ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 02-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
123-075 |
122-255 |
-0-140 |
-0.4% |
123-230 |
High |
123-090 |
123-090 |
0-000 |
0.0% |
123-240 |
Low |
122-245 |
122-250 |
0-005 |
0.0% |
122-265 |
Close |
123-015 |
123-070 |
0-055 |
0.1% |
122-315 |
Range |
0-165 |
0-160 |
-0-005 |
-3.0% |
0-295 |
ATR |
0-160 |
0-160 |
0-000 |
0.0% |
0-000 |
Volume |
351,455 |
611,562 |
260,107 |
74.0% |
1,113,081 |
|
Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-190 |
124-130 |
123-158 |
|
R3 |
124-030 |
123-290 |
123-114 |
|
R2 |
123-190 |
123-190 |
123-099 |
|
R1 |
123-130 |
123-130 |
123-085 |
123-160 |
PP |
123-030 |
123-030 |
123-030 |
123-045 |
S1 |
122-290 |
122-290 |
123-055 |
123-000 |
S2 |
122-190 |
122-190 |
123-041 |
|
S3 |
122-030 |
122-130 |
123-026 |
|
S4 |
121-190 |
121-290 |
122-302 |
|
|
Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-305 |
125-125 |
123-157 |
|
R3 |
125-010 |
124-150 |
123-076 |
|
R2 |
124-035 |
124-035 |
123-049 |
|
R1 |
123-175 |
123-175 |
123-022 |
123-118 |
PP |
123-060 |
123-060 |
123-060 |
123-031 |
S1 |
122-200 |
122-200 |
122-288 |
122-142 |
S2 |
122-085 |
122-085 |
122-261 |
|
S3 |
121-110 |
121-225 |
122-234 |
|
S4 |
120-135 |
120-250 |
122-153 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-090 |
122-245 |
0-165 |
0.4% |
0-130 |
0.3% |
88% |
True |
False |
366,943 |
10 |
124-240 |
122-245 |
1-315 |
1.6% |
0-170 |
0.4% |
23% |
False |
False |
589,872 |
20 |
125-035 |
122-245 |
2-110 |
1.9% |
0-164 |
0.4% |
19% |
False |
False |
785,511 |
40 |
126-120 |
122-245 |
3-195 |
2.9% |
0-168 |
0.4% |
13% |
False |
False |
568,236 |
60 |
126-250 |
122-245 |
4-005 |
3.3% |
0-149 |
0.4% |
11% |
False |
False |
379,401 |
80 |
126-250 |
122-040 |
4-210 |
3.8% |
0-124 |
0.3% |
23% |
False |
False |
284,554 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-130 |
2.618 |
124-189 |
1.618 |
124-029 |
1.000 |
123-250 |
0.618 |
123-189 |
HIGH |
123-090 |
0.618 |
123-029 |
0.500 |
123-010 |
0.382 |
122-311 |
LOW |
122-250 |
0.618 |
122-151 |
1.000 |
122-090 |
1.618 |
121-311 |
2.618 |
121-151 |
4.250 |
120-210 |
|
|
Fisher Pivots for day following 02-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
123-050 |
123-049 |
PP |
123-030 |
123-028 |
S1 |
123-010 |
123-008 |
|