ECBOT 5 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 16-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2014 |
16-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
118-000 |
118-042 |
0-042 |
0.1% |
118-170 |
| High |
118-050 |
118-095 |
0-045 |
0.1% |
118-230 |
| Low |
117-302 |
118-037 |
0-055 |
0.1% |
117-295 |
| Close |
118-032 |
118-070 |
0-038 |
0.1% |
117-312 |
| Range |
0-068 |
0-058 |
-0-010 |
-14.7% |
0-255 |
| ATR |
0-083 |
0-082 |
-0-001 |
-1.7% |
0-000 |
| Volume |
536,324 |
716,532 |
180,208 |
33.6% |
3,849,731 |
|
| Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-241 |
118-214 |
118-102 |
|
| R3 |
118-183 |
118-156 |
118-086 |
|
| R2 |
118-125 |
118-125 |
118-081 |
|
| R1 |
118-098 |
118-098 |
118-075 |
118-112 |
| PP |
118-067 |
118-067 |
118-067 |
118-074 |
| S1 |
118-040 |
118-040 |
118-065 |
118-054 |
| S2 |
118-009 |
118-009 |
118-059 |
|
| S3 |
117-271 |
117-302 |
118-054 |
|
| S4 |
117-213 |
117-244 |
118-038 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-191 |
120-026 |
118-132 |
|
| R3 |
119-256 |
119-091 |
118-062 |
|
| R2 |
119-001 |
119-001 |
118-039 |
|
| R1 |
118-156 |
118-156 |
118-015 |
118-111 |
| PP |
118-066 |
118-066 |
118-066 |
118-043 |
| S1 |
117-221 |
117-221 |
117-289 |
117-176 |
| S2 |
117-131 |
117-131 |
117-265 |
|
| S3 |
116-196 |
116-286 |
117-242 |
|
| S4 |
115-261 |
116-031 |
117-172 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-022 |
|
2.618 |
118-247 |
|
1.618 |
118-189 |
|
1.000 |
118-153 |
|
0.618 |
118-131 |
|
HIGH |
118-095 |
|
0.618 |
118-073 |
|
0.500 |
118-066 |
|
0.382 |
118-059 |
|
LOW |
118-037 |
|
0.618 |
118-001 |
|
1.000 |
117-299 |
|
1.618 |
117-263 |
|
2.618 |
117-205 |
|
4.250 |
117-110 |
|
|
| Fisher Pivots for day following 16-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-069 |
118-058 |
| PP |
118-067 |
118-047 |
| S1 |
118-066 |
118-035 |
|