ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 04-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2014 |
04-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
120-207 |
120-300 |
0-093 |
0.2% |
120-090 |
| High |
121-000 |
120-315 |
-0-005 |
0.0% |
120-237 |
| Low |
120-185 |
120-260 |
0-075 |
0.2% |
119-305 |
| Close |
120-310 |
120-280 |
-0-030 |
-0.1% |
120-200 |
| Range |
0-135 |
0-055 |
-0-080 |
-59.3% |
0-252 |
| ATR |
0-115 |
0-111 |
-0-004 |
-3.7% |
0-000 |
| Volume |
762,115 |
618,009 |
-144,106 |
-18.9% |
3,932,121 |
|
| Daily Pivots for day following 04-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-130 |
121-100 |
120-310 |
|
| R3 |
121-075 |
121-045 |
120-295 |
|
| R2 |
121-020 |
121-020 |
120-290 |
|
| R1 |
120-310 |
120-310 |
120-285 |
120-298 |
| PP |
120-285 |
120-285 |
120-285 |
120-279 |
| S1 |
120-255 |
120-255 |
120-275 |
120-242 |
| S2 |
120-230 |
120-230 |
120-270 |
|
| S3 |
120-175 |
120-200 |
120-265 |
|
| S4 |
120-120 |
120-145 |
120-250 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-257 |
122-160 |
121-019 |
|
| R3 |
122-005 |
121-228 |
120-269 |
|
| R2 |
121-073 |
121-073 |
120-246 |
|
| R1 |
120-296 |
120-296 |
120-223 |
121-024 |
| PP |
120-141 |
120-141 |
120-141 |
120-165 |
| S1 |
120-044 |
120-044 |
120-177 |
120-092 |
| S2 |
119-209 |
119-209 |
120-154 |
|
| S3 |
118-277 |
119-112 |
120-131 |
|
| S4 |
118-025 |
118-180 |
120-061 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-000 |
120-007 |
0-313 |
0.8% |
0-112 |
0.3% |
87% |
False |
False |
786,691 |
| 10 |
121-000 |
119-145 |
1-175 |
1.3% |
0-129 |
0.3% |
92% |
False |
False |
767,700 |
| 20 |
121-000 |
119-027 |
1-293 |
1.6% |
0-116 |
0.3% |
93% |
False |
False |
663,695 |
| 40 |
121-000 |
119-027 |
1-293 |
1.6% |
0-103 |
0.3% |
93% |
False |
False |
547,002 |
| 60 |
121-030 |
119-027 |
2-003 |
1.7% |
0-097 |
0.3% |
89% |
False |
False |
463,098 |
| 80 |
121-030 |
119-027 |
2-003 |
1.7% |
0-082 |
0.2% |
89% |
False |
False |
347,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-229 |
|
2.618 |
121-139 |
|
1.618 |
121-084 |
|
1.000 |
121-050 |
|
0.618 |
121-029 |
|
HIGH |
120-315 |
|
0.618 |
120-294 |
|
0.500 |
120-288 |
|
0.382 |
120-281 |
|
LOW |
120-260 |
|
0.618 |
120-226 |
|
1.000 |
120-205 |
|
1.618 |
120-171 |
|
2.618 |
120-116 |
|
4.250 |
120-026 |
|
|
| Fisher Pivots for day following 04-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-288 |
120-262 |
| PP |
120-285 |
120-245 |
| S1 |
120-282 |
120-228 |
|