ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 12-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2014 |
12-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
120-270 |
120-177 |
-0-093 |
-0.2% |
120-207 |
| High |
120-275 |
120-195 |
-0-080 |
-0.2% |
121-030 |
| Low |
120-172 |
120-110 |
-0-062 |
-0.2% |
120-145 |
| Close |
120-192 |
120-132 |
-0-060 |
-0.2% |
120-292 |
| Range |
0-103 |
0-085 |
-0-018 |
-17.5% |
0-205 |
| ATR |
0-110 |
0-108 |
-0-002 |
-1.6% |
0-000 |
| Volume |
560,496 |
495,091 |
-65,405 |
-11.7% |
3,527,948 |
|
| Daily Pivots for day following 12-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-081 |
121-031 |
120-179 |
|
| R3 |
120-316 |
120-266 |
120-155 |
|
| R2 |
120-231 |
120-231 |
120-148 |
|
| R1 |
120-181 |
120-181 |
120-140 |
120-164 |
| PP |
120-146 |
120-146 |
120-146 |
120-137 |
| S1 |
120-096 |
120-096 |
120-124 |
120-078 |
| S2 |
120-061 |
120-061 |
120-116 |
|
| S3 |
119-296 |
120-011 |
120-109 |
|
| S4 |
119-211 |
119-246 |
120-085 |
|
|
| 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 |
121-017 |
120-110 |
0-227 |
0.6% |
0-100 |
0.3% |
10% |
False |
True |
569,539 |
| 10 |
121-030 |
120-095 |
0-255 |
0.7% |
0-099 |
0.3% |
15% |
False |
False |
656,279 |
| 20 |
121-030 |
119-145 |
1-205 |
1.4% |
0-114 |
0.3% |
58% |
False |
False |
661,662 |
| 40 |
121-030 |
119-027 |
2-003 |
1.7% |
0-107 |
0.3% |
66% |
False |
False |
559,847 |
| 60 |
121-030 |
119-027 |
2-003 |
1.7% |
0-098 |
0.3% |
66% |
False |
False |
521,858 |
| 80 |
121-030 |
119-027 |
2-003 |
1.7% |
0-088 |
0.2% |
66% |
False |
False |
392,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-236 |
|
2.618 |
121-098 |
|
1.618 |
121-013 |
|
1.000 |
120-280 |
|
0.618 |
120-248 |
|
HIGH |
120-195 |
|
0.618 |
120-163 |
|
0.500 |
120-152 |
|
0.382 |
120-142 |
|
LOW |
120-110 |
|
0.618 |
120-057 |
|
1.000 |
120-025 |
|
1.618 |
119-292 |
|
2.618 |
119-207 |
|
4.250 |
119-069 |
|
|
| Fisher Pivots for day following 12-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-152 |
120-214 |
| PP |
120-146 |
120-186 |
| S1 |
120-139 |
120-159 |
|