ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 06-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2014 |
06-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
123-050 |
123-030 |
-0-020 |
-0.1% |
123-010 |
High |
123-125 |
123-190 |
0-065 |
0.2% |
123-125 |
Low |
123-015 |
122-300 |
-0-035 |
-0.1% |
122-245 |
Close |
123-055 |
123-150 |
0-095 |
0.2% |
123-055 |
Range |
0-110 |
0-210 |
0-100 |
90.9% |
0-200 |
ATR |
0-157 |
0-160 |
0-004 |
2.4% |
0-000 |
Volume |
527,322 |
683,923 |
156,601 |
29.7% |
1,848,970 |
|
Daily Pivots for day following 06-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-097 |
125-013 |
123-266 |
|
R3 |
124-207 |
124-123 |
123-208 |
|
R2 |
123-317 |
123-317 |
123-188 |
|
R1 |
123-233 |
123-233 |
123-169 |
123-275 |
PP |
123-107 |
123-107 |
123-107 |
123-128 |
S1 |
123-023 |
123-023 |
123-131 |
123-065 |
S2 |
122-217 |
122-217 |
123-112 |
|
S3 |
122-007 |
122-133 |
123-092 |
|
S4 |
121-117 |
121-243 |
123-034 |
|
|
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 |
123-190 |
122-245 |
0-265 |
0.7% |
0-157 |
0.4% |
85% |
True |
False |
506,578 |
10 |
123-280 |
122-245 |
1-035 |
0.9% |
0-145 |
0.4% |
63% |
False |
False |
451,819 |
20 |
124-300 |
122-245 |
2-055 |
1.8% |
0-161 |
0.4% |
32% |
False |
False |
717,320 |
40 |
126-120 |
122-245 |
3-195 |
2.9% |
0-168 |
0.4% |
19% |
False |
False |
598,264 |
60 |
126-250 |
122-245 |
4-005 |
3.3% |
0-152 |
0.4% |
18% |
False |
False |
399,587 |
80 |
126-250 |
122-245 |
4-005 |
3.3% |
0-124 |
0.3% |
18% |
False |
False |
299,695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-122 |
2.618 |
125-100 |
1.618 |
124-210 |
1.000 |
124-080 |
0.618 |
124-000 |
HIGH |
123-190 |
0.618 |
123-110 |
0.500 |
123-085 |
0.382 |
123-060 |
LOW |
122-300 |
0.618 |
122-170 |
1.000 |
122-090 |
1.618 |
121-280 |
2.618 |
121-070 |
4.250 |
120-048 |
|
|
Fisher Pivots for day following 06-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
123-128 |
123-120 |
PP |
123-107 |
123-090 |
S1 |
123-085 |
123-060 |
|