ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 27-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2014 |
27-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
120-235 |
120-302 |
0-067 |
0.2% |
120-207 |
| High |
120-305 |
121-032 |
0-047 |
0.1% |
121-010 |
| Low |
120-215 |
120-287 |
0-072 |
0.2% |
120-137 |
| Close |
120-292 |
121-010 |
0-038 |
0.1% |
120-200 |
| Range |
0-090 |
0-065 |
-0-025 |
-27.8% |
0-193 |
| ATR |
0-102 |
0-099 |
-0-003 |
-2.6% |
0-000 |
| Volume |
1,452,355 |
1,358,985 |
-93,370 |
-6.4% |
2,410,170 |
|
| Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-198 |
121-169 |
121-046 |
|
| R3 |
121-133 |
121-104 |
121-028 |
|
| R2 |
121-068 |
121-068 |
121-022 |
|
| R1 |
121-039 |
121-039 |
121-016 |
121-054 |
| PP |
121-003 |
121-003 |
121-003 |
121-010 |
| S1 |
120-294 |
120-294 |
121-004 |
120-308 |
| S2 |
120-258 |
120-258 |
120-318 |
|
| S3 |
120-193 |
120-229 |
120-312 |
|
| S4 |
120-128 |
120-164 |
120-294 |
|
|
| 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 |
121-032 |
120-137 |
0-215 |
0.6% |
0-075 |
0.2% |
90% |
True |
False |
1,049,099 |
| 10 |
121-032 |
120-137 |
0-215 |
0.6% |
0-094 |
0.2% |
90% |
True |
False |
805,919 |
| 20 |
121-032 |
120-095 |
0-257 |
0.7% |
0-096 |
0.2% |
91% |
True |
False |
731,099 |
| 40 |
121-032 |
119-027 |
2-005 |
1.7% |
0-105 |
0.3% |
97% |
True |
False |
658,023 |
| 60 |
121-032 |
119-027 |
2-005 |
1.7% |
0-102 |
0.3% |
97% |
True |
False |
599,808 |
| 80 |
121-032 |
119-027 |
2-005 |
1.7% |
0-095 |
0.2% |
97% |
True |
False |
493,061 |
| 100 |
121-032 |
119-027 |
2-005 |
1.7% |
0-082 |
0.2% |
97% |
True |
False |
394,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-308 |
|
2.618 |
121-202 |
|
1.618 |
121-137 |
|
1.000 |
121-097 |
|
0.618 |
121-072 |
|
HIGH |
121-032 |
|
0.618 |
121-007 |
|
0.500 |
121-000 |
|
0.382 |
120-312 |
|
LOW |
120-287 |
|
0.618 |
120-247 |
|
1.000 |
120-222 |
|
1.618 |
120-182 |
|
2.618 |
120-117 |
|
4.250 |
120-011 |
|
|
| Fisher Pivots for day following 27-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
121-006 |
120-309 |
| PP |
121-003 |
120-287 |
| S1 |
121-000 |
120-266 |
|