ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 13-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2014 |
13-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
123-100 |
124-085 |
0-305 |
0.8% |
123-030 |
High |
124-115 |
124-205 |
0-090 |
0.2% |
124-115 |
Low |
123-085 |
124-075 |
0-310 |
0.8% |
122-300 |
Close |
124-095 |
124-185 |
0-090 |
0.2% |
124-095 |
Range |
1-030 |
0-130 |
-0-220 |
-62.9% |
1-135 |
ATR |
0-170 |
0-167 |
-0-003 |
-1.7% |
0-000 |
Volume |
1,683,252 |
762,470 |
-920,782 |
-54.7% |
5,360,715 |
|
Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-225 |
125-175 |
124-256 |
|
R3 |
125-095 |
125-045 |
124-221 |
|
R2 |
124-285 |
124-285 |
124-209 |
|
R1 |
124-235 |
124-235 |
124-197 |
124-260 |
PP |
124-155 |
124-155 |
124-155 |
124-168 |
S1 |
124-105 |
124-105 |
124-173 |
124-130 |
S2 |
124-025 |
124-025 |
124-161 |
|
S3 |
123-215 |
123-295 |
124-149 |
|
S4 |
123-085 |
123-165 |
124-114 |
|
|
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 |
124-205 |
123-000 |
1-205 |
1.3% |
0-175 |
0.4% |
96% |
True |
False |
1,087,852 |
10 |
124-205 |
122-245 |
1-280 |
1.5% |
0-166 |
0.4% |
97% |
True |
False |
797,215 |
20 |
124-240 |
122-245 |
1-315 |
1.6% |
0-162 |
0.4% |
91% |
False |
False |
723,338 |
40 |
125-270 |
122-245 |
3-025 |
2.5% |
0-162 |
0.4% |
59% |
False |
False |
733,385 |
60 |
126-250 |
122-245 |
4-005 |
3.2% |
0-159 |
0.4% |
45% |
False |
False |
490,232 |
80 |
126-250 |
122-245 |
4-005 |
3.2% |
0-132 |
0.3% |
45% |
False |
False |
367,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-118 |
2.618 |
125-225 |
1.618 |
125-095 |
1.000 |
125-015 |
0.618 |
124-285 |
HIGH |
124-205 |
0.618 |
124-155 |
0.500 |
124-140 |
0.382 |
124-125 |
LOW |
124-075 |
0.618 |
123-315 |
1.000 |
123-265 |
1.618 |
123-185 |
2.618 |
123-055 |
4.250 |
122-162 |
|
|
Fisher Pivots for day following 13-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
124-170 |
124-105 |
PP |
124-155 |
124-025 |
S1 |
124-140 |
123-265 |
|