ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 15-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2014 |
15-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
124-180 |
124-040 |
-0-140 |
-0.4% |
123-030 |
High |
124-185 |
124-085 |
-0-100 |
-0.3% |
124-115 |
Low |
124-035 |
123-240 |
-0-115 |
-0.3% |
122-300 |
Close |
124-055 |
123-310 |
-0-065 |
-0.2% |
124-095 |
Range |
0-150 |
0-165 |
0-015 |
10.0% |
1-135 |
ATR |
0-166 |
0-166 |
0-000 |
-0.1% |
0-000 |
Volume |
838,856 |
1,028,370 |
189,514 |
22.6% |
5,360,715 |
|
Daily Pivots for day following 15-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-173 |
125-087 |
124-081 |
|
R3 |
125-008 |
124-242 |
124-035 |
|
R2 |
124-163 |
124-163 |
124-020 |
|
R1 |
124-077 |
124-077 |
124-005 |
124-038 |
PP |
123-318 |
123-318 |
123-318 |
123-299 |
S1 |
123-232 |
123-232 |
123-295 |
123-192 |
S2 |
123-153 |
123-153 |
123-280 |
|
S3 |
122-308 |
123-067 |
123-265 |
|
S4 |
122-143 |
122-222 |
123-219 |
|
|
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 |
123-005 |
1-200 |
1.3% |
0-181 |
0.5% |
59% |
False |
False |
1,072,980 |
10 |
124-205 |
122-250 |
1-275 |
1.5% |
0-167 |
0.4% |
64% |
False |
False |
912,929 |
20 |
124-240 |
122-245 |
1-315 |
1.6% |
0-168 |
0.4% |
61% |
False |
False |
753,622 |
40 |
125-270 |
122-245 |
3-025 |
2.5% |
0-163 |
0.4% |
39% |
False |
False |
779,122 |
60 |
126-250 |
122-245 |
4-005 |
3.2% |
0-158 |
0.4% |
30% |
False |
False |
521,324 |
80 |
126-250 |
122-245 |
4-005 |
3.2% |
0-136 |
0.3% |
30% |
False |
False |
391,025 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-146 |
2.618 |
125-197 |
1.618 |
125-032 |
1.000 |
124-250 |
0.618 |
124-187 |
HIGH |
124-085 |
0.618 |
124-022 |
0.500 |
124-002 |
0.382 |
123-303 |
LOW |
123-240 |
0.618 |
123-138 |
1.000 |
123-075 |
1.618 |
122-293 |
2.618 |
122-128 |
4.250 |
121-179 |
|
|
Fisher Pivots for day following 15-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
124-002 |
124-062 |
PP |
123-318 |
124-038 |
S1 |
123-314 |
124-014 |
|