ECBOT 5 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 10-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2014 |
10-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
120-202 |
120-275 |
0-073 |
0.2% |
120-207 |
High |
121-017 |
120-317 |
-0-020 |
-0.1% |
121-030 |
Low |
120-145 |
120-262 |
0-117 |
0.3% |
120-145 |
Close |
120-292 |
120-267 |
-0-025 |
-0.1% |
120-292 |
Range |
0-192 |
0-055 |
-0-137 |
-71.4% |
0-205 |
ATR |
0-115 |
0-110 |
-0-004 |
-3.7% |
0-000 |
Volume |
871,529 |
377,583 |
-493,946 |
-56.7% |
3,527,948 |
|
Daily Pivots for day following 10-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-127 |
121-092 |
120-297 |
|
R3 |
121-072 |
121-037 |
120-282 |
|
R2 |
121-017 |
121-017 |
120-277 |
|
R1 |
120-302 |
120-302 |
120-272 |
120-292 |
PP |
120-282 |
120-282 |
120-282 |
120-277 |
S1 |
120-247 |
120-247 |
120-262 |
120-237 |
S2 |
120-227 |
120-227 |
120-257 |
|
S3 |
120-172 |
120-192 |
120-252 |
|
S4 |
120-117 |
120-137 |
120-237 |
|
|
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% |
0-098 |
0.3% |
60% |
False |
False |
628,683 |
10 |
121-030 |
119-305 |
1-045 |
0.9% |
0-111 |
0.3% |
77% |
False |
False |
708,318 |
20 |
121-030 |
119-145 |
1-205 |
1.4% |
0-113 |
0.3% |
84% |
False |
False |
654,683 |
40 |
121-030 |
119-027 |
2-003 |
1.7% |
0-106 |
0.3% |
87% |
False |
False |
558,543 |
60 |
121-030 |
119-027 |
2-003 |
1.7% |
0-098 |
0.3% |
87% |
False |
False |
504,667 |
80 |
121-030 |
119-027 |
2-003 |
1.7% |
0-087 |
0.2% |
87% |
False |
False |
379,230 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-231 |
2.618 |
121-141 |
1.618 |
121-086 |
1.000 |
121-052 |
0.618 |
121-031 |
HIGH |
120-317 |
0.618 |
120-296 |
0.500 |
120-290 |
0.382 |
120-283 |
LOW |
120-262 |
0.618 |
120-228 |
1.000 |
120-207 |
1.618 |
120-173 |
2.618 |
120-118 |
4.250 |
120-028 |
|
|
Fisher Pivots for day following 10-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
120-290 |
120-258 |
PP |
120-282 |
120-250 |
S1 |
120-274 |
120-241 |
|