ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 31-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2014 |
31-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
120-157 |
120-147 |
-0-010 |
0.0% |
120-090 |
| High |
120-167 |
120-237 |
0-070 |
0.2% |
120-237 |
| Low |
120-095 |
120-135 |
0-040 |
0.1% |
119-305 |
| Close |
120-152 |
120-200 |
0-048 |
0.1% |
120-200 |
| Range |
0-072 |
0-102 |
0-030 |
41.7% |
0-252 |
| ATR |
0-115 |
0-114 |
-0-001 |
-0.8% |
0-000 |
| Volume |
790,904 |
810,776 |
19,872 |
2.5% |
3,932,121 |
|
| Daily Pivots for day following 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-177 |
121-130 |
120-256 |
|
| R3 |
121-075 |
121-028 |
120-228 |
|
| R2 |
120-293 |
120-293 |
120-219 |
|
| R1 |
120-246 |
120-246 |
120-209 |
120-270 |
| PP |
120-191 |
120-191 |
120-191 |
120-202 |
| S1 |
120-144 |
120-144 |
120-191 |
120-168 |
| S2 |
120-089 |
120-089 |
120-181 |
|
| S3 |
119-307 |
120-042 |
120-172 |
|
| S4 |
119-205 |
119-260 |
120-144 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-257 |
122-160 |
121-019 |
|
| R3 |
122-005 |
121-228 |
120-269 |
|
| R2 |
121-073 |
121-073 |
120-246 |
|
| R1 |
120-296 |
120-296 |
120-223 |
121-024 |
| PP |
120-141 |
120-141 |
120-141 |
120-165 |
| S1 |
120-044 |
120-044 |
120-177 |
120-092 |
| S2 |
119-209 |
119-209 |
120-154 |
|
| S3 |
118-277 |
119-112 |
120-131 |
|
| S4 |
118-025 |
118-180 |
120-061 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-237 |
119-305 |
0-252 |
0.7% |
0-115 |
0.3% |
85% |
True |
False |
786,424 |
| 10 |
120-237 |
119-145 |
1-092 |
1.1% |
0-128 |
0.3% |
91% |
True |
False |
724,310 |
| 20 |
120-237 |
119-027 |
1-210 |
1.4% |
0-116 |
0.3% |
93% |
True |
False |
635,473 |
| 40 |
120-255 |
119-027 |
1-228 |
1.4% |
0-104 |
0.3% |
90% |
False |
False |
544,736 |
| 60 |
121-030 |
119-027 |
2-003 |
1.7% |
0-096 |
0.2% |
77% |
False |
False |
440,264 |
| 80 |
121-030 |
119-027 |
2-003 |
1.7% |
0-080 |
0.2% |
77% |
False |
False |
330,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-030 |
|
2.618 |
121-184 |
|
1.618 |
121-082 |
|
1.000 |
121-019 |
|
0.618 |
120-300 |
|
HIGH |
120-237 |
|
0.618 |
120-198 |
|
0.500 |
120-186 |
|
0.382 |
120-174 |
|
LOW |
120-135 |
|
0.618 |
120-072 |
|
1.000 |
120-033 |
|
1.618 |
119-290 |
|
2.618 |
119-188 |
|
4.250 |
119-022 |
|
|
| Fisher Pivots for day following 31-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-195 |
120-174 |
| PP |
120-191 |
120-148 |
| S1 |
120-186 |
120-122 |
|