ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 18-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
120-260 |
120-230 |
-0-030 |
-0.1% |
120-120 |
| High |
120-260 |
120-257 |
-0-003 |
0.0% |
121-025 |
| Low |
120-207 |
120-215 |
0-008 |
0.0% |
120-080 |
| Close |
120-207 |
120-247 |
0-040 |
0.1% |
120-282 |
| Range |
0-053 |
0-042 |
-0-011 |
-20.8% |
0-265 |
| ATR |
0-100 |
0-096 |
-0-004 |
-3.6% |
0-000 |
| Volume |
6,601 |
4,921 |
-1,680 |
-25.5% |
51,434 |
|
| Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-046 |
121-028 |
120-270 |
|
| R3 |
121-004 |
120-306 |
120-259 |
|
| R2 |
120-282 |
120-282 |
120-255 |
|
| R1 |
120-264 |
120-264 |
120-251 |
120-273 |
| PP |
120-240 |
120-240 |
120-240 |
120-244 |
| S1 |
120-222 |
120-222 |
120-243 |
120-231 |
| S2 |
120-198 |
120-198 |
120-239 |
|
| S3 |
120-156 |
120-180 |
120-235 |
|
| S4 |
120-114 |
120-138 |
120-224 |
|
|
| 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 |
120-130 |
0-215 |
0.6% |
0-090 |
0.2% |
54% |
False |
False |
8,516 |
| 10 |
121-025 |
120-060 |
0-285 |
0.7% |
0-086 |
0.2% |
66% |
False |
False |
16,140 |
| 20 |
121-100 |
120-060 |
1-040 |
0.9% |
0-093 |
0.2% |
52% |
False |
False |
366,754 |
| 40 |
121-100 |
119-145 |
1-275 |
1.5% |
0-105 |
0.3% |
71% |
False |
False |
511,725 |
| 60 |
121-100 |
119-027 |
2-073 |
1.8% |
0-101 |
0.3% |
76% |
False |
False |
493,168 |
| 80 |
121-100 |
119-027 |
2-073 |
1.8% |
0-099 |
0.3% |
76% |
False |
False |
499,729 |
| 100 |
121-100 |
119-027 |
2-073 |
1.8% |
0-091 |
0.2% |
76% |
False |
False |
401,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-116 |
|
2.618 |
121-047 |
|
1.618 |
121-005 |
|
1.000 |
120-299 |
|
0.618 |
120-283 |
|
HIGH |
120-257 |
|
0.618 |
120-241 |
|
0.500 |
120-236 |
|
0.382 |
120-231 |
|
LOW |
120-215 |
|
0.618 |
120-189 |
|
1.000 |
120-173 |
|
1.618 |
120-147 |
|
2.618 |
120-105 |
|
4.250 |
120-036 |
|
|
| Fisher Pivots for day following 18-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-243 |
120-276 |
| PP |
120-240 |
120-266 |
| S1 |
120-236 |
120-257 |
|