ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 23-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2014 |
23-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
124-100 |
123-290 |
-0-130 |
-0.3% |
124-085 |
High |
124-120 |
124-290 |
0-170 |
0.4% |
124-205 |
Low |
123-285 |
123-270 |
-0-015 |
0.0% |
123-240 |
Close |
123-310 |
124-250 |
0-260 |
0.7% |
124-135 |
Range |
0-155 |
1-020 |
0-185 |
119.4% |
0-285 |
ATR |
0-163 |
0-176 |
0-013 |
7.8% |
0-000 |
Volume |
869,154 |
1,653,026 |
783,872 |
90.2% |
4,176,290 |
|
Daily Pivots for day following 23-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-223 |
127-097 |
125-117 |
|
R3 |
126-203 |
126-077 |
125-024 |
|
R2 |
125-183 |
125-183 |
124-312 |
|
R1 |
125-057 |
125-057 |
124-281 |
125-120 |
PP |
124-163 |
124-163 |
124-163 |
124-195 |
S1 |
124-037 |
124-037 |
124-219 |
124-100 |
S2 |
123-143 |
123-143 |
124-188 |
|
S3 |
122-123 |
123-017 |
124-156 |
|
S4 |
121-103 |
121-317 |
124-063 |
|
|
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 |
124-290 |
123-270 |
1-020 |
0.9% |
0-191 |
0.5% |
88% |
True |
True |
991,583 |
10 |
124-290 |
123-005 |
1-285 |
1.5% |
0-186 |
0.5% |
93% |
True |
False |
1,032,281 |
20 |
124-290 |
122-245 |
2-045 |
1.7% |
0-164 |
0.4% |
94% |
True |
False |
775,618 |
40 |
125-255 |
122-245 |
3-010 |
2.4% |
0-165 |
0.4% |
66% |
False |
False |
891,372 |
60 |
126-250 |
122-245 |
4-005 |
3.2% |
0-166 |
0.4% |
50% |
False |
False |
603,877 |
80 |
126-250 |
122-245 |
4-005 |
3.2% |
0-148 |
0.4% |
50% |
False |
False |
452,999 |
100 |
126-250 |
122-040 |
4-210 |
3.7% |
0-124 |
0.3% |
57% |
False |
False |
362,400 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-135 |
2.618 |
127-220 |
1.618 |
126-200 |
1.000 |
125-310 |
0.618 |
125-180 |
HIGH |
124-290 |
0.618 |
124-160 |
0.500 |
124-120 |
0.382 |
124-080 |
LOW |
123-270 |
0.618 |
123-060 |
1.000 |
122-250 |
1.618 |
122-040 |
2.618 |
121-020 |
4.250 |
119-105 |
|
|
Fisher Pivots for day following 23-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
124-207 |
124-207 |
PP |
124-163 |
124-163 |
S1 |
124-120 |
124-120 |
|