ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 15-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2014 |
15-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
119-317 |
119-235 |
-0-082 |
-0.2% |
119-097 |
| High |
120-005 |
119-260 |
-0-065 |
-0.2% |
119-282 |
| Low |
119-230 |
119-152 |
-0-078 |
-0.2% |
119-027 |
| Close |
119-240 |
119-195 |
-0-045 |
-0.1% |
119-272 |
| Range |
0-095 |
0-108 |
0-013 |
13.7% |
0-255 |
| ATR |
0-098 |
0-098 |
0-001 |
0.8% |
0-000 |
| Volume |
460,288 |
544,808 |
84,520 |
18.4% |
3,135,936 |
|
| Daily Pivots for day following 15-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-206 |
120-149 |
119-254 |
|
| R3 |
120-098 |
120-041 |
119-225 |
|
| R2 |
119-310 |
119-310 |
119-215 |
|
| R1 |
119-253 |
119-253 |
119-205 |
119-228 |
| PP |
119-202 |
119-202 |
119-202 |
119-190 |
| S1 |
119-145 |
119-145 |
119-185 |
119-120 |
| S2 |
119-094 |
119-094 |
119-175 |
|
| S3 |
118-306 |
119-037 |
119-165 |
|
| S4 |
118-198 |
118-249 |
119-136 |
|
|
| 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 |
120-020 |
119-027 |
0-313 |
0.8% |
0-115 |
0.3% |
54% |
False |
False |
610,819 |
| 10 |
120-020 |
119-027 |
0-313 |
0.8% |
0-102 |
0.3% |
54% |
False |
False |
532,661 |
| 20 |
120-147 |
119-027 |
1-120 |
1.1% |
0-102 |
0.3% |
38% |
False |
False |
469,081 |
| 40 |
121-030 |
119-027 |
2-003 |
1.7% |
0-093 |
0.2% |
26% |
False |
False |
465,266 |
| 60 |
121-030 |
119-027 |
2-003 |
1.7% |
0-081 |
0.2% |
26% |
False |
False |
311,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-079 |
|
2.618 |
120-223 |
|
1.618 |
120-115 |
|
1.000 |
120-048 |
|
0.618 |
120-007 |
|
HIGH |
119-260 |
|
0.618 |
119-219 |
|
0.500 |
119-206 |
|
0.382 |
119-193 |
|
LOW |
119-152 |
|
0.618 |
119-085 |
|
1.000 |
119-044 |
|
1.618 |
118-297 |
|
2.618 |
118-189 |
|
4.250 |
118-013 |
|
|
| Fisher Pivots for day following 15-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-206 |
119-246 |
| PP |
119-202 |
119-229 |
| S1 |
119-199 |
119-212 |
|