ECBOT 5 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 04-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2014 |
04-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
121-050 |
121-045 |
-0-005 |
0.0% |
120-202 |
High |
121-100 |
121-045 |
-0-055 |
-0.1% |
121-032 |
Low |
120-295 |
120-240 |
-0-055 |
-0.1% |
120-150 |
Close |
121-032 |
120-260 |
-0-092 |
-0.2% |
120-290 |
Range |
0-125 |
0-125 |
0-000 |
0.0% |
0-202 |
ATR |
0-103 |
0-104 |
0-002 |
1.5% |
0-000 |
Volume |
116,013 |
91,806 |
-24,207 |
-20.9% |
4,965,702 |
|
Daily Pivots for day following 04-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-023 |
121-267 |
121-009 |
|
R3 |
121-218 |
121-142 |
120-294 |
|
R2 |
121-093 |
121-093 |
120-283 |
|
R1 |
121-017 |
121-017 |
120-271 |
120-312 |
PP |
120-288 |
120-288 |
120-288 |
120-276 |
S1 |
120-212 |
120-212 |
120-249 |
120-188 |
S2 |
120-163 |
120-163 |
120-237 |
|
S3 |
120-038 |
120-087 |
120-226 |
|
S4 |
119-233 |
119-282 |
120-191 |
|
|
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 |
120-215 |
0-205 |
0.5% |
0-105 |
0.3% |
22% |
False |
False |
660,779 |
10 |
121-100 |
120-137 |
0-283 |
0.7% |
0-100 |
0.3% |
43% |
False |
False |
717,369 |
20 |
121-100 |
120-110 |
0-310 |
0.8% |
0-099 |
0.3% |
48% |
False |
False |
637,537 |
40 |
121-100 |
119-027 |
2-073 |
1.8% |
0-109 |
0.3% |
78% |
False |
False |
645,923 |
60 |
121-100 |
119-027 |
2-073 |
1.8% |
0-103 |
0.3% |
78% |
False |
False |
576,255 |
80 |
121-100 |
119-027 |
2-073 |
1.8% |
0-098 |
0.3% |
78% |
False |
False |
499,040 |
100 |
121-100 |
119-027 |
2-073 |
1.8% |
0-085 |
0.2% |
78% |
False |
False |
399,474 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-256 |
2.618 |
122-052 |
1.618 |
121-247 |
1.000 |
121-170 |
0.618 |
121-122 |
HIGH |
121-045 |
0.618 |
120-317 |
0.500 |
120-302 |
0.382 |
120-288 |
LOW |
120-240 |
0.618 |
120-163 |
1.000 |
120-115 |
1.618 |
120-038 |
2.618 |
119-233 |
4.250 |
119-029 |
|
|
Fisher Pivots for day following 04-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
120-302 |
120-318 |
PP |
120-288 |
120-299 |
S1 |
120-274 |
120-280 |
|