ECBOT 5 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 16-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2014 |
16-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
119-235 |
119-192 |
-0-043 |
-0.1% |
119-097 |
High |
119-260 |
119-260 |
0-000 |
0.0% |
119-282 |
Low |
119-152 |
119-182 |
0-030 |
0.1% |
119-027 |
Close |
119-195 |
119-242 |
0-047 |
0.1% |
119-272 |
Range |
0-108 |
0-078 |
-0-030 |
-27.8% |
0-255 |
ATR |
0-098 |
0-097 |
-0-001 |
-1.5% |
0-000 |
Volume |
544,808 |
484,215 |
-60,593 |
-11.1% |
3,135,936 |
|
Daily Pivots for day following 16-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-142 |
120-110 |
119-285 |
|
R3 |
120-064 |
120-032 |
119-263 |
|
R2 |
119-306 |
119-306 |
119-256 |
|
R1 |
119-274 |
119-274 |
119-249 |
119-290 |
PP |
119-228 |
119-228 |
119-228 |
119-236 |
S1 |
119-196 |
119-196 |
119-235 |
119-212 |
S2 |
119-150 |
119-150 |
119-228 |
|
S3 |
119-072 |
119-118 |
119-221 |
|
S4 |
118-314 |
119-040 |
119-199 |
|
|
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 |
119-060 |
0-280 |
0.7% |
0-117 |
0.3% |
65% |
False |
False |
569,962 |
10 |
120-020 |
119-027 |
0-313 |
0.8% |
0-103 |
0.3% |
69% |
False |
False |
546,637 |
20 |
120-147 |
119-027 |
1-120 |
1.1% |
0-102 |
0.3% |
49% |
False |
False |
473,274 |
40 |
121-030 |
119-027 |
2-003 |
1.7% |
0-093 |
0.2% |
33% |
False |
False |
477,167 |
60 |
121-030 |
119-027 |
2-003 |
1.7% |
0-081 |
0.2% |
33% |
False |
False |
319,824 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-272 |
2.618 |
120-144 |
1.618 |
120-066 |
1.000 |
120-018 |
0.618 |
119-308 |
HIGH |
119-260 |
0.618 |
119-230 |
0.500 |
119-221 |
0.382 |
119-212 |
LOW |
119-182 |
0.618 |
119-134 |
1.000 |
119-104 |
1.618 |
119-056 |
2.618 |
118-298 |
4.250 |
118-170 |
|
|
Fisher Pivots for day following 16-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
119-235 |
119-241 |
PP |
119-228 |
119-240 |
S1 |
119-221 |
119-238 |
|