ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 03-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2014 |
03-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
122-255 |
123-050 |
0-115 |
0.3% |
123-010 |
High |
123-090 |
123-125 |
0-035 |
0.1% |
123-125 |
Low |
122-250 |
123-015 |
0-085 |
0.2% |
122-245 |
Close |
123-070 |
123-055 |
-0-015 |
0.0% |
123-055 |
Range |
0-160 |
0-110 |
-0-050 |
-31.3% |
0-200 |
ATR |
0-160 |
0-157 |
-0-004 |
-2.2% |
0-000 |
Volume |
611,562 |
527,322 |
-84,240 |
-13.8% |
1,848,970 |
|
Daily Pivots for day following 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-075 |
124-015 |
123-116 |
|
R3 |
123-285 |
123-225 |
123-085 |
|
R2 |
123-175 |
123-175 |
123-075 |
|
R1 |
123-115 |
123-115 |
123-065 |
123-145 |
PP |
123-065 |
123-065 |
123-065 |
123-080 |
S1 |
123-005 |
123-005 |
123-045 |
123-035 |
S2 |
122-275 |
122-275 |
123-035 |
|
S3 |
122-165 |
122-215 |
123-025 |
|
S4 |
122-055 |
122-105 |
122-314 |
|
|
Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-315 |
124-225 |
123-165 |
|
R3 |
124-115 |
124-025 |
123-110 |
|
R2 |
123-235 |
123-235 |
123-092 |
|
R1 |
123-145 |
123-145 |
123-073 |
123-190 |
PP |
123-035 |
123-035 |
123-035 |
123-058 |
S1 |
122-265 |
122-265 |
123-037 |
122-310 |
S2 |
122-155 |
122-155 |
123-018 |
|
S3 |
121-275 |
122-065 |
123-000 |
|
S4 |
121-075 |
121-185 |
122-265 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-125 |
122-245 |
0-200 |
0.5% |
0-140 |
0.4% |
65% |
True |
False |
445,798 |
10 |
124-080 |
122-245 |
1-155 |
1.2% |
0-150 |
0.4% |
27% |
False |
False |
512,933 |
20 |
124-300 |
122-245 |
2-055 |
1.8% |
0-158 |
0.4% |
19% |
False |
False |
741,396 |
40 |
126-120 |
122-245 |
3-195 |
2.9% |
0-166 |
0.4% |
11% |
False |
False |
581,333 |
60 |
126-250 |
122-245 |
4-005 |
3.3% |
0-150 |
0.4% |
10% |
False |
False |
388,189 |
80 |
126-250 |
122-245 |
4-005 |
3.3% |
0-121 |
0.3% |
10% |
False |
False |
291,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-272 |
2.618 |
124-093 |
1.618 |
123-303 |
1.000 |
123-235 |
0.618 |
123-193 |
HIGH |
123-125 |
0.618 |
123-083 |
0.500 |
123-070 |
0.382 |
123-057 |
LOW |
123-015 |
0.618 |
122-267 |
1.000 |
122-225 |
1.618 |
122-157 |
2.618 |
122-047 |
4.250 |
121-188 |
|
|
Fisher Pivots for day following 03-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
123-070 |
123-045 |
PP |
123-065 |
123-035 |
S1 |
123-060 |
123-025 |
|