ECBOT 5 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 23-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2014 |
23-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
119-235 |
119-155 |
-0-080 |
-0.2% |
119-260 |
High |
119-245 |
120-052 |
0-127 |
0.3% |
120-020 |
Low |
119-150 |
119-145 |
-0-005 |
0.0% |
119-152 |
Close |
119-167 |
120-017 |
0-170 |
0.4% |
119-265 |
Range |
0-095 |
0-227 |
0-132 |
138.9% |
0-188 |
ATR |
0-096 |
0-105 |
0-009 |
9.7% |
0-000 |
Volume |
504,418 |
915,153 |
410,735 |
81.4% |
2,393,402 |
|
Daily Pivots for day following 23-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-006 |
121-238 |
120-142 |
|
R3 |
121-099 |
121-011 |
120-079 |
|
R2 |
120-192 |
120-192 |
120-059 |
|
R1 |
120-104 |
120-104 |
120-038 |
120-148 |
PP |
119-285 |
119-285 |
119-285 |
119-306 |
S1 |
119-197 |
119-197 |
119-316 |
119-241 |
S2 |
119-058 |
119-058 |
119-295 |
|
S3 |
118-151 |
118-290 |
119-275 |
|
S4 |
117-244 |
118-063 |
119-212 |
|
|
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 |
120-052 |
119-145 |
0-227 |
0.6% |
0-116 |
0.3% |
85% |
True |
True |
570,001 |
10 |
120-052 |
119-027 |
1-025 |
0.9% |
0-115 |
0.3% |
90% |
True |
False |
590,410 |
20 |
120-052 |
119-027 |
1-025 |
0.9% |
0-098 |
0.3% |
90% |
True |
False |
460,576 |
40 |
121-030 |
119-027 |
2-003 |
1.7% |
0-097 |
0.3% |
48% |
False |
False |
522,101 |
60 |
121-030 |
119-027 |
2-003 |
1.7% |
0-088 |
0.2% |
48% |
False |
False |
359,217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-057 |
2.618 |
122-006 |
1.618 |
121-099 |
1.000 |
120-279 |
0.618 |
120-192 |
HIGH |
120-052 |
0.618 |
119-285 |
0.500 |
119-258 |
0.382 |
119-232 |
LOW |
119-145 |
0.618 |
119-005 |
1.000 |
118-238 |
1.618 |
118-098 |
2.618 |
117-191 |
4.250 |
116-140 |
|
|
Fisher Pivots for day following 23-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
119-311 |
119-311 |
PP |
119-285 |
119-285 |
S1 |
119-258 |
119-258 |
|