ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 08-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2014 |
08-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
119-165 |
119-185 |
0-020 |
0.1% |
119-095 |
| High |
119-197 |
119-185 |
-0-012 |
0.0% |
119-157 |
| Low |
119-155 |
119-035 |
-0-120 |
-0.3% |
119-067 |
| Close |
119-197 |
119-052 |
-0-145 |
-0.4% |
119-112 |
| Range |
0-042 |
0-150 |
0-108 |
257.1% |
0-090 |
| ATR |
0-086 |
0-091 |
0-005 |
6.3% |
0-000 |
| Volume |
431,818 |
680,545 |
248,727 |
57.6% |
1,243,943 |
|
| Daily Pivots for day following 08-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-221 |
120-126 |
119-134 |
|
| R3 |
120-071 |
119-296 |
119-093 |
|
| R2 |
119-241 |
119-241 |
119-080 |
|
| R1 |
119-146 |
119-146 |
119-066 |
119-118 |
| PP |
119-091 |
119-091 |
119-091 |
119-077 |
| S1 |
118-316 |
118-316 |
119-038 |
118-288 |
| S2 |
118-261 |
118-261 |
119-024 |
|
| S3 |
118-111 |
118-166 |
119-011 |
|
| S4 |
117-281 |
118-016 |
118-290 |
|
|
| 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 |
119-035 |
0-162 |
0.4% |
0-089 |
0.2% |
10% |
False |
True |
454,504 |
| 10 |
119-197 |
119-035 |
0-162 |
0.4% |
0-081 |
0.2% |
10% |
False |
True |
330,741 |
| 20 |
120-167 |
119-035 |
1-132 |
1.2% |
0-091 |
0.2% |
4% |
False |
True |
422,452 |
| 40 |
121-030 |
119-035 |
1-315 |
1.7% |
0-085 |
0.2% |
3% |
False |
True |
390,336 |
| 60 |
121-030 |
119-035 |
1-315 |
1.7% |
0-074 |
0.2% |
3% |
False |
True |
260,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-182 |
|
2.618 |
120-258 |
|
1.618 |
120-108 |
|
1.000 |
120-015 |
|
0.618 |
119-278 |
|
HIGH |
119-185 |
|
0.618 |
119-128 |
|
0.500 |
119-110 |
|
0.382 |
119-092 |
|
LOW |
119-035 |
|
0.618 |
118-262 |
|
1.000 |
118-205 |
|
1.618 |
118-112 |
|
2.618 |
117-282 |
|
4.250 |
117-038 |
|
|
| Fisher Pivots for day following 08-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-110 |
119-116 |
| PP |
119-091 |
119-095 |
| S1 |
119-071 |
119-073 |
|