ECBOT 10 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 14-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2014 |
14-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
124-085 |
124-180 |
0-095 |
0.2% |
123-030 |
| High |
124-205 |
124-185 |
-0-020 |
-0.1% |
124-115 |
| Low |
124-075 |
124-035 |
-0-040 |
-0.1% |
122-300 |
| Close |
124-185 |
124-055 |
-0-130 |
-0.3% |
124-095 |
| Range |
0-130 |
0-150 |
0-020 |
15.4% |
1-135 |
| ATR |
0-167 |
0-166 |
-0-001 |
-0.7% |
0-000 |
| Volume |
762,470 |
838,856 |
76,386 |
10.0% |
5,360,715 |
|
| Daily Pivots for day following 14-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-222 |
125-128 |
124-138 |
|
| R3 |
125-072 |
124-298 |
124-096 |
|
| R2 |
124-242 |
124-242 |
124-082 |
|
| R1 |
124-148 |
124-148 |
124-069 |
124-120 |
| PP |
124-092 |
124-092 |
124-092 |
124-078 |
| S1 |
123-318 |
123-318 |
124-041 |
123-290 |
| S2 |
123-262 |
123-262 |
124-028 |
|
| S3 |
123-112 |
123-168 |
124-014 |
|
| S4 |
122-282 |
123-018 |
123-292 |
|
|
| 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% |
0-187 |
0.5% |
71% |
False |
False |
1,111,391 |
| 10 |
124-205 |
122-245 |
1-280 |
1.5% |
0-167 |
0.4% |
75% |
False |
False |
845,238 |
| 20 |
124-240 |
122-245 |
1-315 |
1.6% |
0-165 |
0.4% |
71% |
False |
False |
733,929 |
| 40 |
125-270 |
122-245 |
3-025 |
2.5% |
0-162 |
0.4% |
46% |
False |
False |
753,990 |
| 60 |
126-250 |
122-245 |
4-005 |
3.2% |
0-158 |
0.4% |
35% |
False |
False |
504,208 |
| 80 |
126-250 |
122-245 |
4-005 |
3.2% |
0-134 |
0.3% |
35% |
False |
False |
378,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-182 |
|
2.618 |
125-258 |
|
1.618 |
125-108 |
|
1.000 |
125-015 |
|
0.618 |
124-278 |
|
HIGH |
124-185 |
|
0.618 |
124-128 |
|
0.500 |
124-110 |
|
0.382 |
124-092 |
|
LOW |
124-035 |
|
0.618 |
123-262 |
|
1.000 |
123-205 |
|
1.618 |
123-112 |
|
2.618 |
122-282 |
|
4.250 |
122-038 |
|
|
| Fisher Pivots for day following 14-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-110 |
124-032 |
| PP |
124-092 |
124-008 |
| S1 |
124-073 |
123-305 |
|