ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 06-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2014 |
06-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
120-257 |
120-252 |
-0-005 |
0.0% |
120-202 |
| High |
120-270 |
120-252 |
-0-018 |
0.0% |
121-032 |
| Low |
120-202 |
120-187 |
-0-015 |
0.0% |
120-150 |
| Close |
120-252 |
120-207 |
-0-045 |
-0.1% |
120-290 |
| Range |
0-068 |
0-065 |
-0-003 |
-4.4% |
0-202 |
| ATR |
0-102 |
0-099 |
-0-003 |
-2.6% |
0-000 |
| Volume |
41,154 |
32,345 |
-8,809 |
-21.4% |
4,965,702 |
|
| Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-090 |
121-054 |
120-243 |
|
| R3 |
121-025 |
120-309 |
120-225 |
|
| R2 |
120-280 |
120-280 |
120-219 |
|
| R1 |
120-244 |
120-244 |
120-213 |
120-230 |
| PP |
120-215 |
120-215 |
120-215 |
120-208 |
| S1 |
120-179 |
120-179 |
120-201 |
120-164 |
| S2 |
120-150 |
120-150 |
120-195 |
|
| S3 |
120-085 |
120-114 |
120-189 |
|
| S4 |
120-020 |
120-049 |
120-171 |
|
|
| 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 |
120-187 |
0-233 |
0.6% |
0-100 |
0.3% |
9% |
False |
True |
113,211 |
| 10 |
121-100 |
120-137 |
0-283 |
0.7% |
0-088 |
0.2% |
25% |
False |
False |
581,155 |
| 20 |
121-100 |
120-110 |
0-310 |
0.8% |
0-097 |
0.3% |
31% |
False |
False |
573,647 |
| 40 |
121-100 |
119-027 |
2-073 |
1.8% |
0-108 |
0.3% |
70% |
False |
False |
626,208 |
| 60 |
121-100 |
119-027 |
2-073 |
1.8% |
0-101 |
0.3% |
70% |
False |
False |
553,442 |
| 80 |
121-100 |
119-027 |
2-073 |
1.8% |
0-097 |
0.3% |
70% |
False |
False |
499,814 |
| 100 |
121-100 |
119-027 |
2-073 |
1.8% |
0-086 |
0.2% |
70% |
False |
False |
400,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-208 |
|
2.618 |
121-102 |
|
1.618 |
121-037 |
|
1.000 |
120-317 |
|
0.618 |
120-292 |
|
HIGH |
120-252 |
|
0.618 |
120-227 |
|
0.500 |
120-220 |
|
0.382 |
120-212 |
|
LOW |
120-187 |
|
0.618 |
120-147 |
|
1.000 |
120-122 |
|
1.618 |
120-082 |
|
2.618 |
120-017 |
|
4.250 |
119-231 |
|
|
| Fisher Pivots for day following 06-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-220 |
120-276 |
| PP |
120-215 |
120-253 |
| S1 |
120-211 |
120-230 |
|