ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 07-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
120-252 |
120-212 |
-0-040 |
-0.1% |
121-050 |
| High |
120-252 |
120-225 |
-0-027 |
-0.1% |
121-100 |
| Low |
120-187 |
120-060 |
-0-127 |
-0.3% |
120-060 |
| Close |
120-207 |
120-100 |
-0-107 |
-0.3% |
120-100 |
| Range |
0-065 |
0-165 |
0-100 |
153.8% |
1-040 |
| ATR |
0-099 |
0-104 |
0-005 |
4.7% |
0-000 |
| Volume |
32,345 |
24,947 |
-7,398 |
-22.9% |
306,265 |
|
| Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-303 |
121-207 |
120-191 |
|
| R3 |
121-138 |
121-042 |
120-145 |
|
| R2 |
120-293 |
120-293 |
120-130 |
|
| R1 |
120-197 |
120-197 |
120-115 |
120-162 |
| PP |
120-128 |
120-128 |
120-128 |
120-111 |
| S1 |
120-032 |
120-032 |
120-085 |
119-318 |
| S2 |
119-283 |
119-283 |
120-070 |
|
| S3 |
119-118 |
119-187 |
120-055 |
|
| S4 |
118-273 |
119-022 |
120-009 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-313 |
123-087 |
120-298 |
|
| R3 |
122-273 |
122-047 |
120-199 |
|
| R2 |
121-233 |
121-233 |
120-166 |
|
| R1 |
121-007 |
121-007 |
120-133 |
120-260 |
| PP |
120-193 |
120-193 |
120-193 |
120-160 |
| S1 |
119-287 |
119-287 |
120-067 |
119-220 |
| S2 |
119-153 |
119-153 |
120-034 |
|
| S3 |
118-113 |
118-247 |
120-001 |
|
| S4 |
117-073 |
117-207 |
119-222 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-100 |
120-060 |
1-040 |
0.9% |
0-110 |
0.3% |
11% |
False |
True |
61,253 |
| 10 |
121-100 |
120-060 |
1-040 |
0.9% |
0-097 |
0.3% |
11% |
False |
True |
527,196 |
| 20 |
121-100 |
120-060 |
1-040 |
0.9% |
0-102 |
0.3% |
11% |
False |
True |
547,744 |
| 40 |
121-100 |
119-027 |
2-073 |
1.9% |
0-109 |
0.3% |
55% |
False |
False |
609,818 |
| 60 |
121-100 |
119-027 |
2-073 |
1.9% |
0-103 |
0.3% |
55% |
False |
False |
547,362 |
| 80 |
121-100 |
119-027 |
2-073 |
1.9% |
0-097 |
0.3% |
55% |
False |
False |
500,077 |
| 100 |
121-100 |
119-027 |
2-073 |
1.9% |
0-088 |
0.2% |
55% |
False |
False |
400,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-286 |
|
2.618 |
122-017 |
|
1.618 |
121-172 |
|
1.000 |
121-070 |
|
0.618 |
121-007 |
|
HIGH |
120-225 |
|
0.618 |
120-162 |
|
0.500 |
120-142 |
|
0.382 |
120-123 |
|
LOW |
120-060 |
|
0.618 |
119-278 |
|
1.000 |
119-215 |
|
1.618 |
119-113 |
|
2.618 |
118-268 |
|
4.250 |
117-319 |
|
|
| Fisher Pivots for day following 07-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-142 |
120-165 |
| PP |
120-128 |
120-143 |
| S1 |
120-114 |
120-122 |
|