ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 17-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2014 |
17-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
123-295 |
124-095 |
0-120 |
0.3% |
124-085 |
High |
124-120 |
124-160 |
0-040 |
0.1% |
124-205 |
Low |
123-275 |
124-050 |
0-095 |
0.2% |
123-240 |
Close |
124-085 |
124-135 |
0-050 |
0.1% |
124-135 |
Range |
0-165 |
0-110 |
-0-055 |
-33.3% |
0-285 |
ATR |
0-166 |
0-162 |
-0-004 |
-2.4% |
0-000 |
Volume |
842,611 |
703,983 |
-138,628 |
-16.5% |
4,176,290 |
|
Daily Pivots for day following 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-125 |
125-080 |
124-196 |
|
R3 |
125-015 |
124-290 |
124-165 |
|
R2 |
124-225 |
124-225 |
124-155 |
|
R1 |
124-180 |
124-180 |
124-145 |
124-202 |
PP |
124-115 |
124-115 |
124-115 |
124-126 |
S1 |
124-070 |
124-070 |
124-125 |
124-092 |
S2 |
124-005 |
124-005 |
124-115 |
|
S3 |
123-215 |
123-280 |
124-105 |
|
S4 |
123-105 |
123-170 |
124-074 |
|
|
Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-302 |
126-183 |
124-292 |
|
R3 |
126-017 |
125-218 |
124-213 |
|
R2 |
125-052 |
125-052 |
124-187 |
|
R1 |
124-253 |
124-253 |
124-161 |
124-312 |
PP |
124-087 |
124-087 |
124-087 |
124-116 |
S1 |
123-288 |
123-288 |
124-109 |
124-028 |
S2 |
123-122 |
123-122 |
124-083 |
|
S3 |
122-157 |
123-003 |
124-057 |
|
S4 |
121-192 |
122-038 |
123-298 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-205 |
123-240 |
0-285 |
0.7% |
0-144 |
0.4% |
75% |
False |
False |
835,258 |
10 |
124-205 |
122-300 |
1-225 |
1.4% |
0-168 |
0.4% |
87% |
False |
False |
953,700 |
20 |
124-205 |
122-245 |
1-280 |
1.5% |
0-159 |
0.4% |
88% |
False |
False |
733,316 |
40 |
125-255 |
122-245 |
3-010 |
2.4% |
0-163 |
0.4% |
55% |
False |
False |
816,968 |
60 |
126-250 |
122-245 |
4-005 |
3.2% |
0-158 |
0.4% |
41% |
False |
False |
547,087 |
80 |
126-250 |
122-245 |
4-005 |
3.2% |
0-140 |
0.4% |
41% |
False |
False |
410,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-308 |
2.618 |
125-128 |
1.618 |
125-018 |
1.000 |
124-270 |
0.618 |
124-228 |
HIGH |
124-160 |
0.618 |
124-118 |
0.500 |
124-105 |
0.382 |
124-092 |
LOW |
124-050 |
0.618 |
123-302 |
1.000 |
123-260 |
1.618 |
123-192 |
2.618 |
123-082 |
4.250 |
122-222 |
|
|
Fisher Pivots for day following 17-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
124-125 |
124-103 |
PP |
124-115 |
124-072 |
S1 |
124-105 |
124-040 |
|