ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 05-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2014 |
05-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
121-045 |
120-257 |
-0-108 |
-0.3% |
120-202 |
| High |
121-045 |
120-270 |
-0-095 |
-0.2% |
121-032 |
| Low |
120-240 |
120-202 |
-0-038 |
-0.1% |
120-150 |
| Close |
120-260 |
120-252 |
-0-008 |
0.0% |
120-290 |
| Range |
0-125 |
0-068 |
-0-057 |
-45.6% |
0-202 |
| ATR |
0-104 |
0-102 |
-0-003 |
-2.5% |
0-000 |
| Volume |
91,806 |
41,154 |
-50,652 |
-55.2% |
4,965,702 |
|
| Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-125 |
121-097 |
120-289 |
|
| R3 |
121-057 |
121-029 |
120-271 |
|
| R2 |
120-309 |
120-309 |
120-264 |
|
| R1 |
120-281 |
120-281 |
120-258 |
120-261 |
| PP |
120-241 |
120-241 |
120-241 |
120-232 |
| S1 |
120-213 |
120-213 |
120-246 |
120-193 |
| S2 |
120-173 |
120-173 |
120-240 |
|
| S3 |
120-105 |
120-145 |
120-233 |
|
| S4 |
120-037 |
120-077 |
120-215 |
|
|
| 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 |
120-202 |
0-218 |
0.6% |
0-100 |
0.3% |
23% |
False |
True |
378,539 |
| 10 |
121-100 |
120-137 |
0-283 |
0.7% |
0-096 |
0.2% |
41% |
False |
False |
663,293 |
| 20 |
121-100 |
120-110 |
0-310 |
0.8% |
0-100 |
0.3% |
46% |
False |
False |
608,694 |
| 40 |
121-100 |
119-027 |
2-073 |
1.8% |
0-108 |
0.3% |
76% |
False |
False |
636,194 |
| 60 |
121-100 |
119-027 |
2-073 |
1.8% |
0-102 |
0.3% |
76% |
False |
False |
567,566 |
| 80 |
121-100 |
119-027 |
2-073 |
1.8% |
0-098 |
0.3% |
76% |
False |
False |
499,497 |
| 100 |
121-100 |
119-027 |
2-073 |
1.8% |
0-086 |
0.2% |
76% |
False |
False |
399,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-239 |
|
2.618 |
121-128 |
|
1.618 |
121-060 |
|
1.000 |
121-018 |
|
0.618 |
120-312 |
|
HIGH |
120-270 |
|
0.618 |
120-244 |
|
0.500 |
120-236 |
|
0.382 |
120-228 |
|
LOW |
120-202 |
|
0.618 |
120-160 |
|
1.000 |
120-134 |
|
1.618 |
120-092 |
|
2.618 |
120-024 |
|
4.250 |
119-233 |
|
|
| Fisher Pivots for day following 05-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-247 |
120-311 |
| PP |
120-241 |
120-291 |
| S1 |
120-236 |
120-272 |
|