ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 18-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2014 |
18-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
120-232 |
120-207 |
-0-025 |
-0.1% |
120-275 |
| High |
120-270 |
120-295 |
0-025 |
0.1% |
120-317 |
| Low |
120-190 |
120-180 |
-0-010 |
0.0% |
120-110 |
| Close |
120-207 |
120-277 |
0-070 |
0.2% |
120-207 |
| Range |
0-080 |
0-115 |
0-035 |
43.8% |
0-207 |
| ATR |
0-106 |
0-107 |
0-001 |
0.6% |
0-000 |
| Volume |
435,342 |
409,994 |
-25,348 |
-5.8% |
2,401,227 |
|
| Daily Pivots for day following 18-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-276 |
121-231 |
121-020 |
|
| R3 |
121-161 |
121-116 |
120-309 |
|
| R2 |
121-046 |
121-046 |
120-298 |
|
| R1 |
121-001 |
121-001 |
120-288 |
121-024 |
| PP |
120-251 |
120-251 |
120-251 |
120-262 |
| S1 |
120-206 |
120-206 |
120-266 |
120-228 |
| S2 |
120-136 |
120-136 |
120-256 |
|
| S3 |
120-021 |
120-091 |
120-245 |
|
| S4 |
119-226 |
119-296 |
120-214 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-192 |
122-087 |
121-001 |
|
| R3 |
121-305 |
121-200 |
120-264 |
|
| R2 |
121-098 |
121-098 |
120-245 |
|
| R1 |
120-313 |
120-313 |
120-226 |
120-262 |
| PP |
120-211 |
120-211 |
120-211 |
120-186 |
| S1 |
120-106 |
120-106 |
120-188 |
120-055 |
| S2 |
120-004 |
120-004 |
120-169 |
|
| S3 |
119-117 |
119-219 |
120-150 |
|
| S4 |
118-230 |
119-012 |
120-093 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-295 |
120-110 |
0-185 |
0.5% |
0-098 |
0.3% |
90% |
True |
False |
486,727 |
| 10 |
121-030 |
120-110 |
0-240 |
0.6% |
0-098 |
0.3% |
70% |
False |
False |
557,705 |
| 20 |
121-030 |
119-145 |
1-205 |
1.4% |
0-116 |
0.3% |
86% |
False |
False |
656,695 |
| 40 |
121-030 |
119-027 |
2-003 |
1.7% |
0-106 |
0.3% |
89% |
False |
False |
556,375 |
| 60 |
121-030 |
119-027 |
2-003 |
1.7% |
0-101 |
0.3% |
89% |
False |
False |
544,053 |
| 80 |
121-030 |
119-027 |
2-003 |
1.7% |
0-090 |
0.2% |
89% |
False |
False |
409,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-144 |
|
2.618 |
121-276 |
|
1.618 |
121-161 |
|
1.000 |
121-090 |
|
0.618 |
121-046 |
|
HIGH |
120-295 |
|
0.618 |
120-251 |
|
0.500 |
120-238 |
|
0.382 |
120-224 |
|
LOW |
120-180 |
|
0.618 |
120-109 |
|
1.000 |
120-065 |
|
1.618 |
119-314 |
|
2.618 |
119-199 |
|
4.250 |
119-011 |
|
|
| Fisher Pivots for day following 18-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-264 |
120-257 |
| PP |
120-251 |
120-236 |
| S1 |
120-238 |
120-216 |
|