ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 27-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2014 |
27-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
119-317 |
120-090 |
0-093 |
0.2% |
119-267 |
| High |
120-192 |
120-107 |
-0-085 |
-0.2% |
120-192 |
| Low |
119-307 |
120-017 |
0-030 |
0.1% |
119-145 |
| Close |
120-057 |
120-025 |
-0-032 |
-0.1% |
120-057 |
| Range |
0-205 |
0-090 |
-0-115 |
-56.1% |
1-047 |
| ATR |
0-113 |
0-111 |
-0-002 |
-1.4% |
0-000 |
| Volume |
945,190 |
754,469 |
-190,721 |
-20.2% |
2,862,623 |
|
| Daily Pivots for day following 27-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-000 |
120-262 |
120-074 |
|
| R3 |
120-230 |
120-172 |
120-050 |
|
| R2 |
120-140 |
120-140 |
120-042 |
|
| R1 |
120-082 |
120-082 |
120-033 |
120-066 |
| PP |
120-050 |
120-050 |
120-050 |
120-042 |
| S1 |
119-312 |
119-312 |
120-017 |
119-296 |
| S2 |
119-280 |
119-280 |
120-008 |
|
| S3 |
119-190 |
119-222 |
120-000 |
|
| S4 |
119-100 |
119-132 |
119-296 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-166 |
122-318 |
120-259 |
|
| R3 |
122-119 |
121-271 |
120-158 |
|
| R2 |
121-072 |
121-072 |
120-124 |
|
| R1 |
120-224 |
120-224 |
120-091 |
120-308 |
| PP |
120-025 |
120-025 |
120-025 |
120-066 |
| S1 |
119-177 |
119-177 |
120-023 |
119-261 |
| S2 |
118-298 |
118-298 |
119-310 |
|
| S3 |
117-251 |
118-130 |
119-276 |
|
| S4 |
116-204 |
117-083 |
119-175 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-192 |
119-145 |
1-047 |
1.0% |
0-146 |
0.4% |
54% |
False |
False |
723,418 |
| 10 |
120-192 |
119-145 |
1-047 |
1.0% |
0-116 |
0.3% |
54% |
False |
False |
601,049 |
| 20 |
120-192 |
119-027 |
1-165 |
1.3% |
0-106 |
0.3% |
66% |
False |
False |
534,792 |
| 40 |
121-022 |
119-027 |
1-315 |
1.7% |
0-100 |
0.3% |
50% |
False |
False |
521,875 |
| 60 |
121-030 |
119-027 |
2-003 |
1.7% |
0-091 |
0.2% |
49% |
False |
False |
387,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-170 |
|
2.618 |
121-023 |
|
1.618 |
120-253 |
|
1.000 |
120-197 |
|
0.618 |
120-163 |
|
HIGH |
120-107 |
|
0.618 |
120-073 |
|
0.500 |
120-062 |
|
0.382 |
120-051 |
|
LOW |
120-017 |
|
0.618 |
119-281 |
|
1.000 |
119-247 |
|
1.618 |
119-191 |
|
2.618 |
119-101 |
|
4.250 |
118-274 |
|
|
| Fisher Pivots for day following 27-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-062 |
120-020 |
| PP |
120-050 |
120-014 |
| S1 |
120-037 |
120-008 |
|