ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 07-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2014 |
07-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
119-097 |
119-165 |
0-068 |
0.2% |
119-095 |
| High |
119-182 |
119-197 |
0-015 |
0.0% |
119-157 |
| Low |
119-060 |
119-155 |
0-095 |
0.2% |
119-067 |
| Close |
119-162 |
119-197 |
0-035 |
0.1% |
119-112 |
| Range |
0-122 |
0-042 |
-0-080 |
-65.6% |
0-090 |
| ATR |
0-089 |
0-086 |
-0-003 |
-3.8% |
0-000 |
| Volume |
430,303 |
431,818 |
1,515 |
0.4% |
1,243,943 |
|
| Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-309 |
119-295 |
119-220 |
|
| R3 |
119-267 |
119-253 |
119-209 |
|
| R2 |
119-225 |
119-225 |
119-205 |
|
| R1 |
119-211 |
119-211 |
119-201 |
119-218 |
| PP |
119-183 |
119-183 |
119-183 |
119-186 |
| S1 |
119-169 |
119-169 |
119-193 |
119-176 |
| S2 |
119-141 |
119-141 |
119-189 |
|
| S3 |
119-099 |
119-127 |
119-185 |
|
| S4 |
119-057 |
119-085 |
119-174 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-062 |
120-017 |
119-162 |
|
| R3 |
119-292 |
119-247 |
119-137 |
|
| R2 |
119-202 |
119-202 |
119-128 |
|
| R1 |
119-157 |
119-157 |
119-120 |
119-180 |
| PP |
119-112 |
119-112 |
119-112 |
119-123 |
| S1 |
119-067 |
119-067 |
119-104 |
119-090 |
| S2 |
119-022 |
119-022 |
119-096 |
|
| S3 |
118-252 |
118-297 |
119-087 |
|
| S4 |
118-162 |
118-207 |
119-062 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-197 |
119-060 |
0-137 |
0.4% |
0-073 |
0.2% |
100% |
True |
False |
367,737 |
| 10 |
119-202 |
119-060 |
0-142 |
0.4% |
0-073 |
0.2% |
96% |
False |
False |
289,709 |
| 20 |
120-167 |
119-060 |
1-107 |
1.1% |
0-087 |
0.2% |
32% |
False |
False |
407,910 |
| 40 |
121-030 |
119-060 |
1-290 |
1.6% |
0-086 |
0.2% |
22% |
False |
False |
373,420 |
| 60 |
121-030 |
119-060 |
1-290 |
1.6% |
0-072 |
0.2% |
22% |
False |
False |
249,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-056 |
|
2.618 |
119-307 |
|
1.618 |
119-265 |
|
1.000 |
119-239 |
|
0.618 |
119-223 |
|
HIGH |
119-197 |
|
0.618 |
119-181 |
|
0.500 |
119-176 |
|
0.382 |
119-171 |
|
LOW |
119-155 |
|
0.618 |
119-129 |
|
1.000 |
119-113 |
|
1.618 |
119-087 |
|
2.618 |
119-045 |
|
4.250 |
118-296 |
|
|
| Fisher Pivots for day following 07-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-190 |
119-174 |
| PP |
119-183 |
119-151 |
| S1 |
119-176 |
119-128 |
|