
|
0.500 |
118-260 |
|
0.382 |
118-246 |
|
LOW |
118-200 |
|
0.618 |
118-126 |
|
1.000 |
118-080 |
|
1.618 |
118-006 |
|
2.618 |
117-206 |
|
4.250 |
117-010 |
|
|
| Fisher Pivots for day following 20-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-260 |
118-280 |
| PP |
118-243 |
118-257 |
| S1 |
118-227 |
118-233 |
|