ECBOT 5 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 17-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2014 |
17-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
119-192 |
119-245 |
0-053 |
0.1% |
119-260 |
High |
119-260 |
119-292 |
0-032 |
0.1% |
120-020 |
Low |
119-182 |
119-227 |
0-045 |
0.1% |
119-152 |
Close |
119-242 |
119-265 |
0-023 |
0.1% |
119-265 |
Range |
0-078 |
0-065 |
-0-013 |
-16.7% |
0-188 |
ATR |
0-097 |
0-095 |
-0-002 |
-2.4% |
0-000 |
Volume |
484,215 |
448,359 |
-35,856 |
-7.4% |
2,393,402 |
|
Daily Pivots for day following 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-136 |
120-106 |
119-301 |
|
R3 |
120-071 |
120-041 |
119-283 |
|
R2 |
120-006 |
120-006 |
119-277 |
|
R1 |
119-296 |
119-296 |
119-271 |
119-311 |
PP |
119-261 |
119-261 |
119-261 |
119-269 |
S1 |
119-231 |
119-231 |
119-259 |
119-246 |
S2 |
119-196 |
119-196 |
119-253 |
|
S3 |
119-131 |
119-166 |
119-247 |
|
S4 |
119-066 |
119-101 |
119-229 |
|
|
Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-176 |
121-089 |
120-048 |
|
R3 |
120-308 |
120-221 |
119-317 |
|
R2 |
120-120 |
120-120 |
119-299 |
|
R1 |
120-033 |
120-033 |
119-282 |
120-076 |
PP |
119-252 |
119-252 |
119-252 |
119-274 |
S1 |
119-165 |
119-165 |
119-248 |
119-208 |
S2 |
119-064 |
119-064 |
119-231 |
|
S3 |
118-196 |
118-297 |
119-213 |
|
S4 |
118-008 |
118-109 |
119-162 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-020 |
119-152 |
0-188 |
0.5% |
0-085 |
0.2% |
60% |
False |
False |
478,680 |
10 |
120-020 |
119-027 |
0-313 |
0.8% |
0-103 |
0.3% |
76% |
False |
False |
552,933 |
20 |
120-035 |
119-027 |
1-008 |
0.9% |
0-095 |
0.2% |
73% |
False |
False |
456,054 |
40 |
121-030 |
119-027 |
2-003 |
1.7% |
0-093 |
0.2% |
37% |
False |
False |
487,732 |
60 |
121-030 |
119-027 |
2-003 |
1.7% |
0-081 |
0.2% |
37% |
False |
False |
327,288 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-248 |
2.618 |
120-142 |
1.618 |
120-077 |
1.000 |
120-037 |
0.618 |
120-012 |
HIGH |
119-292 |
0.618 |
119-267 |
0.500 |
119-260 |
0.382 |
119-252 |
LOW |
119-227 |
0.618 |
119-187 |
1.000 |
119-162 |
1.618 |
119-122 |
2.618 |
119-057 |
4.250 |
118-271 |
|
|
Fisher Pivots for day following 17-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
119-263 |
119-251 |
PP |
119-261 |
119-236 |
S1 |
119-260 |
119-222 |
|