ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 21-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2014 |
21-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
124-095 |
124-145 |
0-050 |
0.1% |
124-085 |
High |
124-160 |
124-185 |
0-025 |
0.1% |
124-205 |
Low |
124-050 |
124-000 |
-0-050 |
-0.1% |
123-240 |
Close |
124-135 |
124-120 |
-0-015 |
0.0% |
124-135 |
Range |
0-110 |
0-185 |
0-075 |
68.2% |
0-285 |
ATR |
0-162 |
0-164 |
0-002 |
1.0% |
0-000 |
Volume |
703,983 |
889,144 |
185,161 |
26.3% |
4,176,290 |
|
Daily Pivots for day following 21-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-017 |
125-253 |
124-222 |
|
R3 |
125-152 |
125-068 |
124-171 |
|
R2 |
124-287 |
124-287 |
124-154 |
|
R1 |
124-203 |
124-203 |
124-137 |
124-152 |
PP |
124-102 |
124-102 |
124-102 |
124-076 |
S1 |
124-018 |
124-018 |
124-103 |
123-288 |
S2 |
123-237 |
123-237 |
124-086 |
|
S3 |
123-052 |
123-153 |
124-069 |
|
S4 |
122-187 |
122-288 |
124-018 |
|
|
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 |
124-185 |
123-240 |
0-265 |
0.7% |
0-155 |
0.4% |
75% |
True |
False |
860,592 |
10 |
124-205 |
123-000 |
1-205 |
1.3% |
0-165 |
0.4% |
84% |
False |
False |
974,222 |
20 |
124-205 |
122-245 |
1-280 |
1.5% |
0-155 |
0.4% |
86% |
False |
False |
713,021 |
40 |
125-255 |
122-245 |
3-010 |
2.4% |
0-160 |
0.4% |
53% |
False |
False |
837,674 |
60 |
126-250 |
122-245 |
4-005 |
3.2% |
0-159 |
0.4% |
40% |
False |
False |
561,872 |
80 |
126-250 |
122-245 |
4-005 |
3.2% |
0-142 |
0.4% |
40% |
False |
False |
421,472 |
100 |
126-250 |
122-040 |
4-210 |
3.7% |
0-120 |
0.3% |
48% |
False |
False |
337,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-011 |
2.618 |
126-029 |
1.618 |
125-164 |
1.000 |
125-050 |
0.618 |
124-299 |
HIGH |
124-185 |
0.618 |
124-114 |
0.500 |
124-092 |
0.382 |
124-071 |
LOW |
124-000 |
0.618 |
123-206 |
1.000 |
123-135 |
1.618 |
123-021 |
2.618 |
122-156 |
4.250 |
121-174 |
|
|
Fisher Pivots for day following 21-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
124-111 |
124-103 |
PP |
124-102 |
124-087 |
S1 |
124-092 |
124-070 |
|