ECBOT 5 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 13-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
120-150 |
120-190 |
0-040 |
0.1% |
121-050 |
High |
120-222 |
120-305 |
0-083 |
0.2% |
121-100 |
Low |
120-142 |
120-130 |
-0-012 |
0.0% |
120-060 |
Close |
120-192 |
120-285 |
0-093 |
0.2% |
120-100 |
Range |
0-080 |
0-175 |
0-095 |
118.8% |
1-040 |
ATR |
0-096 |
0-102 |
0-006 |
5.9% |
0-000 |
Volume |
13,961 |
9,142 |
-4,819 |
-34.5% |
306,265 |
|
Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-125 |
122-060 |
121-061 |
|
R3 |
121-270 |
121-205 |
121-013 |
|
R2 |
121-095 |
121-095 |
120-317 |
|
R1 |
121-030 |
121-030 |
120-301 |
121-062 |
PP |
120-240 |
120-240 |
120-240 |
120-256 |
S1 |
120-175 |
120-175 |
120-269 |
120-208 |
S2 |
120-065 |
120-065 |
120-253 |
|
S3 |
119-210 |
120-000 |
120-237 |
|
S4 |
119-035 |
119-145 |
120-189 |
|
|
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 |
120-305 |
120-060 |
0-245 |
0.6% |
0-106 |
0.3% |
92% |
True |
False |
13,684 |
10 |
121-100 |
120-060 |
1-040 |
0.9% |
0-103 |
0.3% |
63% |
False |
False |
63,448 |
20 |
121-100 |
120-060 |
1-040 |
0.9% |
0-098 |
0.3% |
63% |
False |
False |
434,683 |
40 |
121-100 |
119-145 |
1-275 |
1.5% |
0-106 |
0.3% |
77% |
False |
False |
548,172 |
60 |
121-100 |
119-027 |
2-073 |
1.8% |
0-104 |
0.3% |
81% |
False |
False |
518,126 |
80 |
121-100 |
119-027 |
2-073 |
1.8% |
0-098 |
0.3% |
81% |
False |
False |
500,065 |
100 |
121-100 |
119-027 |
2-073 |
1.8% |
0-090 |
0.2% |
81% |
False |
False |
400,875 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-089 |
2.618 |
122-123 |
1.618 |
121-268 |
1.000 |
121-160 |
0.618 |
121-093 |
HIGH |
120-305 |
0.618 |
120-238 |
0.500 |
120-218 |
0.382 |
120-197 |
LOW |
120-130 |
0.618 |
120-022 |
1.000 |
119-275 |
1.618 |
119-167 |
2.618 |
118-312 |
4.250 |
118-026 |
|
|
Fisher Pivots for day following 13-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
120-262 |
120-258 |
PP |
120-240 |
120-231 |
S1 |
120-218 |
120-204 |
|