ECBOT 5 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 19-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2014 |
19-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
120-207 |
120-275 |
0-068 |
0.2% |
120-275 |
High |
120-295 |
121-010 |
0-035 |
0.1% |
120-317 |
Low |
120-180 |
120-215 |
0-035 |
0.1% |
120-110 |
Close |
120-277 |
120-225 |
-0-052 |
-0.1% |
120-207 |
Range |
0-115 |
0-115 |
0-000 |
0.0% |
0-207 |
ATR |
0-107 |
0-107 |
0-001 |
0.5% |
0-000 |
Volume |
409,994 |
581,916 |
171,922 |
41.9% |
2,401,227 |
|
Daily Pivots for day following 19-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-282 |
121-208 |
120-288 |
|
R3 |
121-167 |
121-093 |
120-257 |
|
R2 |
121-052 |
121-052 |
120-246 |
|
R1 |
120-298 |
120-298 |
120-236 |
120-278 |
PP |
120-257 |
120-257 |
120-257 |
120-246 |
S1 |
120-183 |
120-183 |
120-214 |
120-162 |
S2 |
120-142 |
120-142 |
120-204 |
|
S3 |
120-027 |
120-068 |
120-193 |
|
S4 |
119-232 |
119-273 |
120-162 |
|
|
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 |
121-010 |
120-110 |
0-220 |
0.6% |
0-100 |
0.3% |
52% |
True |
False |
491,011 |
10 |
121-030 |
120-110 |
0-240 |
0.6% |
0-104 |
0.3% |
48% |
False |
False |
554,096 |
20 |
121-030 |
119-145 |
1-205 |
1.4% |
0-117 |
0.3% |
76% |
False |
False |
660,898 |
40 |
121-030 |
119-027 |
2-003 |
1.7% |
0-104 |
0.3% |
81% |
False |
False |
546,970 |
60 |
121-030 |
119-027 |
2-003 |
1.7% |
0-101 |
0.3% |
81% |
False |
False |
552,620 |
80 |
121-030 |
119-027 |
2-003 |
1.7% |
0-091 |
0.2% |
81% |
False |
False |
416,903 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-179 |
2.618 |
121-311 |
1.618 |
121-196 |
1.000 |
121-125 |
0.618 |
121-081 |
HIGH |
121-010 |
0.618 |
120-286 |
0.500 |
120-272 |
0.382 |
120-259 |
LOW |
120-215 |
0.618 |
120-144 |
1.000 |
120-100 |
1.618 |
120-029 |
2.618 |
119-234 |
4.250 |
119-046 |
|
|
Fisher Pivots for day following 19-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
120-272 |
120-255 |
PP |
120-257 |
120-245 |
S1 |
120-241 |
120-235 |
|