ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 02-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
119-135 |
119-092 |
-0-043 |
-0.1% |
119-190 |
| High |
119-140 |
119-142 |
0-002 |
0.0% |
119-202 |
| Low |
119-067 |
119-077 |
0-010 |
0.0% |
119-060 |
| Close |
119-100 |
119-130 |
0-030 |
0.1% |
119-085 |
| Range |
0-073 |
0-065 |
-0-008 |
-11.0% |
0-142 |
| ATR |
0-090 |
0-088 |
-0-002 |
-2.0% |
0-000 |
| Volume |
246,713 |
344,463 |
97,750 |
39.6% |
791,026 |
|
| Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-311 |
119-286 |
119-166 |
|
| R3 |
119-246 |
119-221 |
119-148 |
|
| R2 |
119-181 |
119-181 |
119-142 |
|
| R1 |
119-156 |
119-156 |
119-136 |
119-168 |
| PP |
119-116 |
119-116 |
119-116 |
119-123 |
| S1 |
119-091 |
119-091 |
119-124 |
119-104 |
| S2 |
119-051 |
119-051 |
119-118 |
|
| S3 |
118-306 |
119-026 |
119-112 |
|
| S4 |
118-241 |
118-281 |
119-094 |
|
|
| 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 |
119-142 |
119-060 |
0-082 |
0.2% |
0-063 |
0.2% |
85% |
True |
False |
249,273 |
| 10 |
120-147 |
119-060 |
1-087 |
1.1% |
0-102 |
0.3% |
17% |
False |
False |
399,911 |
| 20 |
120-255 |
119-060 |
1-195 |
1.3% |
0-092 |
0.2% |
14% |
False |
False |
454,000 |
| 40 |
121-030 |
119-060 |
1-290 |
1.6% |
0-086 |
0.2% |
11% |
False |
False |
342,659 |
| 60 |
121-030 |
119-060 |
1-290 |
1.6% |
0-068 |
0.2% |
11% |
False |
False |
228,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-098 |
|
2.618 |
119-312 |
|
1.618 |
119-247 |
|
1.000 |
119-207 |
|
0.618 |
119-182 |
|
HIGH |
119-142 |
|
0.618 |
119-117 |
|
0.500 |
119-110 |
|
0.382 |
119-102 |
|
LOW |
119-077 |
|
0.618 |
119-037 |
|
1.000 |
119-012 |
|
1.618 |
118-292 |
|
2.618 |
118-227 |
|
4.250 |
118-121 |
|
|
| Fisher Pivots for day following 02-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-123 |
119-122 |
| PP |
119-116 |
119-113 |
| S1 |
119-110 |
119-104 |
|