ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 09-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2014 |
09-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
119-185 |
119-055 |
-0-130 |
-0.3% |
119-095 |
| High |
119-185 |
119-097 |
-0-088 |
-0.2% |
119-157 |
| Low |
119-035 |
119-027 |
-0-008 |
0.0% |
119-067 |
| Close |
119-052 |
119-080 |
0-028 |
0.1% |
119-112 |
| Range |
0-150 |
0-070 |
-0-080 |
-53.3% |
0-090 |
| ATR |
0-091 |
0-090 |
-0-002 |
-1.7% |
0-000 |
| Volume |
680,545 |
688,503 |
7,958 |
1.2% |
1,243,943 |
|
| Daily Pivots for day following 09-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-278 |
119-249 |
119-118 |
|
| R3 |
119-208 |
119-179 |
119-099 |
|
| R2 |
119-138 |
119-138 |
119-093 |
|
| R1 |
119-109 |
119-109 |
119-086 |
119-124 |
| PP |
119-068 |
119-068 |
119-068 |
119-075 |
| S1 |
119-039 |
119-039 |
119-074 |
119-054 |
| S2 |
118-318 |
118-318 |
119-067 |
|
| S3 |
118-248 |
118-289 |
119-061 |
|
| S4 |
118-178 |
118-219 |
119-042 |
|
|
| 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 |
119-027 |
0-170 |
0.4% |
0-090 |
0.2% |
31% |
False |
True |
523,312 |
| 10 |
119-197 |
119-027 |
0-170 |
0.4% |
0-076 |
0.2% |
31% |
False |
True |
386,292 |
| 20 |
120-152 |
119-027 |
1-125 |
1.2% |
0-091 |
0.2% |
12% |
False |
True |
436,087 |
| 40 |
121-030 |
119-027 |
2-003 |
1.7% |
0-087 |
0.2% |
8% |
False |
True |
407,055 |
| 60 |
121-030 |
119-027 |
2-003 |
1.7% |
0-075 |
0.2% |
8% |
False |
True |
272,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-074 |
|
2.618 |
119-280 |
|
1.618 |
119-210 |
|
1.000 |
119-167 |
|
0.618 |
119-140 |
|
HIGH |
119-097 |
|
0.618 |
119-070 |
|
0.500 |
119-062 |
|
0.382 |
119-054 |
|
LOW |
119-027 |
|
0.618 |
118-304 |
|
1.000 |
118-277 |
|
1.618 |
118-234 |
|
2.618 |
118-164 |
|
4.250 |
118-050 |
|
|
| Fisher Pivots for day following 09-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-074 |
119-112 |
| PP |
119-068 |
119-101 |
| S1 |
119-062 |
119-091 |
|