ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 05-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2014 |
05-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
120-300 |
120-265 |
-0-035 |
-0.1% |
120-090 |
| High |
120-315 |
121-030 |
0-035 |
0.1% |
120-237 |
| Low |
120-260 |
120-227 |
-0-033 |
-0.1% |
119-305 |
| Close |
120-280 |
120-242 |
-0-038 |
-0.1% |
120-200 |
| Range |
0-055 |
0-123 |
0-068 |
123.6% |
0-252 |
| ATR |
0-111 |
0-112 |
0-001 |
0.8% |
0-000 |
| Volume |
618,009 |
733,298 |
115,289 |
18.7% |
3,932,121 |
|
| Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-002 |
121-245 |
120-310 |
|
| R3 |
121-199 |
121-122 |
120-276 |
|
| R2 |
121-076 |
121-076 |
120-265 |
|
| R1 |
120-319 |
120-319 |
120-253 |
120-296 |
| PP |
120-273 |
120-273 |
120-273 |
120-262 |
| S1 |
120-196 |
120-196 |
120-231 |
120-173 |
| S2 |
120-150 |
120-150 |
120-219 |
|
| S3 |
120-027 |
120-073 |
120-208 |
|
| S4 |
119-224 |
119-270 |
120-174 |
|
|
| 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 |
121-030 |
120-095 |
0-255 |
0.7% |
0-097 |
0.3% |
58% |
True |
False |
743,020 |
| 10 |
121-030 |
119-145 |
1-205 |
1.4% |
0-132 |
0.3% |
79% |
True |
False |
790,588 |
| 20 |
121-030 |
119-027 |
2-003 |
1.7% |
0-120 |
0.3% |
83% |
True |
False |
678,769 |
| 40 |
121-030 |
119-027 |
2-003 |
1.7% |
0-103 |
0.3% |
83% |
True |
False |
543,339 |
| 60 |
121-030 |
119-027 |
2-003 |
1.7% |
0-098 |
0.3% |
83% |
True |
False |
475,203 |
| 80 |
121-030 |
119-027 |
2-003 |
1.7% |
0-084 |
0.2% |
83% |
True |
False |
356,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-233 |
|
2.618 |
122-032 |
|
1.618 |
121-229 |
|
1.000 |
121-153 |
|
0.618 |
121-106 |
|
HIGH |
121-030 |
|
0.618 |
120-303 |
|
0.500 |
120-288 |
|
0.382 |
120-274 |
|
LOW |
120-227 |
|
0.618 |
120-151 |
|
1.000 |
120-104 |
|
1.618 |
120-028 |
|
2.618 |
119-225 |
|
4.250 |
119-024 |
|
|
| Fisher Pivots for day following 05-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-288 |
120-268 |
| PP |
120-273 |
120-259 |
| S1 |
120-258 |
120-250 |
|