ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 26-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2014 |
26-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
118-170 |
118-162 |
-0-008 |
0.0% |
119-010 |
| High |
118-190 |
118-205 |
0-015 |
0.0% |
119-040 |
| Low |
118-140 |
118-157 |
0-017 |
0.0% |
118-130 |
| Close |
118-160 |
118-182 |
0-022 |
0.1% |
118-170 |
| Range |
0-050 |
0-048 |
-0-002 |
-4.0% |
0-230 |
| ATR |
0-081 |
0-078 |
-0-002 |
-2.9% |
0-000 |
| Volume |
113,958 |
996,396 |
882,438 |
774.4% |
176,957 |
|
| Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-005 |
118-302 |
118-208 |
|
| R3 |
118-277 |
118-254 |
118-195 |
|
| R2 |
118-229 |
118-229 |
118-191 |
|
| R1 |
118-206 |
118-206 |
118-186 |
118-218 |
| PP |
118-181 |
118-181 |
118-181 |
118-187 |
| S1 |
118-158 |
118-158 |
118-178 |
118-170 |
| S2 |
118-133 |
118-133 |
118-173 |
|
| S3 |
118-085 |
118-110 |
118-169 |
|
| S4 |
118-037 |
118-062 |
118-156 |
|
|
| 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 |
119-089 |
|
2.618 |
119-011 |
|
1.618 |
118-283 |
|
1.000 |
118-253 |
|
0.618 |
118-235 |
|
HIGH |
118-205 |
|
0.618 |
118-187 |
|
0.500 |
118-181 |
|
0.382 |
118-175 |
|
LOW |
118-157 |
|
0.618 |
118-127 |
|
1.000 |
118-109 |
|
1.618 |
118-079 |
|
2.618 |
118-031 |
|
4.250 |
117-273 |
|
|
| Fisher Pivots for day following 26-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-182 |
118-195 |
| PP |
118-181 |
118-191 |
| S1 |
118-181 |
118-186 |
|