ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 28-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2014 |
28-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
120-090 |
120-050 |
-0-040 |
-0.1% |
119-267 |
| High |
120-107 |
120-100 |
-0-007 |
0.0% |
120-192 |
| Low |
120-017 |
119-305 |
-0-032 |
-0.1% |
119-145 |
| Close |
120-025 |
120-080 |
0-055 |
0.1% |
120-057 |
| Range |
0-090 |
0-115 |
0-025 |
27.8% |
1-047 |
| ATR |
0-111 |
0-111 |
0-000 |
0.3% |
0-000 |
| Volume |
754,469 |
624,317 |
-130,152 |
-17.3% |
2,862,623 |
|
| Daily Pivots for day following 28-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-080 |
121-035 |
120-143 |
|
| R3 |
120-285 |
120-240 |
120-112 |
|
| R2 |
120-170 |
120-170 |
120-101 |
|
| R1 |
120-125 |
120-125 |
120-091 |
120-148 |
| PP |
120-055 |
120-055 |
120-055 |
120-066 |
| S1 |
120-010 |
120-010 |
120-069 |
120-032 |
| S2 |
119-260 |
119-260 |
120-059 |
|
| S3 |
119-145 |
119-215 |
120-048 |
|
| S4 |
119-030 |
119-100 |
120-017 |
|
|
| 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% |
69% |
False |
False |
748,709 |
| 10 |
120-192 |
119-145 |
1-047 |
1.0% |
0-119 |
0.3% |
69% |
False |
False |
617,907 |
| 20 |
120-192 |
119-027 |
1-165 |
1.3% |
0-108 |
0.3% |
77% |
False |
False |
550,734 |
| 40 |
120-302 |
119-027 |
1-275 |
1.5% |
0-101 |
0.3% |
63% |
False |
False |
518,256 |
| 60 |
121-030 |
119-027 |
2-003 |
1.7% |
0-092 |
0.2% |
58% |
False |
False |
397,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-269 |
|
2.618 |
121-081 |
|
1.618 |
120-286 |
|
1.000 |
120-215 |
|
0.618 |
120-171 |
|
HIGH |
120-100 |
|
0.618 |
120-056 |
|
0.500 |
120-042 |
|
0.382 |
120-029 |
|
LOW |
119-305 |
|
0.618 |
119-234 |
|
1.000 |
119-190 |
|
1.618 |
119-119 |
|
2.618 |
119-004 |
|
4.250 |
118-136 |
|
|
| Fisher Pivots for day following 28-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-068 |
120-088 |
| PP |
120-055 |
120-086 |
| S1 |
120-042 |
120-083 |
|