ECBOT 5 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 30-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2014 |
30-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
120-037 |
120-157 |
0-120 |
0.3% |
119-267 |
High |
120-202 |
120-167 |
-0-035 |
-0.1% |
120-192 |
Low |
120-007 |
120-095 |
0-088 |
0.2% |
119-145 |
Close |
120-177 |
120-152 |
-0-025 |
-0.1% |
120-057 |
Range |
0-195 |
0-072 |
-0-123 |
-63.1% |
1-047 |
ATR |
0-117 |
0-115 |
-0-003 |
-2.1% |
0-000 |
Volume |
951,655 |
790,904 |
-160,751 |
-16.9% |
2,862,623 |
|
Daily Pivots for day following 30-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-034 |
121-005 |
120-192 |
|
R3 |
120-282 |
120-253 |
120-172 |
|
R2 |
120-210 |
120-210 |
120-165 |
|
R1 |
120-181 |
120-181 |
120-159 |
120-160 |
PP |
120-138 |
120-138 |
120-138 |
120-127 |
S1 |
120-109 |
120-109 |
120-145 |
120-088 |
S2 |
120-066 |
120-066 |
120-139 |
|
S3 |
119-314 |
120-037 |
120-132 |
|
S4 |
119-242 |
119-285 |
120-112 |
|
|
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 |
120-202 |
119-305 |
0-217 |
0.6% |
0-135 |
0.4% |
77% |
False |
False |
813,307 |
10 |
120-202 |
119-145 |
1-057 |
1.0% |
0-126 |
0.3% |
87% |
False |
False |
691,654 |
20 |
120-202 |
119-027 |
1-175 |
1.3% |
0-114 |
0.3% |
90% |
False |
False |
612,158 |
40 |
120-270 |
119-027 |
1-243 |
1.5% |
0-103 |
0.3% |
79% |
False |
False |
537,355 |
60 |
121-030 |
119-027 |
2-003 |
1.7% |
0-094 |
0.2% |
69% |
False |
False |
426,878 |
80 |
121-030 |
119-027 |
2-003 |
1.7% |
0-079 |
0.2% |
69% |
False |
False |
320,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-153 |
2.618 |
121-035 |
1.618 |
120-283 |
1.000 |
120-239 |
0.618 |
120-211 |
HIGH |
120-167 |
0.618 |
120-139 |
0.500 |
120-131 |
0.382 |
120-123 |
LOW |
120-095 |
0.618 |
120-051 |
1.000 |
120-023 |
1.618 |
119-299 |
2.618 |
119-227 |
4.250 |
119-109 |
|
|
Fisher Pivots for day following 30-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
120-145 |
120-132 |
PP |
120-138 |
120-113 |
S1 |
120-131 |
120-094 |
|