ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 08-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2014 |
08-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
118-137 |
118-170 |
0-033 |
0.1% |
118-255 |
| High |
118-277 |
118-230 |
-0-047 |
-0.1% |
118-277 |
| Low |
118-095 |
118-125 |
0-030 |
0.1% |
118-090 |
| Close |
118-182 |
118-135 |
-0-047 |
-0.1% |
118-182 |
| Range |
0-182 |
0-105 |
-0-077 |
-42.3% |
0-187 |
| ATR |
0-088 |
0-089 |
0-001 |
1.4% |
0-000 |
| Volume |
959,612 |
624,439 |
-335,173 |
-34.9% |
3,244,842 |
|
| Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-158 |
119-092 |
118-193 |
|
| R3 |
119-053 |
118-307 |
118-164 |
|
| R2 |
118-268 |
118-268 |
118-154 |
|
| R1 |
118-202 |
118-202 |
118-145 |
118-182 |
| PP |
118-163 |
118-163 |
118-163 |
118-154 |
| S1 |
118-097 |
118-097 |
118-125 |
118-078 |
| S2 |
118-058 |
118-058 |
118-116 |
|
| S3 |
117-273 |
117-312 |
118-106 |
|
| S4 |
117-168 |
117-207 |
118-077 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-104 |
120-010 |
118-285 |
|
| R3 |
119-237 |
119-143 |
118-233 |
|
| R2 |
119-050 |
119-050 |
118-216 |
|
| R1 |
118-276 |
118-276 |
118-199 |
118-230 |
| PP |
118-183 |
118-183 |
118-183 |
118-160 |
| S1 |
118-089 |
118-089 |
118-165 |
118-042 |
| S2 |
117-316 |
117-316 |
118-148 |
|
| S3 |
117-129 |
117-222 |
118-131 |
|
| S4 |
116-262 |
117-035 |
118-079 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-036 |
|
2.618 |
119-185 |
|
1.618 |
119-080 |
|
1.000 |
119-015 |
|
0.618 |
118-295 |
|
HIGH |
118-230 |
|
0.618 |
118-190 |
|
0.500 |
118-178 |
|
0.382 |
118-165 |
|
LOW |
118-125 |
|
0.618 |
118-060 |
|
1.000 |
118-020 |
|
1.618 |
117-275 |
|
2.618 |
117-170 |
|
4.250 |
116-319 |
|
|
| Fisher Pivots for day following 08-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-178 |
118-186 |
| PP |
118-163 |
118-169 |
| S1 |
118-149 |
118-152 |
|