ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 14-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2014 |
14-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
119-260 |
119-317 |
0-057 |
0.1% |
119-097 |
| High |
120-020 |
120-005 |
-0-015 |
0.0% |
119-282 |
| Low |
119-260 |
119-230 |
-0-030 |
-0.1% |
119-027 |
| Close |
120-002 |
119-240 |
-0-082 |
-0.2% |
119-272 |
| Range |
0-080 |
0-095 |
0-015 |
18.8% |
0-255 |
| ATR |
0-098 |
0-098 |
0-000 |
-0.2% |
0-000 |
| Volume |
455,732 |
460,288 |
4,556 |
1.0% |
3,135,936 |
|
| Daily Pivots for day following 14-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-230 |
120-170 |
119-292 |
|
| R3 |
120-135 |
120-075 |
119-266 |
|
| R2 |
120-040 |
120-040 |
119-257 |
|
| R1 |
119-300 |
119-300 |
119-249 |
119-282 |
| PP |
119-265 |
119-265 |
119-265 |
119-256 |
| S1 |
119-205 |
119-205 |
119-231 |
119-188 |
| S2 |
119-170 |
119-170 |
119-223 |
|
| S3 |
119-075 |
119-110 |
119-214 |
|
| S4 |
118-300 |
119-015 |
119-188 |
|
|
| 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% |
0-123 |
0.3% |
68% |
False |
False |
637,967 |
| 10 |
120-020 |
119-027 |
0-313 |
0.8% |
0-098 |
0.3% |
68% |
False |
False |
502,852 |
| 20 |
120-147 |
119-027 |
1-120 |
1.1% |
0-099 |
0.3% |
48% |
False |
False |
458,033 |
| 40 |
121-030 |
119-027 |
2-003 |
1.7% |
0-091 |
0.2% |
33% |
False |
False |
451,957 |
| 60 |
121-030 |
119-027 |
2-003 |
1.7% |
0-079 |
0.2% |
33% |
False |
False |
302,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-089 |
|
2.618 |
120-254 |
|
1.618 |
120-159 |
|
1.000 |
120-100 |
|
0.618 |
120-064 |
|
HIGH |
120-005 |
|
0.618 |
119-289 |
|
0.500 |
119-278 |
|
0.382 |
119-266 |
|
LOW |
119-230 |
|
0.618 |
119-171 |
|
1.000 |
119-135 |
|
1.618 |
119-076 |
|
2.618 |
118-301 |
|
4.250 |
118-146 |
|
|
| Fisher Pivots for day following 14-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-278 |
119-227 |
| PP |
119-265 |
119-213 |
| S1 |
119-252 |
119-200 |
|