ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 10-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2014 |
10-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
123-040 |
123-100 |
0-060 |
0.2% |
123-030 |
High |
123-115 |
124-115 |
1-000 |
0.8% |
124-115 |
Low |
123-005 |
123-085 |
0-080 |
0.2% |
122-300 |
Close |
123-105 |
124-095 |
0-310 |
0.8% |
124-095 |
Range |
0-110 |
1-030 |
0-240 |
218.2% |
1-135 |
ATR |
0-156 |
0-170 |
0-014 |
8.8% |
0-000 |
Volume |
1,051,953 |
1,683,252 |
631,299 |
60.0% |
5,360,715 |
|
Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-082 |
126-278 |
124-288 |
|
R3 |
126-052 |
125-248 |
124-191 |
|
R2 |
125-022 |
125-022 |
124-159 |
|
R1 |
124-218 |
124-218 |
124-127 |
124-280 |
PP |
123-312 |
123-312 |
123-312 |
124-022 |
S1 |
123-188 |
123-188 |
124-063 |
123-250 |
S2 |
122-282 |
122-282 |
124-031 |
|
S3 |
121-252 |
122-158 |
123-319 |
|
S4 |
120-222 |
121-128 |
123-222 |
|
|
Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-042 |
127-203 |
125-025 |
|
R3 |
126-227 |
126-068 |
124-220 |
|
R2 |
125-092 |
125-092 |
124-178 |
|
R1 |
124-253 |
124-253 |
124-137 |
125-012 |
PP |
123-277 |
123-277 |
123-277 |
123-316 |
S1 |
123-118 |
123-118 |
124-053 |
123-198 |
S2 |
122-142 |
122-142 |
124-012 |
|
S3 |
121-007 |
121-303 |
123-290 |
|
S4 |
119-192 |
120-168 |
123-165 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-115 |
122-300 |
1-135 |
1.1% |
0-191 |
0.5% |
96% |
True |
False |
1,072,143 |
10 |
124-115 |
122-245 |
1-190 |
1.3% |
0-166 |
0.4% |
96% |
True |
False |
758,970 |
20 |
124-240 |
122-245 |
1-315 |
1.6% |
0-163 |
0.4% |
77% |
False |
False |
736,822 |
40 |
125-270 |
122-245 |
3-025 |
2.5% |
0-166 |
0.4% |
50% |
False |
False |
714,662 |
60 |
126-250 |
122-245 |
4-005 |
3.2% |
0-161 |
0.4% |
38% |
False |
False |
477,524 |
80 |
126-250 |
122-245 |
4-005 |
3.2% |
0-131 |
0.3% |
38% |
False |
False |
358,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-002 |
2.618 |
127-071 |
1.618 |
126-041 |
1.000 |
125-145 |
0.618 |
125-011 |
HIGH |
124-115 |
0.618 |
123-301 |
0.500 |
123-260 |
0.382 |
123-219 |
LOW |
123-085 |
0.618 |
122-189 |
1.000 |
122-055 |
1.618 |
121-159 |
2.618 |
120-129 |
4.250 |
118-198 |
|
|
Fisher Pivots for day following 10-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
124-043 |
124-029 |
PP |
123-312 |
123-283 |
S1 |
123-260 |
123-218 |
|