ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 12-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
120-122 |
120-150 |
0-028 |
0.1% |
121-050 |
| High |
120-157 |
120-222 |
0-065 |
0.2% |
121-100 |
| Low |
120-102 |
120-142 |
0-040 |
0.1% |
120-060 |
| Close |
120-150 |
120-192 |
0-042 |
0.1% |
120-100 |
| Range |
0-055 |
0-080 |
0-025 |
45.5% |
1-040 |
| ATR |
0-097 |
0-096 |
-0-001 |
-1.3% |
0-000 |
| Volume |
10,474 |
13,961 |
3,487 |
33.3% |
306,265 |
|
| Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-105 |
121-069 |
120-236 |
|
| R3 |
121-025 |
120-309 |
120-214 |
|
| R2 |
120-265 |
120-265 |
120-207 |
|
| R1 |
120-229 |
120-229 |
120-199 |
120-247 |
| PP |
120-185 |
120-185 |
120-185 |
120-194 |
| S1 |
120-149 |
120-149 |
120-185 |
120-167 |
| S2 |
120-105 |
120-105 |
120-177 |
|
| S3 |
120-025 |
120-069 |
120-170 |
|
| S4 |
119-265 |
119-309 |
120-148 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-313 |
123-087 |
120-298 |
|
| R3 |
122-273 |
122-047 |
120-199 |
|
| R2 |
121-233 |
121-233 |
120-166 |
|
| R1 |
121-007 |
121-007 |
120-133 |
120-260 |
| PP |
120-193 |
120-193 |
120-193 |
120-160 |
| S1 |
119-287 |
119-287 |
120-067 |
119-220 |
| S2 |
119-153 |
119-153 |
120-034 |
|
| S3 |
118-113 |
118-247 |
120-001 |
|
| S4 |
117-073 |
117-207 |
119-222 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-252 |
120-060 |
0-192 |
0.5% |
0-084 |
0.2% |
69% |
False |
False |
18,325 |
| 10 |
121-100 |
120-060 |
1-040 |
0.9% |
0-092 |
0.2% |
37% |
False |
False |
198,432 |
| 20 |
121-100 |
120-060 |
1-040 |
0.9% |
0-094 |
0.2% |
37% |
False |
False |
458,981 |
| 40 |
121-100 |
119-145 |
1-275 |
1.5% |
0-104 |
0.3% |
62% |
False |
False |
559,451 |
| 60 |
121-100 |
119-027 |
2-073 |
1.8% |
0-102 |
0.3% |
68% |
False |
False |
524,742 |
| 80 |
121-100 |
119-027 |
2-073 |
1.8% |
0-097 |
0.3% |
68% |
False |
False |
500,100 |
| 100 |
121-100 |
119-027 |
2-073 |
1.8% |
0-090 |
0.2% |
68% |
False |
False |
400,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-242 |
|
2.618 |
121-111 |
|
1.618 |
121-031 |
|
1.000 |
120-302 |
|
0.618 |
120-271 |
|
HIGH |
120-222 |
|
0.618 |
120-191 |
|
0.500 |
120-182 |
|
0.382 |
120-173 |
|
LOW |
120-142 |
|
0.618 |
120-093 |
|
1.000 |
120-062 |
|
1.618 |
120-013 |
|
2.618 |
119-253 |
|
4.250 |
119-122 |
|
|
| Fisher Pivots for day following 12-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-189 |
120-178 |
| PP |
120-185 |
120-165 |
| S1 |
120-182 |
120-151 |
|