ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 22-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2014 |
22-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
118-210 |
118-220 |
0-010 |
0.0% |
119-010 |
| High |
118-250 |
118-260 |
0-010 |
0.0% |
119-040 |
| Low |
118-200 |
118-130 |
-0-070 |
-0.2% |
118-130 |
| Close |
118-220 |
118-170 |
-0-050 |
-0.1% |
118-170 |
| Range |
0-050 |
0-130 |
0-080 |
160.0% |
0-230 |
| ATR |
0-079 |
0-083 |
0-004 |
4.6% |
0-000 |
| Volume |
87,131 |
55,483 |
-31,648 |
-36.3% |
176,957 |
|
| Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-257 |
119-183 |
118-242 |
|
| R3 |
119-127 |
119-053 |
118-206 |
|
| R2 |
118-317 |
118-317 |
118-194 |
|
| R1 |
118-243 |
118-243 |
118-182 |
118-215 |
| PP |
118-187 |
118-187 |
118-187 |
118-172 |
| S1 |
118-113 |
118-113 |
118-158 |
118-085 |
| S2 |
118-057 |
118-057 |
118-146 |
|
| S3 |
117-247 |
117-303 |
118-134 |
|
| S4 |
117-117 |
117-173 |
118-098 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-270 |
120-130 |
118-296 |
|
| R3 |
120-040 |
119-220 |
118-233 |
|
| R2 |
119-130 |
119-130 |
118-212 |
|
| R1 |
118-310 |
118-310 |
118-191 |
118-265 |
| PP |
118-220 |
118-220 |
118-220 |
118-198 |
| S1 |
118-080 |
118-080 |
118-149 |
118-035 |
| S2 |
117-310 |
117-310 |
118-128 |
|
| S3 |
117-080 |
117-170 |
118-107 |
|
| S4 |
116-170 |
116-260 |
118-044 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-172 |
|
2.618 |
119-280 |
|
1.618 |
119-150 |
|
1.000 |
119-070 |
|
0.618 |
119-020 |
|
HIGH |
118-260 |
|
0.618 |
118-210 |
|
0.500 |
118-195 |
|
0.382 |
118-180 |
|
LOW |
118-130 |
|
0.618 |
118-050 |
|
1.000 |
118-000 |
|
1.618 |
117-240 |
|
2.618 |
117-110 |
|
4.250 |
116-218 |
|
|
| Fisher Pivots for day following 22-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-195 |
118-225 |
| PP |
118-187 |
118-207 |
| S1 |
118-178 |
118-188 |
|