ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 14-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2014 |
14-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
120-190 |
120-280 |
0-090 |
0.2% |
120-120 |
| High |
120-305 |
121-025 |
0-040 |
0.1% |
121-025 |
| Low |
120-130 |
120-245 |
0-115 |
0.3% |
120-080 |
| Close |
120-285 |
120-282 |
-0-003 |
0.0% |
120-282 |
| Range |
0-175 |
0-100 |
-0-075 |
-42.9% |
0-265 |
| ATR |
0-102 |
0-102 |
0-000 |
-0.1% |
0-000 |
| Volume |
9,142 |
7,957 |
-1,185 |
-13.0% |
51,434 |
|
| Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-271 |
121-216 |
121-017 |
|
| R3 |
121-171 |
121-116 |
120-310 |
|
| R2 |
121-071 |
121-071 |
120-300 |
|
| R1 |
121-016 |
121-016 |
120-291 |
121-044 |
| PP |
120-291 |
120-291 |
120-291 |
120-304 |
| S1 |
120-236 |
120-236 |
120-273 |
120-264 |
| S2 |
120-191 |
120-191 |
120-264 |
|
| S3 |
120-091 |
120-136 |
120-254 |
|
| S4 |
119-311 |
120-036 |
120-227 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-071 |
122-281 |
121-108 |
|
| R3 |
122-126 |
122-016 |
121-035 |
|
| R2 |
121-181 |
121-181 |
121-011 |
|
| R1 |
121-071 |
121-071 |
120-306 |
121-126 |
| PP |
120-236 |
120-236 |
120-236 |
120-263 |
| S1 |
120-126 |
120-126 |
120-258 |
120-181 |
| S2 |
119-291 |
119-291 |
120-233 |
|
| S3 |
119-026 |
119-181 |
120-209 |
|
| S4 |
118-081 |
118-236 |
120-136 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-025 |
120-080 |
0-265 |
0.7% |
0-093 |
0.2% |
76% |
True |
False |
10,286 |
| 10 |
121-100 |
120-060 |
1-040 |
0.9% |
0-102 |
0.3% |
62% |
False |
False |
35,769 |
| 20 |
121-100 |
120-060 |
1-040 |
0.9% |
0-098 |
0.3% |
62% |
False |
False |
408,445 |
| 40 |
121-100 |
119-145 |
1-275 |
1.5% |
0-106 |
0.3% |
77% |
False |
False |
534,751 |
| 60 |
121-100 |
119-027 |
2-073 |
1.8% |
0-105 |
0.3% |
81% |
False |
False |
512,861 |
| 80 |
121-100 |
119-027 |
2-073 |
1.8% |
0-099 |
0.3% |
81% |
False |
False |
500,009 |
| 100 |
121-100 |
119-027 |
2-073 |
1.8% |
0-091 |
0.2% |
81% |
False |
False |
400,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-130 |
|
2.618 |
121-287 |
|
1.618 |
121-187 |
|
1.000 |
121-125 |
|
0.618 |
121-087 |
|
HIGH |
121-025 |
|
0.618 |
120-307 |
|
0.500 |
120-295 |
|
0.382 |
120-283 |
|
LOW |
120-245 |
|
0.618 |
120-183 |
|
1.000 |
120-145 |
|
1.618 |
120-083 |
|
2.618 |
119-303 |
|
4.250 |
119-140 |
|
|
| Fisher Pivots for day following 14-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-295 |
120-267 |
| PP |
120-291 |
120-252 |
| S1 |
120-286 |
120-238 |
|