ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 22-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2014 |
22-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
119-267 |
119-235 |
-0-032 |
-0.1% |
119-260 |
| High |
119-300 |
119-245 |
-0-055 |
-0.1% |
120-020 |
| Low |
119-187 |
119-150 |
-0-037 |
-0.1% |
119-152 |
| Close |
119-247 |
119-167 |
-0-080 |
-0.2% |
119-265 |
| Range |
0-113 |
0-095 |
-0-018 |
-15.9% |
0-188 |
| ATR |
0-096 |
0-096 |
0-000 |
0.1% |
0-000 |
| Volume |
497,862 |
504,418 |
6,556 |
1.3% |
2,393,402 |
|
| Daily Pivots for day following 22-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-152 |
120-095 |
119-219 |
|
| R3 |
120-057 |
120-000 |
119-193 |
|
| R2 |
119-282 |
119-282 |
119-184 |
|
| R1 |
119-225 |
119-225 |
119-176 |
119-206 |
| PP |
119-187 |
119-187 |
119-187 |
119-178 |
| S1 |
119-130 |
119-130 |
119-158 |
119-111 |
| S2 |
119-092 |
119-092 |
119-150 |
|
| S3 |
118-317 |
119-035 |
119-141 |
|
| S4 |
118-222 |
118-260 |
119-115 |
|
|
| 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 |
119-300 |
119-150 |
0-150 |
0.4% |
0-092 |
0.2% |
11% |
False |
True |
495,932 |
| 10 |
120-020 |
119-027 |
0-313 |
0.8% |
0-108 |
0.3% |
45% |
False |
False |
566,949 |
| 20 |
120-020 |
119-027 |
0-313 |
0.8% |
0-090 |
0.2% |
45% |
False |
False |
428,329 |
| 40 |
121-030 |
119-027 |
2-003 |
1.7% |
0-092 |
0.2% |
22% |
False |
False |
507,584 |
| 60 |
121-030 |
119-027 |
2-003 |
1.7% |
0-084 |
0.2% |
22% |
False |
False |
343,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-009 |
|
2.618 |
120-174 |
|
1.618 |
120-079 |
|
1.000 |
120-020 |
|
0.618 |
119-304 |
|
HIGH |
119-245 |
|
0.618 |
119-209 |
|
0.500 |
119-198 |
|
0.382 |
119-186 |
|
LOW |
119-150 |
|
0.618 |
119-091 |
|
1.000 |
119-055 |
|
1.618 |
118-316 |
|
2.618 |
118-221 |
|
4.250 |
118-066 |
|
|
| Fisher Pivots for day following 22-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-198 |
119-225 |
| PP |
119-187 |
119-206 |
| S1 |
119-177 |
119-186 |
|