ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 29-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2014 |
29-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
120-050 |
120-037 |
-0-013 |
0.0% |
119-267 |
| High |
120-100 |
120-202 |
0-102 |
0.3% |
120-192 |
| Low |
119-305 |
120-007 |
0-022 |
0.1% |
119-145 |
| Close |
120-080 |
120-177 |
0-097 |
0.3% |
120-057 |
| Range |
0-115 |
0-195 |
0-080 |
69.6% |
1-047 |
| ATR |
0-111 |
0-117 |
0-006 |
5.4% |
0-000 |
| Volume |
624,317 |
951,655 |
327,338 |
52.4% |
2,862,623 |
|
| Daily Pivots for day following 29-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-074 |
122-000 |
120-284 |
|
| R3 |
121-199 |
121-125 |
120-231 |
|
| R2 |
121-004 |
121-004 |
120-213 |
|
| R1 |
120-250 |
120-250 |
120-195 |
120-287 |
| PP |
120-129 |
120-129 |
120-129 |
120-147 |
| S1 |
120-055 |
120-055 |
120-159 |
120-092 |
| S2 |
119-254 |
119-254 |
120-141 |
|
| S3 |
119-059 |
119-180 |
120-123 |
|
| S4 |
118-184 |
118-305 |
120-070 |
|
|
| 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 |
120-202 |
119-145 |
1-057 |
1.0% |
0-166 |
0.4% |
93% |
True |
False |
838,156 |
| 10 |
120-202 |
119-145 |
1-057 |
1.0% |
0-129 |
0.3% |
93% |
True |
False |
667,044 |
| 20 |
120-202 |
119-027 |
1-175 |
1.3% |
0-114 |
0.3% |
95% |
True |
False |
584,948 |
| 40 |
120-290 |
119-027 |
1-263 |
1.5% |
0-104 |
0.3% |
81% |
False |
False |
534,163 |
| 60 |
121-030 |
119-027 |
2-003 |
1.7% |
0-094 |
0.2% |
73% |
False |
False |
413,715 |
| 80 |
121-030 |
119-027 |
2-003 |
1.7% |
0-078 |
0.2% |
73% |
False |
False |
310,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-071 |
|
2.618 |
122-073 |
|
1.618 |
121-198 |
|
1.000 |
121-077 |
|
0.618 |
121-003 |
|
HIGH |
120-202 |
|
0.618 |
120-128 |
|
0.500 |
120-104 |
|
0.382 |
120-081 |
|
LOW |
120-007 |
|
0.618 |
119-206 |
|
1.000 |
119-132 |
|
1.618 |
119-011 |
|
2.618 |
118-136 |
|
4.250 |
117-138 |
|
|
| Fisher Pivots for day following 29-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-153 |
120-149 |
| PP |
120-129 |
120-121 |
| S1 |
120-104 |
120-094 |
|