ECBOT 5 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 17-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
120-280 |
120-260 |
-0-020 |
-0.1% |
120-120 |
High |
121-025 |
120-260 |
-0-085 |
-0.2% |
121-025 |
Low |
120-245 |
120-207 |
-0-038 |
-0.1% |
120-080 |
Close |
120-282 |
120-207 |
-0-075 |
-0.2% |
120-282 |
Range |
0-100 |
0-053 |
-0-047 |
-47.0% |
0-265 |
ATR |
0-102 |
0-100 |
-0-002 |
-1.9% |
0-000 |
Volume |
7,957 |
6,601 |
-1,356 |
-17.0% |
51,434 |
|
Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-064 |
121-028 |
120-236 |
|
R3 |
121-011 |
120-295 |
120-222 |
|
R2 |
120-278 |
120-278 |
120-217 |
|
R1 |
120-242 |
120-242 |
120-212 |
120-234 |
PP |
120-225 |
120-225 |
120-225 |
120-220 |
S1 |
120-189 |
120-189 |
120-202 |
120-180 |
S2 |
120-172 |
120-172 |
120-197 |
|
S3 |
120-119 |
120-136 |
120-192 |
|
S4 |
120-066 |
120-083 |
120-178 |
|
|
Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-071 |
122-281 |
121-108 |
|
R3 |
122-126 |
122-016 |
121-035 |
|
R2 |
121-181 |
121-181 |
121-011 |
|
R1 |
121-071 |
121-071 |
120-306 |
121-126 |
PP |
120-236 |
120-236 |
120-236 |
120-263 |
S1 |
120-126 |
120-126 |
120-258 |
120-181 |
S2 |
119-291 |
119-291 |
120-233 |
|
S3 |
119-026 |
119-181 |
120-209 |
|
S4 |
118-081 |
118-236 |
120-136 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121-025 |
120-102 |
0-243 |
0.6% |
0-093 |
0.2% |
43% |
False |
False |
9,627 |
10 |
121-045 |
120-060 |
0-305 |
0.8% |
0-094 |
0.2% |
48% |
False |
False |
24,828 |
20 |
121-100 |
120-060 |
1-040 |
0.9% |
0-097 |
0.3% |
41% |
False |
False |
387,008 |
40 |
121-100 |
119-145 |
1-275 |
1.5% |
0-105 |
0.3% |
64% |
False |
False |
522,811 |
60 |
121-100 |
119-027 |
2-073 |
1.8% |
0-104 |
0.3% |
70% |
False |
False |
506,298 |
80 |
121-100 |
119-027 |
2-073 |
1.8% |
0-099 |
0.3% |
70% |
False |
False |
499,989 |
100 |
121-100 |
119-027 |
2-073 |
1.8% |
0-091 |
0.2% |
70% |
False |
False |
401,019 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-165 |
2.618 |
121-079 |
1.618 |
121-026 |
1.000 |
120-313 |
0.618 |
120-293 |
HIGH |
120-260 |
0.618 |
120-240 |
0.500 |
120-234 |
0.382 |
120-227 |
LOW |
120-207 |
0.618 |
120-174 |
1.000 |
120-154 |
1.618 |
120-121 |
2.618 |
120-068 |
4.250 |
119-302 |
|
|
Fisher Pivots for day following 17-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
120-234 |
120-238 |
PP |
120-225 |
120-227 |
S1 |
120-216 |
120-217 |
|