ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 25-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2014 |
25-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
118-220 |
118-170 |
-0-050 |
-0.1% |
119-010 |
| High |
118-260 |
118-190 |
-0-070 |
-0.2% |
119-040 |
| Low |
118-130 |
118-140 |
0-010 |
0.0% |
118-130 |
| Close |
118-170 |
118-160 |
-0-010 |
0.0% |
118-170 |
| Range |
0-130 |
0-050 |
-0-080 |
-61.5% |
0-230 |
| ATR |
0-083 |
0-081 |
-0-002 |
-2.8% |
0-000 |
| Volume |
55,483 |
113,958 |
58,475 |
105.4% |
176,957 |
|
| Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-313 |
118-287 |
118-188 |
|
| R3 |
118-263 |
118-237 |
118-174 |
|
| R2 |
118-213 |
118-213 |
118-169 |
|
| R1 |
118-187 |
118-187 |
118-165 |
118-175 |
| PP |
118-163 |
118-163 |
118-163 |
118-158 |
| S1 |
118-137 |
118-137 |
118-155 |
118-125 |
| S2 |
118-113 |
118-113 |
118-151 |
|
| S3 |
118-063 |
118-087 |
118-146 |
|
| S4 |
118-013 |
118-037 |
118-132 |
|
|
| 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 |
119-082 |
|
2.618 |
119-001 |
|
1.618 |
118-271 |
|
1.000 |
118-240 |
|
0.618 |
118-221 |
|
HIGH |
118-190 |
|
0.618 |
118-171 |
|
0.500 |
118-165 |
|
0.382 |
118-159 |
|
LOW |
118-140 |
|
0.618 |
118-109 |
|
1.000 |
118-090 |
|
1.618 |
118-059 |
|
2.618 |
118-009 |
|
4.250 |
117-248 |
|
|
| Fisher Pivots for day following 25-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-165 |
118-195 |
| PP |
118-163 |
118-183 |
| S1 |
118-162 |
118-172 |
|