ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 10-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2014 |
10-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
119-055 |
119-067 |
0-012 |
0.0% |
119-097 |
| High |
119-097 |
119-282 |
0-185 |
0.5% |
119-282 |
| Low |
119-027 |
119-060 |
0-033 |
0.1% |
119-027 |
| Close |
119-080 |
119-272 |
0-192 |
0.5% |
119-272 |
| Range |
0-070 |
0-222 |
0-152 |
217.1% |
0-255 |
| ATR |
0-090 |
0-099 |
0-009 |
10.5% |
0-000 |
| Volume |
688,503 |
904,767 |
216,264 |
31.4% |
3,135,936 |
|
| Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-231 |
121-153 |
120-074 |
|
| R3 |
121-009 |
120-251 |
120-013 |
|
| R2 |
120-107 |
120-107 |
119-313 |
|
| R1 |
120-029 |
120-029 |
119-292 |
120-068 |
| PP |
119-205 |
119-205 |
119-205 |
119-224 |
| S1 |
119-127 |
119-127 |
119-252 |
119-166 |
| S2 |
118-303 |
118-303 |
119-231 |
|
| S3 |
118-081 |
118-225 |
119-211 |
|
| S4 |
117-179 |
118-003 |
119-150 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-319 |
121-230 |
120-092 |
|
| R3 |
121-064 |
120-295 |
120-022 |
|
| R2 |
120-129 |
120-129 |
119-319 |
|
| R1 |
120-040 |
120-040 |
119-295 |
120-084 |
| PP |
119-194 |
119-194 |
119-194 |
119-216 |
| S1 |
119-105 |
119-105 |
119-249 |
119-150 |
| S2 |
118-259 |
118-259 |
119-225 |
|
| S3 |
118-004 |
118-170 |
119-202 |
|
| S4 |
117-069 |
117-235 |
119-132 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-282 |
119-027 |
0-255 |
0.7% |
0-121 |
0.3% |
96% |
True |
False |
627,187 |
| 10 |
119-282 |
119-027 |
0-255 |
0.7% |
0-096 |
0.2% |
96% |
True |
False |
468,535 |
| 20 |
120-147 |
119-027 |
1-120 |
1.1% |
0-098 |
0.3% |
56% |
False |
False |
462,402 |
| 40 |
121-030 |
119-027 |
2-003 |
1.7% |
0-090 |
0.2% |
38% |
False |
False |
429,659 |
| 60 |
121-030 |
119-027 |
2-003 |
1.7% |
0-079 |
0.2% |
38% |
False |
False |
287,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-266 |
|
2.618 |
121-223 |
|
1.618 |
121-001 |
|
1.000 |
120-184 |
|
0.618 |
120-099 |
|
HIGH |
119-282 |
|
0.618 |
119-197 |
|
0.500 |
119-171 |
|
0.382 |
119-145 |
|
LOW |
119-060 |
|
0.618 |
118-243 |
|
1.000 |
118-158 |
|
1.618 |
118-021 |
|
2.618 |
117-119 |
|
4.250 |
116-076 |
|
|
| Fisher Pivots for day following 10-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-238 |
119-233 |
| PP |
119-205 |
119-194 |
| S1 |
119-171 |
119-154 |
|