ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 20-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2014 |
20-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
120-275 |
120-220 |
-0-055 |
-0.1% |
120-275 |
| High |
121-010 |
120-290 |
-0-040 |
-0.1% |
120-317 |
| Low |
120-215 |
120-145 |
-0-070 |
-0.2% |
120-110 |
| Close |
120-225 |
120-180 |
-0-045 |
-0.1% |
120-207 |
| Range |
0-115 |
0-145 |
0-030 |
26.1% |
0-207 |
| ATR |
0-107 |
0-110 |
0-003 |
2.5% |
0-000 |
| Volume |
581,916 |
853,724 |
271,808 |
46.7% |
2,401,227 |
|
| Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-000 |
121-235 |
120-260 |
|
| R3 |
121-175 |
121-090 |
120-220 |
|
| R2 |
121-030 |
121-030 |
120-207 |
|
| R1 |
120-265 |
120-265 |
120-193 |
120-235 |
| PP |
120-205 |
120-205 |
120-205 |
120-190 |
| S1 |
120-120 |
120-120 |
120-167 |
120-090 |
| S2 |
120-060 |
120-060 |
120-153 |
|
| S3 |
119-235 |
119-295 |
120-140 |
|
| S4 |
119-090 |
119-150 |
120-100 |
|
|
| 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 |
121-010 |
120-137 |
0-193 |
0.5% |
0-112 |
0.3% |
22% |
False |
False |
562,738 |
| 10 |
121-017 |
120-110 |
0-227 |
0.6% |
0-106 |
0.3% |
31% |
False |
False |
566,138 |
| 20 |
121-030 |
119-145 |
1-205 |
1.4% |
0-119 |
0.3% |
68% |
False |
False |
678,363 |
| 40 |
121-030 |
119-027 |
2-003 |
1.7% |
0-105 |
0.3% |
74% |
False |
False |
553,346 |
| 60 |
121-030 |
119-027 |
2-003 |
1.7% |
0-101 |
0.3% |
74% |
False |
False |
564,511 |
| 80 |
121-030 |
119-027 |
2-003 |
1.7% |
0-093 |
0.2% |
74% |
False |
False |
427,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-266 |
|
2.618 |
122-030 |
|
1.618 |
121-205 |
|
1.000 |
121-115 |
|
0.618 |
121-060 |
|
HIGH |
120-290 |
|
0.618 |
120-235 |
|
0.500 |
120-218 |
|
0.382 |
120-200 |
|
LOW |
120-145 |
|
0.618 |
120-055 |
|
1.000 |
120-000 |
|
1.618 |
119-230 |
|
2.618 |
119-085 |
|
4.250 |
118-169 |
|
|
| Fisher Pivots for day following 20-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-218 |
120-238 |
| PP |
120-205 |
120-218 |
| S1 |
120-192 |
120-199 |
|