ECBOT 5 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 10-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2014 |
10-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
120-212 |
120-120 |
-0-092 |
-0.2% |
121-050 |
High |
120-225 |
120-137 |
-0-088 |
-0.2% |
121-100 |
Low |
120-060 |
120-080 |
0-020 |
0.1% |
120-060 |
Close |
120-100 |
120-125 |
0-025 |
0.1% |
120-100 |
Range |
0-165 |
0-057 |
-0-108 |
-65.5% |
1-040 |
ATR |
0-104 |
0-100 |
-0-003 |
-3.2% |
0-000 |
Volume |
24,947 |
9,900 |
-15,047 |
-60.3% |
306,265 |
|
Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-285 |
120-262 |
120-156 |
|
R3 |
120-228 |
120-205 |
120-141 |
|
R2 |
120-171 |
120-171 |
120-135 |
|
R1 |
120-148 |
120-148 |
120-130 |
120-160 |
PP |
120-114 |
120-114 |
120-114 |
120-120 |
S1 |
120-091 |
120-091 |
120-120 |
120-102 |
S2 |
120-057 |
120-057 |
120-115 |
|
S3 |
120-000 |
120-034 |
120-109 |
|
S4 |
119-263 |
119-297 |
120-094 |
|
|
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 |
121-045 |
120-060 |
0-305 |
0.8% |
0-096 |
0.2% |
21% |
False |
False |
40,030 |
10 |
121-100 |
120-060 |
1-040 |
0.9% |
0-095 |
0.2% |
18% |
False |
False |
450,297 |
20 |
121-100 |
120-060 |
1-040 |
0.9% |
0-095 |
0.2% |
18% |
False |
False |
504,663 |
40 |
121-100 |
119-060 |
2-040 |
1.8% |
0-108 |
0.3% |
57% |
False |
False |
592,853 |
60 |
121-100 |
119-027 |
2-073 |
1.9% |
0-102 |
0.3% |
59% |
False |
False |
540,598 |
80 |
121-100 |
119-027 |
2-073 |
1.9% |
0-098 |
0.3% |
59% |
False |
False |
499,954 |
100 |
121-100 |
119-027 |
2-073 |
1.9% |
0-089 |
0.2% |
59% |
False |
False |
400,541 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-059 |
2.618 |
120-286 |
1.618 |
120-229 |
1.000 |
120-194 |
0.618 |
120-172 |
HIGH |
120-137 |
0.618 |
120-115 |
0.500 |
120-108 |
0.382 |
120-102 |
LOW |
120-080 |
0.618 |
120-045 |
1.000 |
120-023 |
1.618 |
119-308 |
2.618 |
119-251 |
4.250 |
119-158 |
|
|
Fisher Pivots for day following 10-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
120-120 |
120-156 |
PP |
120-114 |
120-146 |
S1 |
120-108 |
120-135 |
|