ECBOT 5 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 26-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2014 |
26-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
120-187 |
120-235 |
0-048 |
0.1% |
120-207 |
High |
120-255 |
120-305 |
0-050 |
0.1% |
121-010 |
Low |
120-180 |
120-215 |
0-035 |
0.1% |
120-137 |
Close |
120-242 |
120-292 |
0-050 |
0.1% |
120-200 |
Range |
0-075 |
0-090 |
0-015 |
20.0% |
0-193 |
ATR |
0-103 |
0-102 |
-0-001 |
-0.9% |
0-000 |
Volume |
1,090,734 |
1,452,355 |
361,621 |
33.2% |
2,410,170 |
|
Daily Pivots for day following 26-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-221 |
121-186 |
121-022 |
|
R3 |
121-131 |
121-096 |
120-317 |
|
R2 |
121-041 |
121-041 |
120-308 |
|
R1 |
121-006 |
121-006 |
120-300 |
121-024 |
PP |
120-271 |
120-271 |
120-271 |
120-279 |
S1 |
120-236 |
120-236 |
120-284 |
120-254 |
S2 |
120-181 |
120-181 |
120-276 |
|
S3 |
120-091 |
120-146 |
120-267 |
|
S4 |
120-001 |
120-056 |
120-242 |
|
|
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 |
120-305 |
120-137 |
0-168 |
0.4% |
0-091 |
0.2% |
92% |
True |
False |
948,047 |
10 |
121-010 |
120-110 |
0-220 |
0.6% |
0-096 |
0.2% |
83% |
False |
False |
719,529 |
20 |
121-030 |
120-007 |
1-023 |
0.9% |
0-103 |
0.3% |
83% |
False |
False |
710,732 |
40 |
121-030 |
119-027 |
2-003 |
1.7% |
0-105 |
0.3% |
91% |
False |
False |
630,733 |
60 |
121-030 |
119-027 |
2-003 |
1.7% |
0-101 |
0.3% |
91% |
False |
False |
582,415 |
80 |
121-030 |
119-027 |
2-003 |
1.7% |
0-095 |
0.2% |
91% |
False |
False |
476,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-048 |
2.618 |
121-221 |
1.618 |
121-131 |
1.000 |
121-075 |
0.618 |
121-041 |
HIGH |
120-305 |
0.618 |
120-271 |
0.500 |
120-260 |
0.382 |
120-249 |
LOW |
120-215 |
0.618 |
120-159 |
1.000 |
120-125 |
1.618 |
120-069 |
2.618 |
119-299 |
4.250 |
119-152 |
|
|
Fisher Pivots for day following 26-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
120-281 |
120-270 |
PP |
120-271 |
120-249 |
S1 |
120-260 |
120-228 |
|