ECBOT 5 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 03-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2014 |
03-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
121-005 |
121-050 |
0-045 |
0.1% |
120-202 |
High |
121-015 |
121-100 |
0-085 |
0.2% |
121-032 |
Low |
120-217 |
120-295 |
0-078 |
0.2% |
120-150 |
Close |
120-290 |
121-032 |
0-062 |
0.2% |
120-290 |
Range |
0-118 |
0-125 |
0-007 |
5.9% |
0-202 |
ATR |
0-101 |
0-103 |
0-002 |
2.1% |
0-000 |
Volume |
284,739 |
116,013 |
-168,726 |
-59.3% |
4,965,702 |
|
Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-091 |
122-026 |
121-101 |
|
R3 |
121-286 |
121-221 |
121-066 |
|
R2 |
121-161 |
121-161 |
121-055 |
|
R1 |
121-096 |
121-096 |
121-043 |
121-066 |
PP |
121-036 |
121-036 |
121-036 |
121-020 |
S1 |
120-291 |
120-291 |
121-021 |
120-261 |
S2 |
120-231 |
120-231 |
121-009 |
|
S3 |
120-106 |
120-166 |
120-318 |
|
S4 |
119-301 |
120-041 |
120-283 |
|
|
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 |
121-100 |
120-180 |
0-240 |
0.6% |
0-095 |
0.2% |
72% |
True |
False |
860,565 |
10 |
121-100 |
120-137 |
0-283 |
0.7% |
0-100 |
0.3% |
76% |
True |
False |
749,188 |
20 |
121-100 |
120-110 |
0-310 |
0.8% |
0-100 |
0.3% |
78% |
True |
False |
671,053 |
40 |
121-100 |
119-027 |
2-073 |
1.8% |
0-108 |
0.3% |
90% |
True |
False |
653,263 |
60 |
121-100 |
119-027 |
2-073 |
1.8% |
0-103 |
0.3% |
90% |
True |
False |
586,842 |
80 |
121-100 |
119-027 |
2-073 |
1.8% |
0-097 |
0.2% |
90% |
True |
False |
497,961 |
100 |
121-100 |
119-027 |
2-073 |
1.8% |
0-084 |
0.2% |
90% |
True |
False |
398,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-311 |
2.618 |
122-107 |
1.618 |
121-302 |
1.000 |
121-225 |
0.618 |
121-177 |
HIGH |
121-100 |
0.618 |
121-052 |
0.500 |
121-038 |
0.382 |
121-023 |
LOW |
120-295 |
0.618 |
120-218 |
1.000 |
120-170 |
1.618 |
120-093 |
2.618 |
119-288 |
4.250 |
119-084 |
|
|
Fisher Pivots for day following 03-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
121-038 |
121-021 |
PP |
121-036 |
121-010 |
S1 |
121-034 |
120-318 |
|