ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 21-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2014 |
21-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
119-245 |
119-267 |
0-022 |
0.1% |
119-260 |
| High |
119-292 |
119-300 |
0-008 |
0.0% |
120-020 |
| Low |
119-227 |
119-187 |
-0-040 |
-0.1% |
119-152 |
| Close |
119-265 |
119-247 |
-0-018 |
0.0% |
119-265 |
| Range |
0-065 |
0-113 |
0-048 |
73.8% |
0-188 |
| ATR |
0-095 |
0-096 |
0-001 |
1.4% |
0-000 |
| Volume |
448,359 |
497,862 |
49,503 |
11.0% |
2,393,402 |
|
| Daily Pivots for day following 21-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-264 |
120-208 |
119-309 |
|
| R3 |
120-151 |
120-095 |
119-278 |
|
| R2 |
120-038 |
120-038 |
119-268 |
|
| R1 |
119-302 |
119-302 |
119-257 |
119-274 |
| PP |
119-245 |
119-245 |
119-245 |
119-230 |
| S1 |
119-189 |
119-189 |
119-237 |
119-160 |
| S2 |
119-132 |
119-132 |
119-226 |
|
| S3 |
119-019 |
119-076 |
119-216 |
|
| S4 |
118-226 |
118-283 |
119-185 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-176 |
121-089 |
120-048 |
|
| R3 |
120-308 |
120-221 |
119-317 |
|
| R2 |
120-120 |
120-120 |
119-299 |
|
| R1 |
120-033 |
120-033 |
119-282 |
120-076 |
| PP |
119-252 |
119-252 |
119-252 |
119-274 |
| S1 |
119-165 |
119-165 |
119-248 |
119-208 |
| S2 |
119-064 |
119-064 |
119-231 |
|
| S3 |
118-196 |
118-297 |
119-213 |
|
| S4 |
118-008 |
118-109 |
119-162 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-005 |
119-152 |
0-173 |
0.5% |
0-092 |
0.2% |
55% |
False |
False |
487,106 |
| 10 |
120-020 |
119-027 |
0-313 |
0.8% |
0-102 |
0.3% |
70% |
False |
False |
559,689 |
| 20 |
120-020 |
119-027 |
0-313 |
0.8% |
0-092 |
0.2% |
70% |
False |
False |
433,043 |
| 40 |
121-030 |
119-027 |
2-003 |
1.7% |
0-093 |
0.2% |
34% |
False |
False |
498,480 |
| 60 |
121-030 |
119-027 |
2-003 |
1.7% |
0-083 |
0.2% |
34% |
False |
False |
335,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-140 |
|
2.618 |
120-276 |
|
1.618 |
120-163 |
|
1.000 |
120-093 |
|
0.618 |
120-050 |
|
HIGH |
119-300 |
|
0.618 |
119-257 |
|
0.500 |
119-244 |
|
0.382 |
119-230 |
|
LOW |
119-187 |
|
0.618 |
119-117 |
|
1.000 |
119-074 |
|
1.618 |
119-004 |
|
2.618 |
118-211 |
|
4.250 |
118-027 |
|
|
| Fisher Pivots for day following 21-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
119-246 |
119-245 |
| PP |
119-245 |
119-243 |
| S1 |
119-244 |
119-241 |
|