ECBOT 10 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 16-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2014 |
16-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
124-040 |
123-295 |
-0-065 |
-0.2% |
123-030 |
| High |
124-085 |
124-120 |
0-035 |
0.1% |
124-115 |
| Low |
123-240 |
123-275 |
0-035 |
0.1% |
122-300 |
| Close |
123-310 |
124-085 |
0-095 |
0.2% |
124-095 |
| Range |
0-165 |
0-165 |
0-000 |
0.0% |
1-135 |
| ATR |
0-166 |
0-166 |
0-000 |
0.0% |
0-000 |
| Volume |
1,028,370 |
842,611 |
-185,759 |
-18.1% |
5,360,715 |
|
| Daily Pivots for day following 16-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-228 |
125-162 |
124-176 |
|
| R3 |
125-063 |
124-317 |
124-130 |
|
| R2 |
124-218 |
124-218 |
124-115 |
|
| R1 |
124-152 |
124-152 |
124-100 |
124-185 |
| PP |
124-053 |
124-053 |
124-053 |
124-070 |
| S1 |
123-307 |
123-307 |
124-070 |
124-020 |
| S2 |
123-208 |
123-208 |
124-055 |
|
| S3 |
123-043 |
123-142 |
124-040 |
|
| S4 |
122-198 |
122-297 |
123-314 |
|
|
| 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 |
123-085 |
1-120 |
1.1% |
0-192 |
0.5% |
73% |
False |
False |
1,031,111 |
| 10 |
124-205 |
122-300 |
1-225 |
1.4% |
0-168 |
0.4% |
78% |
False |
False |
936,034 |
| 20 |
124-240 |
122-245 |
1-315 |
1.6% |
0-169 |
0.4% |
76% |
False |
False |
762,953 |
| 40 |
125-260 |
122-245 |
3-015 |
2.5% |
0-163 |
0.4% |
49% |
False |
False |
800,000 |
| 60 |
126-250 |
122-245 |
4-005 |
3.2% |
0-160 |
0.4% |
37% |
False |
False |
535,364 |
| 80 |
126-250 |
122-245 |
4-005 |
3.2% |
0-138 |
0.3% |
37% |
False |
False |
401,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-181 |
|
2.618 |
125-232 |
|
1.618 |
125-067 |
|
1.000 |
124-285 |
|
0.618 |
124-222 |
|
HIGH |
124-120 |
|
0.618 |
124-057 |
|
0.500 |
124-038 |
|
0.382 |
124-018 |
|
LOW |
123-275 |
|
0.618 |
123-173 |
|
1.000 |
123-110 |
|
1.618 |
123-008 |
|
2.618 |
122-163 |
|
4.250 |
121-214 |
|
|
| Fisher Pivots for day following 16-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-069 |
124-074 |
| PP |
124-053 |
124-063 |
| S1 |
124-038 |
124-052 |
|