ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 24-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2014 |
24-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
120-182 |
120-202 |
0-020 |
0.1% |
120-207 |
| High |
120-207 |
120-227 |
0-020 |
0.1% |
121-010 |
| Low |
120-137 |
120-150 |
0-013 |
0.0% |
120-137 |
| Close |
120-200 |
120-180 |
-0-020 |
-0.1% |
120-200 |
| Range |
0-070 |
0-077 |
0-007 |
10.0% |
0-193 |
| ATR |
0-107 |
0-105 |
-0-002 |
-2.0% |
0-000 |
| Volume |
564,536 |
778,889 |
214,353 |
38.0% |
2,410,170 |
|
| Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-097 |
121-055 |
120-222 |
|
| R3 |
121-020 |
120-298 |
120-201 |
|
| R2 |
120-263 |
120-263 |
120-194 |
|
| R1 |
120-221 |
120-221 |
120-187 |
120-204 |
| PP |
120-186 |
120-186 |
120-186 |
120-177 |
| S1 |
120-144 |
120-144 |
120-173 |
120-126 |
| S2 |
120-109 |
120-109 |
120-166 |
|
| S3 |
120-032 |
120-067 |
120-159 |
|
| S4 |
119-275 |
119-310 |
120-138 |
|
|
| 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% |
0-104 |
0.3% |
22% |
False |
False |
637,811 |
| 10 |
121-010 |
120-110 |
0-220 |
0.6% |
0-095 |
0.2% |
32% |
False |
False |
559,028 |
| 20 |
121-030 |
119-305 |
1-045 |
0.9% |
0-105 |
0.3% |
53% |
False |
False |
652,517 |
| 40 |
121-030 |
119-027 |
2-003 |
1.7% |
0-104 |
0.3% |
74% |
False |
False |
576,851 |
| 60 |
121-030 |
119-027 |
2-003 |
1.7% |
0-102 |
0.3% |
74% |
False |
False |
569,489 |
| 80 |
121-030 |
119-027 |
2-003 |
1.7% |
0-094 |
0.2% |
74% |
False |
False |
444,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-234 |
|
2.618 |
121-109 |
|
1.618 |
121-032 |
|
1.000 |
120-304 |
|
0.618 |
120-275 |
|
HIGH |
120-227 |
|
0.618 |
120-198 |
|
0.500 |
120-188 |
|
0.382 |
120-179 |
|
LOW |
120-150 |
|
0.618 |
120-102 |
|
1.000 |
120-073 |
|
1.618 |
120-025 |
|
2.618 |
119-268 |
|
4.250 |
119-143 |
|
|
| Fisher Pivots for day following 24-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-188 |
120-214 |
| PP |
120-186 |
120-202 |
| S1 |
120-183 |
120-191 |
|