ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 13-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2014 |
13-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
120-177 |
120-140 |
-0-037 |
-0.1% |
120-207 |
| High |
120-195 |
120-242 |
0-047 |
0.1% |
121-030 |
| Low |
120-110 |
120-137 |
0-027 |
0.1% |
120-145 |
| Close |
120-132 |
120-235 |
0-103 |
0.3% |
120-292 |
| Range |
0-085 |
0-105 |
0-020 |
23.5% |
0-205 |
| ATR |
0-108 |
0-108 |
0-000 |
0.1% |
0-000 |
| Volume |
495,091 |
532,715 |
37,624 |
7.6% |
3,527,948 |
|
| Daily Pivots for day following 13-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-200 |
121-162 |
120-293 |
|
| R3 |
121-095 |
121-057 |
120-264 |
|
| R2 |
120-310 |
120-310 |
120-254 |
|
| R1 |
120-272 |
120-272 |
120-245 |
120-291 |
| PP |
120-205 |
120-205 |
120-205 |
120-214 |
| S1 |
120-167 |
120-167 |
120-225 |
120-186 |
| S2 |
120-100 |
120-100 |
120-216 |
|
| S3 |
119-315 |
120-062 |
120-206 |
|
| S4 |
119-210 |
119-277 |
120-177 |
|
|
| 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% |
0-108 |
0.3% |
55% |
False |
False |
567,482 |
| 10 |
121-030 |
120-110 |
0-240 |
0.6% |
0-102 |
0.3% |
52% |
False |
False |
630,460 |
| 20 |
121-030 |
119-145 |
1-205 |
1.4% |
0-114 |
0.3% |
78% |
False |
False |
661,057 |
| 40 |
121-030 |
119-027 |
2-003 |
1.7% |
0-108 |
0.3% |
82% |
False |
False |
565,069 |
| 60 |
121-030 |
119-027 |
2-003 |
1.7% |
0-100 |
0.3% |
82% |
False |
False |
530,530 |
| 80 |
121-030 |
119-027 |
2-003 |
1.7% |
0-089 |
0.2% |
82% |
False |
False |
399,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-048 |
|
2.618 |
121-197 |
|
1.618 |
121-092 |
|
1.000 |
121-027 |
|
0.618 |
120-307 |
|
HIGH |
120-242 |
|
0.618 |
120-202 |
|
0.500 |
120-190 |
|
0.382 |
120-177 |
|
LOW |
120-137 |
|
0.618 |
120-072 |
|
1.000 |
120-032 |
|
1.618 |
119-287 |
|
2.618 |
119-182 |
|
4.250 |
119-011 |
|
|
| Fisher Pivots for day following 13-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-220 |
120-221 |
| PP |
120-205 |
120-207 |
| S1 |
120-190 |
120-192 |
|