ECBOT 5 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 14-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2014 |
14-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
120-140 |
120-232 |
0-092 |
0.2% |
120-275 |
High |
120-242 |
120-270 |
0-028 |
0.1% |
120-317 |
Low |
120-137 |
120-190 |
0-053 |
0.1% |
120-110 |
Close |
120-235 |
120-207 |
-0-028 |
-0.1% |
120-207 |
Range |
0-105 |
0-080 |
-0-025 |
-23.8% |
0-207 |
ATR |
0-108 |
0-106 |
-0-002 |
-1.9% |
0-000 |
Volume |
532,715 |
435,342 |
-97,373 |
-18.3% |
2,401,227 |
|
Daily Pivots for day following 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-142 |
121-095 |
120-251 |
|
R3 |
121-062 |
121-015 |
120-229 |
|
R2 |
120-302 |
120-302 |
120-222 |
|
R1 |
120-255 |
120-255 |
120-214 |
120-238 |
PP |
120-222 |
120-222 |
120-222 |
120-214 |
S1 |
120-175 |
120-175 |
120-200 |
120-158 |
S2 |
120-142 |
120-142 |
120-192 |
|
S3 |
120-062 |
120-095 |
120-185 |
|
S4 |
119-302 |
120-015 |
120-163 |
|
|
Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-192 |
122-087 |
121-001 |
|
R3 |
121-305 |
121-200 |
120-264 |
|
R2 |
121-098 |
121-098 |
120-245 |
|
R1 |
120-313 |
120-313 |
120-226 |
120-262 |
PP |
120-211 |
120-211 |
120-211 |
120-186 |
S1 |
120-106 |
120-106 |
120-188 |
120-055 |
S2 |
120-004 |
120-004 |
120-169 |
|
S3 |
119-117 |
119-219 |
120-150 |
|
S4 |
118-230 |
119-012 |
120-093 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-317 |
120-110 |
0-207 |
0.5% |
0-086 |
0.2% |
47% |
False |
False |
480,245 |
10 |
121-030 |
120-110 |
0-240 |
0.6% |
0-100 |
0.3% |
40% |
False |
False |
592,917 |
20 |
121-030 |
119-145 |
1-205 |
1.4% |
0-114 |
0.3% |
73% |
False |
False |
658,613 |
40 |
121-030 |
119-027 |
2-003 |
1.7% |
0-108 |
0.3% |
78% |
False |
False |
565,944 |
60 |
121-030 |
119-027 |
2-003 |
1.7% |
0-100 |
0.3% |
78% |
False |
False |
537,649 |
80 |
121-030 |
119-027 |
2-003 |
1.7% |
0-090 |
0.2% |
78% |
False |
False |
404,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-290 |
2.618 |
121-159 |
1.618 |
121-079 |
1.000 |
121-030 |
0.618 |
120-319 |
HIGH |
120-270 |
0.618 |
120-239 |
0.500 |
120-230 |
0.382 |
120-221 |
LOW |
120-190 |
0.618 |
120-141 |
1.000 |
120-110 |
1.618 |
120-061 |
2.618 |
119-301 |
4.250 |
119-170 |
|
|
Fisher Pivots for day following 14-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
120-230 |
120-201 |
PP |
120-222 |
120-196 |
S1 |
120-215 |
120-190 |
|