ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 22-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2014 |
22-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
124-145 |
124-100 |
-0-045 |
-0.1% |
124-085 |
High |
124-185 |
124-120 |
-0-065 |
-0.2% |
124-205 |
Low |
124-000 |
123-285 |
-0-035 |
-0.1% |
123-240 |
Close |
124-120 |
123-310 |
-0-130 |
-0.3% |
124-135 |
Range |
0-185 |
0-155 |
-0-030 |
-16.2% |
0-285 |
ATR |
0-164 |
0-163 |
-0-001 |
-0.4% |
0-000 |
Volume |
889,144 |
869,154 |
-19,990 |
-2.2% |
4,176,290 |
|
Daily Pivots for day following 22-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-170 |
125-075 |
124-075 |
|
R3 |
125-015 |
124-240 |
124-033 |
|
R2 |
124-180 |
124-180 |
124-018 |
|
R1 |
124-085 |
124-085 |
124-004 |
124-055 |
PP |
124-025 |
124-025 |
124-025 |
124-010 |
S1 |
123-250 |
123-250 |
123-296 |
123-220 |
S2 |
123-190 |
123-190 |
123-282 |
|
S3 |
123-035 |
123-095 |
123-267 |
|
S4 |
122-200 |
122-260 |
123-225 |
|
|
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% |
0-156 |
0.4% |
26% |
False |
False |
866,652 |
10 |
124-205 |
123-000 |
1-205 |
1.3% |
0-172 |
0.4% |
59% |
False |
False |
989,021 |
20 |
124-205 |
122-245 |
1-280 |
1.5% |
0-153 |
0.4% |
64% |
False |
False |
712,867 |
40 |
125-255 |
122-245 |
3-010 |
2.4% |
0-160 |
0.4% |
40% |
False |
False |
857,473 |
60 |
126-250 |
122-245 |
4-005 |
3.2% |
0-161 |
0.4% |
30% |
False |
False |
576,338 |
80 |
126-250 |
122-245 |
4-005 |
3.2% |
0-144 |
0.4% |
30% |
False |
False |
432,336 |
100 |
126-250 |
122-040 |
4-210 |
3.8% |
0-121 |
0.3% |
40% |
False |
False |
345,870 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-139 |
2.618 |
125-206 |
1.618 |
125-051 |
1.000 |
124-275 |
0.618 |
124-216 |
HIGH |
124-120 |
0.618 |
124-061 |
0.500 |
124-042 |
0.382 |
124-024 |
LOW |
123-285 |
0.618 |
123-189 |
1.000 |
123-130 |
1.618 |
123-034 |
2.618 |
122-199 |
4.250 |
121-266 |
|
|
Fisher Pivots for day following 22-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
124-042 |
124-075 |
PP |
124-025 |
124-047 |
S1 |
124-008 |
124-018 |
|