ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 07-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2014 |
07-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
123-030 |
123-155 |
0-125 |
0.3% |
123-010 |
High |
123-190 |
123-220 |
0-030 |
0.1% |
123-125 |
Low |
122-300 |
123-130 |
0-150 |
0.4% |
122-245 |
Close |
123-150 |
123-220 |
0-070 |
0.2% |
123-055 |
Range |
0-210 |
0-090 |
-0-120 |
-57.1% |
0-200 |
ATR |
0-160 |
0-155 |
-0-005 |
-3.1% |
0-000 |
Volume |
683,923 |
721,163 |
37,240 |
5.4% |
1,848,970 |
|
Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-140 |
124-110 |
123-270 |
|
R3 |
124-050 |
124-020 |
123-245 |
|
R2 |
123-280 |
123-280 |
123-236 |
|
R1 |
123-250 |
123-250 |
123-228 |
123-265 |
PP |
123-190 |
123-190 |
123-190 |
123-198 |
S1 |
123-160 |
123-160 |
123-212 |
123-175 |
S2 |
123-100 |
123-100 |
123-204 |
|
S3 |
123-010 |
123-070 |
123-195 |
|
S4 |
122-240 |
122-300 |
123-170 |
|
|
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 |
123-220 |
122-245 |
0-295 |
0.7% |
0-147 |
0.4% |
100% |
True |
False |
579,085 |
10 |
123-240 |
122-245 |
0-315 |
0.8% |
0-134 |
0.3% |
94% |
False |
False |
436,713 |
20 |
124-300 |
122-245 |
2-055 |
1.8% |
0-152 |
0.4% |
42% |
False |
False |
669,826 |
40 |
126-120 |
122-245 |
3-195 |
2.9% |
0-167 |
0.4% |
26% |
False |
False |
616,163 |
60 |
126-250 |
122-245 |
4-005 |
3.2% |
0-152 |
0.4% |
23% |
False |
False |
411,604 |
80 |
126-250 |
122-245 |
4-005 |
3.2% |
0-125 |
0.3% |
23% |
False |
False |
308,709 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-282 |
2.618 |
124-136 |
1.618 |
124-046 |
1.000 |
123-310 |
0.618 |
123-276 |
HIGH |
123-220 |
0.618 |
123-186 |
0.500 |
123-175 |
0.382 |
123-164 |
LOW |
123-130 |
0.618 |
123-074 |
1.000 |
123-040 |
1.618 |
122-304 |
2.618 |
122-214 |
4.250 |
122-068 |
|
|
Fisher Pivots for day following 07-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
123-205 |
123-180 |
PP |
123-190 |
123-140 |
S1 |
123-175 |
123-100 |
|