ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 09-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2014 |
09-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
123-195 |
123-040 |
-0-155 |
-0.4% |
123-010 |
High |
123-195 |
123-115 |
-0-080 |
-0.2% |
123-125 |
Low |
123-000 |
123-005 |
0-005 |
0.0% |
122-245 |
Close |
123-035 |
123-105 |
0-070 |
0.2% |
123-055 |
Range |
0-195 |
0-110 |
-0-085 |
-43.6% |
0-200 |
ATR |
0-160 |
0-156 |
-0-004 |
-2.2% |
0-000 |
Volume |
1,220,424 |
1,051,953 |
-168,471 |
-13.8% |
1,848,970 |
|
Daily Pivots for day following 09-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-085 |
124-045 |
123-166 |
|
R3 |
123-295 |
123-255 |
123-135 |
|
R2 |
123-185 |
123-185 |
123-125 |
|
R1 |
123-145 |
123-145 |
123-115 |
123-165 |
PP |
123-075 |
123-075 |
123-075 |
123-085 |
S1 |
123-035 |
123-035 |
123-095 |
123-055 |
S2 |
122-285 |
122-285 |
123-085 |
|
S3 |
122-175 |
122-245 |
123-075 |
|
S4 |
122-065 |
122-135 |
123-044 |
|
|
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 |
122-300 |
0-240 |
0.6% |
0-143 |
0.4% |
52% |
False |
False |
840,957 |
10 |
123-220 |
122-245 |
0-295 |
0.7% |
0-136 |
0.3% |
61% |
False |
False |
603,950 |
20 |
124-265 |
122-245 |
2-020 |
1.7% |
0-152 |
0.4% |
27% |
False |
False |
697,896 |
40 |
125-270 |
122-245 |
3-025 |
2.5% |
0-159 |
0.4% |
18% |
False |
False |
672,593 |
60 |
126-250 |
122-245 |
4-005 |
3.3% |
0-156 |
0.4% |
14% |
False |
False |
449,470 |
80 |
126-250 |
122-245 |
4-005 |
3.3% |
0-128 |
0.3% |
14% |
False |
False |
337,113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-262 |
2.618 |
124-083 |
1.618 |
123-293 |
1.000 |
123-225 |
0.618 |
123-183 |
HIGH |
123-115 |
0.618 |
123-073 |
0.500 |
123-060 |
0.382 |
123-047 |
LOW |
123-005 |
0.618 |
122-257 |
1.000 |
122-215 |
1.618 |
122-147 |
2.618 |
122-037 |
4.250 |
121-178 |
|
|
Fisher Pivots for day following 09-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
123-090 |
123-110 |
PP |
123-075 |
123-108 |
S1 |
123-060 |
123-107 |
|