ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 06-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2014 |
06-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
119-120 |
119-097 |
-0-023 |
-0.1% |
119-095 |
| High |
119-157 |
119-182 |
0-025 |
0.1% |
119-157 |
| Low |
119-092 |
119-060 |
-0-032 |
-0.1% |
119-067 |
| Close |
119-112 |
119-162 |
0-050 |
0.1% |
119-112 |
| Range |
0-065 |
0-122 |
0-057 |
87.7% |
0-090 |
| ATR |
0-087 |
0-089 |
0-003 |
2.9% |
0-000 |
| Volume |
385,391 |
430,303 |
44,912 |
11.7% |
1,243,943 |
|
| Daily Pivots for day following 06-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-181 |
120-133 |
119-229 |
|
| R3 |
120-059 |
120-011 |
119-196 |
|
| R2 |
119-257 |
119-257 |
119-184 |
|
| R1 |
119-209 |
119-209 |
119-173 |
119-233 |
| PP |
119-135 |
119-135 |
119-135 |
119-146 |
| S1 |
119-087 |
119-087 |
119-151 |
119-111 |
| S2 |
119-013 |
119-013 |
119-140 |
|
| S3 |
118-211 |
118-285 |
119-128 |
|
| S4 |
118-089 |
118-163 |
119-095 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-062 |
120-017 |
119-162 |
|
| R3 |
119-292 |
119-247 |
119-137 |
|
| R2 |
119-202 |
119-202 |
119-128 |
|
| R1 |
119-157 |
119-157 |
119-120 |
119-180 |
| PP |
119-112 |
119-112 |
119-112 |
119-123 |
| S1 |
119-067 |
119-067 |
119-104 |
119-090 |
| S2 |
119-022 |
119-022 |
119-096 |
|
| S3 |
118-252 |
118-297 |
119-087 |
|
| S4 |
118-162 |
118-207 |
119-062 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-182 |
119-060 |
0-122 |
0.3% |
0-080 |
0.2% |
84% |
True |
True |
334,849 |
| 10 |
119-250 |
119-060 |
0-190 |
0.5% |
0-081 |
0.2% |
54% |
False |
True |
306,397 |
| 20 |
120-167 |
119-060 |
1-107 |
1.1% |
0-091 |
0.2% |
24% |
False |
True |
430,310 |
| 40 |
121-030 |
119-060 |
1-290 |
1.6% |
0-088 |
0.2% |
17% |
False |
True |
362,799 |
| 60 |
121-030 |
119-060 |
1-290 |
1.6% |
0-071 |
0.2% |
17% |
False |
True |
242,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-060 |
|
2.618 |
120-181 |
|
1.618 |
120-059 |
|
1.000 |
119-304 |
|
0.618 |
119-257 |
|
HIGH |
119-182 |
|
0.618 |
119-135 |
|
0.500 |
119-121 |
|
0.382 |
119-107 |
|
LOW |
119-060 |
|
0.618 |
118-305 |
|
1.000 |
118-258 |
|
1.618 |
118-183 |
|
2.618 |
118-061 |
|
4.250 |
117-182 |
|
|
| Fisher Pivots for day following 06-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-148 |
119-148 |
| PP |
119-135 |
119-135 |
| S1 |
119-121 |
119-121 |
|