ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 13-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2014 |
13-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
119-067 |
119-260 |
0-193 |
0.5% |
119-097 |
| High |
119-282 |
120-020 |
0-058 |
0.2% |
119-282 |
| Low |
119-060 |
119-260 |
0-200 |
0.5% |
119-027 |
| Close |
119-272 |
120-002 |
0-050 |
0.1% |
119-272 |
| Range |
0-222 |
0-080 |
-0-142 |
-64.0% |
0-255 |
| ATR |
0-099 |
0-098 |
-0-001 |
-1.4% |
0-000 |
| Volume |
904,767 |
455,732 |
-449,035 |
-49.6% |
3,135,936 |
|
| Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-227 |
120-195 |
120-046 |
|
| R3 |
120-147 |
120-115 |
120-024 |
|
| R2 |
120-067 |
120-067 |
120-017 |
|
| R1 |
120-035 |
120-035 |
120-009 |
120-051 |
| PP |
119-307 |
119-307 |
119-307 |
119-316 |
| S1 |
119-275 |
119-275 |
119-315 |
119-291 |
| S2 |
119-227 |
119-227 |
119-307 |
|
| S3 |
119-147 |
119-195 |
119-300 |
|
| S4 |
119-067 |
119-115 |
119-278 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-319 |
121-230 |
120-092 |
|
| R3 |
121-064 |
120-295 |
120-022 |
|
| R2 |
120-129 |
120-129 |
119-319 |
|
| R1 |
120-040 |
120-040 |
119-295 |
120-084 |
| PP |
119-194 |
119-194 |
119-194 |
119-216 |
| S1 |
119-105 |
119-105 |
119-249 |
119-150 |
| S2 |
118-259 |
118-259 |
119-225 |
|
| S3 |
118-004 |
118-170 |
119-202 |
|
| S4 |
117-069 |
117-235 |
119-132 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-020 |
119-027 |
0-313 |
0.8% |
0-113 |
0.3% |
94% |
True |
False |
632,273 |
| 10 |
120-020 |
119-027 |
0-313 |
0.8% |
0-096 |
0.3% |
94% |
True |
False |
483,561 |
| 20 |
120-147 |
119-027 |
1-120 |
1.1% |
0-097 |
0.3% |
67% |
False |
False |
455,324 |
| 40 |
121-030 |
119-027 |
2-003 |
1.7% |
0-090 |
0.2% |
46% |
False |
False |
440,748 |
| 60 |
121-030 |
119-027 |
2-003 |
1.7% |
0-080 |
0.2% |
46% |
False |
False |
295,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-040 |
|
2.618 |
120-229 |
|
1.618 |
120-149 |
|
1.000 |
120-100 |
|
0.618 |
120-069 |
|
HIGH |
120-020 |
|
0.618 |
119-309 |
|
0.500 |
119-300 |
|
0.382 |
119-291 |
|
LOW |
119-260 |
|
0.618 |
119-211 |
|
1.000 |
119-180 |
|
1.618 |
119-131 |
|
2.618 |
119-051 |
|
4.250 |
118-240 |
|
|
| Fisher Pivots for day following 13-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-315 |
119-276 |
| PP |
119-307 |
119-230 |
| S1 |
119-300 |
119-184 |
|