ECBOT 5 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 28-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2014 |
28-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
120-302 |
121-005 |
0-023 |
0.1% |
120-202 |
High |
121-032 |
121-015 |
-0-017 |
0.0% |
121-032 |
Low |
120-287 |
120-217 |
-0-070 |
-0.2% |
120-150 |
Close |
121-010 |
120-290 |
-0-040 |
-0.1% |
120-290 |
Range |
0-065 |
0-118 |
0-053 |
81.5% |
0-202 |
ATR |
0-099 |
0-101 |
0-001 |
1.3% |
0-000 |
Volume |
1,358,985 |
284,739 |
-1,074,246 |
-79.0% |
4,965,702 |
|
Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-315 |
121-260 |
121-035 |
|
R3 |
121-197 |
121-142 |
121-002 |
|
R2 |
121-079 |
121-079 |
120-312 |
|
R1 |
121-024 |
121-024 |
120-301 |
120-312 |
PP |
120-281 |
120-281 |
120-281 |
120-265 |
S1 |
120-226 |
120-226 |
120-279 |
120-194 |
S2 |
120-163 |
120-163 |
120-268 |
|
S3 |
120-045 |
120-108 |
120-258 |
|
S4 |
119-247 |
119-310 |
120-225 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-230 |
122-142 |
121-081 |
|
R3 |
122-028 |
121-260 |
121-026 |
|
R2 |
121-146 |
121-146 |
121-007 |
|
R1 |
121-058 |
121-058 |
120-309 |
121-102 |
PP |
120-264 |
120-264 |
120-264 |
120-286 |
S1 |
120-176 |
120-176 |
120-271 |
120-220 |
S2 |
120-062 |
120-062 |
120-253 |
|
S3 |
119-180 |
119-294 |
120-234 |
|
S4 |
118-298 |
119-092 |
120-179 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121-032 |
120-150 |
0-202 |
0.5% |
0-085 |
0.2% |
69% |
False |
False |
993,140 |
10 |
121-032 |
120-137 |
0-215 |
0.6% |
0-095 |
0.2% |
71% |
False |
False |
781,121 |
20 |
121-032 |
120-110 |
0-242 |
0.6% |
0-099 |
0.3% |
74% |
False |
False |
705,791 |
40 |
121-032 |
119-027 |
2-005 |
1.7% |
0-106 |
0.3% |
90% |
False |
False |
658,974 |
60 |
121-032 |
119-027 |
2-005 |
1.7% |
0-102 |
0.3% |
90% |
False |
False |
593,500 |
80 |
121-032 |
119-027 |
2-005 |
1.7% |
0-095 |
0.2% |
90% |
False |
False |
496,606 |
100 |
121-032 |
119-027 |
2-005 |
1.7% |
0-083 |
0.2% |
90% |
False |
False |
397,395 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-196 |
2.618 |
122-004 |
1.618 |
121-206 |
1.000 |
121-133 |
0.618 |
121-088 |
HIGH |
121-015 |
0.618 |
120-290 |
0.500 |
120-276 |
0.382 |
120-262 |
LOW |
120-217 |
0.618 |
120-144 |
1.000 |
120-099 |
1.618 |
120-026 |
2.618 |
119-228 |
4.250 |
119-036 |
|
|
Fisher Pivots for day following 28-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
120-285 |
120-288 |
PP |
120-281 |
120-286 |
S1 |
120-276 |
120-284 |
|