ECBOT 5 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 07-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2014 |
07-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
120-240 |
120-202 |
-0-038 |
-0.1% |
120-207 |
High |
120-252 |
121-017 |
0-085 |
0.2% |
121-030 |
Low |
120-185 |
120-145 |
-0-040 |
-0.1% |
120-145 |
Close |
120-207 |
120-292 |
0-085 |
0.2% |
120-292 |
Range |
0-067 |
0-192 |
0-125 |
186.6% |
0-205 |
ATR |
0-109 |
0-115 |
0-006 |
5.5% |
0-000 |
Volume |
542,997 |
871,529 |
328,532 |
60.5% |
3,527,948 |
|
Daily Pivots for day following 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-194 |
122-115 |
121-078 |
|
R3 |
122-002 |
121-243 |
121-025 |
|
R2 |
121-130 |
121-130 |
121-007 |
|
R1 |
121-051 |
121-051 |
120-310 |
121-090 |
PP |
120-258 |
120-258 |
120-258 |
120-278 |
S1 |
120-179 |
120-179 |
120-274 |
120-218 |
S2 |
120-066 |
120-066 |
120-257 |
|
S3 |
119-194 |
119-307 |
120-239 |
|
S4 |
119-002 |
119-115 |
120-186 |
|
|
Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-237 |
122-150 |
121-085 |
|
R3 |
122-032 |
121-265 |
121-028 |
|
R2 |
121-147 |
121-147 |
121-010 |
|
R1 |
121-060 |
121-060 |
120-311 |
121-104 |
PP |
120-262 |
120-262 |
120-262 |
120-284 |
S1 |
120-175 |
120-175 |
120-273 |
120-218 |
S2 |
120-057 |
120-057 |
120-254 |
|
S3 |
119-172 |
119-290 |
120-236 |
|
S4 |
118-287 |
119-085 |
120-179 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121-030 |
120-145 |
0-205 |
0.5% |
0-114 |
0.3% |
72% |
False |
True |
705,589 |
10 |
121-030 |
119-305 |
1-045 |
0.9% |
0-115 |
0.3% |
84% |
False |
False |
746,006 |
20 |
121-030 |
119-060 |
1-290 |
1.6% |
0-122 |
0.3% |
90% |
False |
False |
681,043 |
40 |
121-030 |
119-027 |
2-003 |
1.7% |
0-106 |
0.3% |
91% |
False |
False |
558,565 |
60 |
121-030 |
119-027 |
2-003 |
1.7% |
0-099 |
0.3% |
91% |
False |
False |
498,384 |
80 |
121-030 |
119-027 |
2-003 |
1.7% |
0-087 |
0.2% |
91% |
False |
False |
374,510 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-193 |
2.618 |
122-200 |
1.618 |
122-008 |
1.000 |
121-209 |
0.618 |
121-136 |
HIGH |
121-017 |
0.618 |
120-264 |
0.500 |
120-241 |
0.382 |
120-218 |
LOW |
120-145 |
0.618 |
120-026 |
1.000 |
119-273 |
1.618 |
119-154 |
2.618 |
118-282 |
4.250 |
117-289 |
|
|
Fisher Pivots for day following 07-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
120-275 |
120-277 |
PP |
120-258 |
120-262 |
S1 |
120-241 |
120-248 |
|