ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 31-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2013 |
31-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
119-095 |
119-135 |
0-040 |
0.1% |
119-190 |
| High |
119-142 |
119-140 |
-0-002 |
0.0% |
119-202 |
| Low |
119-067 |
119-067 |
0-000 |
0.0% |
119-060 |
| Close |
119-130 |
119-100 |
-0-030 |
-0.1% |
119-085 |
| Range |
0-075 |
0-073 |
-0-002 |
-2.7% |
0-142 |
| ATR |
0-092 |
0-090 |
-0-001 |
-1.4% |
0-000 |
| Volume |
267,376 |
246,713 |
-20,663 |
-7.7% |
791,026 |
|
| Daily Pivots for day following 31-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-001 |
119-284 |
119-140 |
|
| R3 |
119-248 |
119-211 |
119-120 |
|
| R2 |
119-175 |
119-175 |
119-113 |
|
| R1 |
119-138 |
119-138 |
119-107 |
119-120 |
| PP |
119-102 |
119-102 |
119-102 |
119-094 |
| S1 |
119-065 |
119-065 |
119-093 |
119-047 |
| S2 |
119-029 |
119-029 |
119-087 |
|
| S3 |
118-276 |
118-312 |
119-080 |
|
| S4 |
118-203 |
118-239 |
119-060 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-222 |
120-135 |
119-163 |
|
| R3 |
120-080 |
119-313 |
119-124 |
|
| R2 |
119-258 |
119-258 |
119-111 |
|
| R1 |
119-171 |
119-171 |
119-098 |
119-144 |
| PP |
119-116 |
119-116 |
119-116 |
119-102 |
| S1 |
119-029 |
119-029 |
119-072 |
119-002 |
| S2 |
118-294 |
118-294 |
119-059 |
|
| S3 |
118-152 |
118-207 |
119-046 |
|
| S4 |
118-010 |
118-065 |
119-007 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-185 |
119-060 |
0-125 |
0.3% |
0-073 |
0.2% |
32% |
False |
False |
206,979 |
| 10 |
120-147 |
119-060 |
1-087 |
1.1% |
0-103 |
0.3% |
10% |
False |
False |
405,500 |
| 20 |
120-270 |
119-060 |
1-210 |
1.4% |
0-093 |
0.2% |
8% |
False |
False |
462,553 |
| 40 |
121-030 |
119-060 |
1-290 |
1.6% |
0-085 |
0.2% |
7% |
False |
False |
334,238 |
| 60 |
121-030 |
119-060 |
1-290 |
1.6% |
0-067 |
0.2% |
7% |
False |
False |
223,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-130 |
|
2.618 |
120-011 |
|
1.618 |
119-258 |
|
1.000 |
119-213 |
|
0.618 |
119-185 |
|
HIGH |
119-140 |
|
0.618 |
119-112 |
|
0.500 |
119-104 |
|
0.382 |
119-095 |
|
LOW |
119-067 |
|
0.618 |
119-022 |
|
1.000 |
118-314 |
|
1.618 |
118-269 |
|
2.618 |
118-196 |
|
4.250 |
118-077 |
|
|
| Fisher Pivots for day following 31-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
119-104 |
119-101 |
| PP |
119-102 |
119-101 |
| S1 |
119-101 |
119-100 |
|