ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 06-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2014 |
06-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
120-265 |
120-240 |
-0-025 |
-0.1% |
120-090 |
| High |
121-030 |
120-252 |
-0-098 |
-0.3% |
120-237 |
| Low |
120-227 |
120-185 |
-0-042 |
-0.1% |
119-305 |
| Close |
120-242 |
120-207 |
-0-035 |
-0.1% |
120-200 |
| Range |
0-123 |
0-067 |
-0-056 |
-45.5% |
0-252 |
| ATR |
0-112 |
0-109 |
-0-003 |
-2.9% |
0-000 |
| Volume |
733,298 |
542,997 |
-190,301 |
-26.0% |
3,932,121 |
|
| Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-096 |
121-058 |
120-244 |
|
| R3 |
121-029 |
120-311 |
120-225 |
|
| R2 |
120-282 |
120-282 |
120-219 |
|
| R1 |
120-244 |
120-244 |
120-213 |
120-230 |
| PP |
120-215 |
120-215 |
120-215 |
120-207 |
| S1 |
120-177 |
120-177 |
120-201 |
120-162 |
| S2 |
120-148 |
120-148 |
120-195 |
|
| S3 |
120-081 |
120-110 |
120-189 |
|
| S4 |
120-014 |
120-043 |
120-170 |
|
|
| 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 |
121-030 |
120-135 |
0-215 |
0.6% |
0-096 |
0.2% |
33% |
False |
False |
693,439 |
| 10 |
121-030 |
119-305 |
1-045 |
0.9% |
0-116 |
0.3% |
61% |
False |
False |
753,373 |
| 20 |
121-030 |
119-027 |
2-003 |
1.7% |
0-116 |
0.3% |
78% |
False |
False |
671,891 |
| 40 |
121-030 |
119-027 |
2-003 |
1.7% |
0-103 |
0.3% |
78% |
False |
False |
547,172 |
| 60 |
121-030 |
119-027 |
2-003 |
1.7% |
0-095 |
0.2% |
78% |
False |
False |
484,188 |
| 80 |
121-030 |
119-027 |
2-003 |
1.7% |
0-084 |
0.2% |
78% |
False |
False |
363,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-217 |
|
2.618 |
121-107 |
|
1.618 |
121-040 |
|
1.000 |
120-319 |
|
0.618 |
120-293 |
|
HIGH |
120-252 |
|
0.618 |
120-226 |
|
0.500 |
120-218 |
|
0.382 |
120-211 |
|
LOW |
120-185 |
|
0.618 |
120-144 |
|
1.000 |
120-118 |
|
1.618 |
120-077 |
|
2.618 |
120-010 |
|
4.250 |
119-220 |
|
|
| Fisher Pivots for day following 06-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-218 |
120-268 |
| PP |
120-215 |
120-247 |
| S1 |
120-211 |
120-227 |
|