ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 21-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2014 |
21-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
120-220 |
120-182 |
-0-038 |
-0.1% |
120-207 |
| High |
120-290 |
120-207 |
-0-083 |
-0.2% |
121-010 |
| Low |
120-145 |
120-137 |
-0-008 |
0.0% |
120-137 |
| Close |
120-180 |
120-200 |
0-020 |
0.1% |
120-200 |
| Range |
0-145 |
0-070 |
-0-075 |
-51.7% |
0-193 |
| ATR |
0-110 |
0-107 |
-0-003 |
-2.6% |
0-000 |
| Volume |
853,724 |
564,536 |
-289,188 |
-33.9% |
2,410,170 |
|
| Daily Pivots for day following 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-071 |
121-046 |
120-238 |
|
| R3 |
121-001 |
120-296 |
120-219 |
|
| R2 |
120-251 |
120-251 |
120-213 |
|
| R1 |
120-226 |
120-226 |
120-206 |
120-238 |
| PP |
120-181 |
120-181 |
120-181 |
120-188 |
| S1 |
120-156 |
120-156 |
120-194 |
120-168 |
| S2 |
120-111 |
120-111 |
120-187 |
|
| S3 |
120-041 |
120-086 |
120-181 |
|
| S4 |
119-291 |
120-016 |
120-162 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-161 |
122-054 |
120-306 |
|
| R3 |
121-288 |
121-181 |
120-253 |
|
| R2 |
121-095 |
121-095 |
120-235 |
|
| R1 |
120-308 |
120-308 |
120-218 |
120-265 |
| PP |
120-222 |
120-222 |
120-222 |
120-201 |
| S1 |
120-115 |
120-115 |
120-182 |
120-072 |
| S2 |
120-029 |
120-029 |
120-165 |
|
| S3 |
119-156 |
119-242 |
120-147 |
|
| S4 |
118-283 |
119-049 |
120-094 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-010 |
120-137 |
0-193 |
0.5% |
0-105 |
0.3% |
33% |
False |
True |
569,102 |
| 10 |
121-017 |
120-110 |
0-227 |
0.6% |
0-106 |
0.3% |
40% |
False |
False |
568,292 |
| 20 |
121-030 |
119-305 |
1-045 |
0.9% |
0-111 |
0.3% |
59% |
False |
False |
660,832 |
| 40 |
121-030 |
119-027 |
2-003 |
1.7% |
0-105 |
0.3% |
77% |
False |
False |
560,704 |
| 60 |
121-030 |
119-027 |
2-003 |
1.7% |
0-102 |
0.3% |
77% |
False |
False |
568,344 |
| 80 |
121-030 |
119-027 |
2-003 |
1.7% |
0-093 |
0.2% |
77% |
False |
False |
434,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-184 |
|
2.618 |
121-070 |
|
1.618 |
121-000 |
|
1.000 |
120-277 |
|
0.618 |
120-250 |
|
HIGH |
120-207 |
|
0.618 |
120-180 |
|
0.500 |
120-172 |
|
0.382 |
120-164 |
|
LOW |
120-137 |
|
0.618 |
120-094 |
|
1.000 |
120-067 |
|
1.618 |
120-024 |
|
2.618 |
119-274 |
|
4.250 |
119-160 |
|
|
| Fisher Pivots for day following 21-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-191 |
120-234 |
| PP |
120-181 |
120-222 |
| S1 |
120-172 |
120-211 |
|