ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 08-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2014 |
08-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
123-155 |
123-195 |
0-040 |
0.1% |
123-010 |
High |
123-220 |
123-195 |
-0-025 |
-0.1% |
123-125 |
Low |
123-130 |
123-000 |
-0-130 |
-0.3% |
122-245 |
Close |
123-220 |
123-035 |
-0-185 |
-0.5% |
123-055 |
Range |
0-090 |
0-195 |
0-105 |
116.7% |
0-200 |
ATR |
0-155 |
0-160 |
0-005 |
3.0% |
0-000 |
Volume |
721,163 |
1,220,424 |
499,261 |
69.2% |
1,848,970 |
|
Daily Pivots for day following 08-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-022 |
124-223 |
123-142 |
|
R3 |
124-147 |
124-028 |
123-089 |
|
R2 |
123-272 |
123-272 |
123-071 |
|
R1 |
123-153 |
123-153 |
123-053 |
123-115 |
PP |
123-077 |
123-077 |
123-077 |
123-058 |
S1 |
122-278 |
122-278 |
123-017 |
122-240 |
S2 |
122-202 |
122-202 |
122-319 |
|
S3 |
122-007 |
122-083 |
122-301 |
|
S4 |
121-132 |
121-208 |
122-248 |
|
|
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 |
122-250 |
0-290 |
0.7% |
0-153 |
0.4% |
36% |
False |
False |
752,878 |
10 |
123-220 |
122-245 |
0-295 |
0.7% |
0-143 |
0.4% |
37% |
False |
False |
518,955 |
20 |
124-300 |
122-245 |
2-055 |
1.8% |
0-156 |
0.4% |
16% |
False |
False |
695,742 |
40 |
125-270 |
122-245 |
3-025 |
2.5% |
0-158 |
0.4% |
11% |
False |
False |
646,547 |
60 |
126-250 |
122-245 |
4-005 |
3.3% |
0-155 |
0.4% |
9% |
False |
False |
431,938 |
80 |
126-250 |
122-245 |
4-005 |
3.3% |
0-126 |
0.3% |
9% |
False |
False |
323,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-064 |
2.618 |
125-066 |
1.618 |
124-191 |
1.000 |
124-070 |
0.618 |
123-316 |
HIGH |
123-195 |
0.618 |
123-121 |
0.500 |
123-098 |
0.382 |
123-074 |
LOW |
123-000 |
0.618 |
122-199 |
1.000 |
122-125 |
1.618 |
122-004 |
2.618 |
121-129 |
4.250 |
120-131 |
|
|
Fisher Pivots for day following 08-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
123-098 |
123-100 |
PP |
123-077 |
123-078 |
S1 |
123-056 |
123-057 |
|