ECBOT 5 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 11-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2014 |
11-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
120-275 |
120-270 |
-0-005 |
0.0% |
120-207 |
High |
120-317 |
120-275 |
-0-042 |
-0.1% |
121-030 |
Low |
120-262 |
120-172 |
-0-090 |
-0.2% |
120-145 |
Close |
120-267 |
120-192 |
-0-075 |
-0.2% |
120-292 |
Range |
0-055 |
0-103 |
0-048 |
87.3% |
0-205 |
ATR |
0-110 |
0-110 |
-0-001 |
-0.5% |
0-000 |
Volume |
377,583 |
560,496 |
182,913 |
48.4% |
3,527,948 |
|
Daily Pivots for day following 11-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-202 |
121-140 |
120-249 |
|
R3 |
121-099 |
121-037 |
120-220 |
|
R2 |
120-316 |
120-316 |
120-211 |
|
R1 |
120-254 |
120-254 |
120-201 |
120-234 |
PP |
120-213 |
120-213 |
120-213 |
120-203 |
S1 |
120-151 |
120-151 |
120-183 |
120-130 |
S2 |
120-110 |
120-110 |
120-173 |
|
S3 |
120-007 |
120-048 |
120-164 |
|
S4 |
119-224 |
119-265 |
120-135 |
|
|
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% |
0-108 |
0.3% |
23% |
False |
False |
617,180 |
10 |
121-030 |
120-007 |
1-023 |
0.9% |
0-110 |
0.3% |
54% |
False |
False |
701,936 |
20 |
121-030 |
119-145 |
1-205 |
1.4% |
0-114 |
0.3% |
70% |
False |
False |
659,922 |
40 |
121-030 |
119-027 |
2-003 |
1.7% |
0-106 |
0.3% |
75% |
False |
False |
557,623 |
60 |
121-030 |
119-027 |
2-003 |
1.7% |
0-098 |
0.3% |
75% |
False |
False |
513,806 |
80 |
121-030 |
119-027 |
2-003 |
1.7% |
0-089 |
0.2% |
75% |
False |
False |
386,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-073 |
2.618 |
121-225 |
1.618 |
121-122 |
1.000 |
121-058 |
0.618 |
121-019 |
HIGH |
120-275 |
0.618 |
120-236 |
0.500 |
120-224 |
0.382 |
120-211 |
LOW |
120-172 |
0.618 |
120-108 |
1.000 |
120-069 |
1.618 |
120-005 |
2.618 |
119-222 |
4.250 |
119-054 |
|
|
Fisher Pivots for day following 11-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
120-224 |
120-241 |
PP |
120-213 |
120-225 |
S1 |
120-202 |
120-208 |
|