ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 24-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2014 |
24-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
119-155 |
119-317 |
0-162 |
0.4% |
119-267 |
| High |
120-052 |
120-192 |
0-140 |
0.4% |
120-192 |
| Low |
119-145 |
119-307 |
0-162 |
0.4% |
119-145 |
| Close |
120-017 |
120-057 |
0-040 |
0.1% |
120-057 |
| Range |
0-227 |
0-205 |
-0-022 |
-9.7% |
1-047 |
| ATR |
0-105 |
0-113 |
0-007 |
6.7% |
0-000 |
| Volume |
915,153 |
945,190 |
30,037 |
3.3% |
2,862,623 |
|
| Daily Pivots for day following 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-054 |
121-260 |
120-170 |
|
| R3 |
121-169 |
121-055 |
120-113 |
|
| R2 |
120-284 |
120-284 |
120-095 |
|
| R1 |
120-170 |
120-170 |
120-076 |
120-227 |
| PP |
120-079 |
120-079 |
120-079 |
120-107 |
| S1 |
119-285 |
119-285 |
120-038 |
120-022 |
| S2 |
119-194 |
119-194 |
120-019 |
|
| S3 |
118-309 |
119-080 |
120-001 |
|
| S4 |
118-104 |
118-195 |
119-264 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-166 |
122-318 |
120-259 |
|
| R3 |
122-119 |
121-271 |
120-158 |
|
| R2 |
121-072 |
121-072 |
120-124 |
|
| R1 |
120-224 |
120-224 |
120-091 |
120-308 |
| PP |
120-025 |
120-025 |
120-025 |
120-066 |
| S1 |
119-177 |
119-177 |
120-023 |
119-261 |
| S2 |
118-298 |
118-298 |
119-310 |
|
| S3 |
117-251 |
118-130 |
119-276 |
|
| S4 |
116-204 |
117-083 |
119-175 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-192 |
119-145 |
1-047 |
1.0% |
0-141 |
0.4% |
63% |
True |
False |
662,196 |
| 10 |
120-192 |
119-060 |
1-132 |
1.2% |
0-129 |
0.3% |
70% |
True |
False |
616,079 |
| 20 |
120-192 |
119-027 |
1-165 |
1.3% |
0-103 |
0.3% |
72% |
True |
False |
501,185 |
| 40 |
121-030 |
119-027 |
2-003 |
1.7% |
0-100 |
0.3% |
54% |
False |
False |
527,975 |
| 60 |
121-030 |
119-027 |
2-003 |
1.7% |
0-090 |
0.2% |
54% |
False |
False |
374,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-103 |
|
2.618 |
122-089 |
|
1.618 |
121-204 |
|
1.000 |
121-077 |
|
0.618 |
120-319 |
|
HIGH |
120-192 |
|
0.618 |
120-114 |
|
0.500 |
120-090 |
|
0.382 |
120-065 |
|
LOW |
119-307 |
|
0.618 |
119-180 |
|
1.000 |
119-102 |
|
1.618 |
118-295 |
|
2.618 |
118-090 |
|
4.250 |
117-076 |
|
|
| Fisher Pivots for day following 24-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-090 |
120-041 |
| PP |
120-079 |
120-025 |
| S1 |
120-068 |
120-008 |
|