ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 03-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2014 |
03-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
120-147 |
120-207 |
0-060 |
0.2% |
120-090 |
| High |
120-237 |
121-000 |
0-083 |
0.2% |
120-237 |
| Low |
120-135 |
120-185 |
0-050 |
0.1% |
119-305 |
| Close |
120-200 |
120-310 |
0-110 |
0.3% |
120-200 |
| Range |
0-102 |
0-135 |
0-033 |
32.4% |
0-252 |
| ATR |
0-114 |
0-115 |
0-002 |
1.3% |
0-000 |
| Volume |
810,776 |
762,115 |
-48,661 |
-6.0% |
3,932,121 |
|
| Daily Pivots for day following 03-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-037 |
121-308 |
121-064 |
|
| R3 |
121-222 |
121-173 |
121-027 |
|
| R2 |
121-087 |
121-087 |
121-015 |
|
| R1 |
121-038 |
121-038 |
121-002 |
121-062 |
| PP |
120-272 |
120-272 |
120-272 |
120-284 |
| S1 |
120-223 |
120-223 |
120-298 |
120-248 |
| S2 |
120-137 |
120-137 |
120-285 |
|
| S3 |
120-002 |
120-088 |
120-273 |
|
| S4 |
119-187 |
119-273 |
120-236 |
|
|
| 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 |
121-000 |
119-305 |
1-015 |
0.9% |
0-124 |
0.3% |
97% |
True |
False |
787,953 |
| 10 |
121-000 |
119-145 |
1-175 |
1.3% |
0-135 |
0.3% |
98% |
True |
False |
755,685 |
| 20 |
121-000 |
119-027 |
1-293 |
1.6% |
0-119 |
0.3% |
98% |
True |
False |
654,309 |
| 40 |
121-000 |
119-027 |
1-293 |
1.6% |
0-104 |
0.3% |
98% |
True |
False |
545,614 |
| 60 |
121-030 |
119-027 |
2-003 |
1.7% |
0-097 |
0.3% |
94% |
False |
False |
452,874 |
| 80 |
121-030 |
119-027 |
2-003 |
1.7% |
0-082 |
0.2% |
94% |
False |
False |
339,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-254 |
|
2.618 |
122-033 |
|
1.618 |
121-218 |
|
1.000 |
121-135 |
|
0.618 |
121-083 |
|
HIGH |
121-000 |
|
0.618 |
120-268 |
|
0.500 |
120-252 |
|
0.382 |
120-237 |
|
LOW |
120-185 |
|
0.618 |
120-102 |
|
1.000 |
120-050 |
|
1.618 |
119-287 |
|
2.618 |
119-152 |
|
4.250 |
118-251 |
|
|
| Fisher Pivots for day following 03-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-291 |
120-276 |
| PP |
120-272 |
120-242 |
| S1 |
120-252 |
120-208 |
|