ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 19-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2014 |
19-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
120-230 |
120-260 |
0-030 |
0.1% |
120-120 |
| High |
120-257 |
120-260 |
0-003 |
0.0% |
121-025 |
| Low |
120-215 |
119-255 |
-0-280 |
-0.7% |
120-080 |
| Close |
120-247 |
120-005 |
-0-242 |
-0.6% |
120-282 |
| Range |
0-042 |
1-005 |
0-283 |
673.8% |
0-265 |
| ATR |
0-096 |
0-112 |
0-016 |
17.0% |
0-000 |
| Volume |
4,921 |
16,639 |
11,718 |
238.1% |
51,434 |
|
| Daily Pivots for day following 19-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-082 |
122-208 |
120-184 |
|
| R3 |
122-077 |
121-203 |
120-094 |
|
| R2 |
121-072 |
121-072 |
120-065 |
|
| R1 |
120-198 |
120-198 |
120-035 |
120-132 |
| PP |
120-067 |
120-067 |
120-067 |
120-034 |
| S1 |
119-193 |
119-193 |
119-295 |
119-128 |
| S2 |
119-062 |
119-062 |
119-265 |
|
| S3 |
118-057 |
118-188 |
119-236 |
|
| S4 |
117-052 |
117-183 |
119-146 |
|
|
| 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 |
119-255 |
1-090 |
1.1% |
0-139 |
0.4% |
17% |
False |
True |
9,052 |
| 10 |
121-025 |
119-255 |
1-090 |
1.1% |
0-112 |
0.3% |
17% |
False |
True |
13,688 |
| 20 |
121-100 |
119-255 |
1-165 |
1.3% |
0-104 |
0.3% |
14% |
False |
True |
338,491 |
| 40 |
121-100 |
119-145 |
1-275 |
1.5% |
0-110 |
0.3% |
30% |
False |
False |
499,694 |
| 60 |
121-100 |
119-027 |
2-073 |
1.9% |
0-104 |
0.3% |
42% |
False |
False |
477,477 |
| 80 |
121-100 |
119-027 |
2-073 |
1.9% |
0-101 |
0.3% |
42% |
False |
False |
499,087 |
| 100 |
121-100 |
119-027 |
2-073 |
1.9% |
0-094 |
0.2% |
42% |
False |
False |
401,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-041 |
|
2.618 |
123-151 |
|
1.618 |
122-146 |
|
1.000 |
121-265 |
|
0.618 |
121-141 |
|
HIGH |
120-260 |
|
0.618 |
120-136 |
|
0.500 |
120-098 |
|
0.382 |
120-059 |
|
LOW |
119-255 |
|
0.618 |
119-054 |
|
1.000 |
118-250 |
|
1.618 |
118-049 |
|
2.618 |
117-044 |
|
4.250 |
115-154 |
|
|
| Fisher Pivots for day following 19-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
120-098 |
120-098 |
| PP |
120-067 |
120-067 |
| S1 |
120-036 |
120-036 |
|