ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 24-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2014 |
24-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
123-290 |
124-230 |
0-260 |
0.7% |
124-145 |
High |
124-290 |
125-160 |
0-190 |
0.5% |
125-160 |
Low |
123-270 |
124-215 |
0-265 |
0.7% |
123-270 |
Close |
124-250 |
125-020 |
0-090 |
0.2% |
125-020 |
Range |
1-020 |
0-265 |
-0-075 |
-22.1% |
1-210 |
ATR |
0-176 |
0-182 |
0-006 |
3.6% |
0-000 |
Volume |
1,653,026 |
1,875,923 |
222,897 |
13.5% |
5,287,247 |
|
Daily Pivots for day following 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-180 |
127-045 |
125-166 |
|
R3 |
126-235 |
126-100 |
125-093 |
|
R2 |
125-290 |
125-290 |
125-069 |
|
R1 |
125-155 |
125-155 |
125-044 |
125-222 |
PP |
125-025 |
125-025 |
125-025 |
125-059 |
S1 |
124-210 |
124-210 |
124-316 |
124-278 |
S2 |
124-080 |
124-080 |
124-291 |
|
S3 |
123-135 |
123-265 |
124-267 |
|
S4 |
122-190 |
123-000 |
124-194 |
|
|
Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-247 |
129-023 |
125-312 |
|
R3 |
128-037 |
127-133 |
125-166 |
|
R2 |
126-147 |
126-147 |
125-117 |
|
R1 |
125-243 |
125-243 |
125-069 |
126-035 |
PP |
124-257 |
124-257 |
124-257 |
124-312 |
S1 |
124-033 |
124-033 |
124-291 |
124-145 |
S2 |
123-047 |
123-047 |
124-243 |
|
S3 |
121-157 |
122-143 |
124-194 |
|
S4 |
119-267 |
120-253 |
124-048 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-160 |
123-270 |
1-210 |
1.3% |
0-211 |
0.5% |
74% |
True |
False |
1,198,246 |
10 |
125-160 |
123-085 |
2-075 |
1.8% |
0-202 |
0.5% |
80% |
True |
False |
1,114,678 |
20 |
125-160 |
122-245 |
2-235 |
2.2% |
0-169 |
0.4% |
84% |
True |
False |
859,314 |
40 |
125-255 |
122-245 |
3-010 |
2.4% |
0-168 |
0.4% |
76% |
False |
False |
911,029 |
60 |
126-250 |
122-245 |
4-005 |
3.2% |
0-170 |
0.4% |
57% |
False |
False |
635,125 |
80 |
126-250 |
122-245 |
4-005 |
3.2% |
0-150 |
0.4% |
57% |
False |
False |
476,448 |
100 |
126-250 |
122-040 |
4-210 |
3.7% |
0-127 |
0.3% |
63% |
False |
False |
381,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-006 |
2.618 |
127-214 |
1.618 |
126-269 |
1.000 |
126-105 |
0.618 |
126-004 |
HIGH |
125-160 |
0.618 |
125-059 |
0.500 |
125-028 |
0.382 |
124-316 |
LOW |
124-215 |
0.618 |
124-051 |
1.000 |
123-270 |
1.618 |
123-106 |
2.618 |
122-161 |
4.250 |
121-049 |
|
|
Fisher Pivots for day following 24-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
125-028 |
124-298 |
PP |
125-025 |
124-257 |
S1 |
125-022 |
124-215 |
|