ECBOT 10 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 27-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2014 |
27-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
124-230 |
125-065 |
0-155 |
0.4% |
124-145 |
| High |
125-160 |
125-095 |
-0-065 |
-0.2% |
125-160 |
| Low |
124-215 |
124-260 |
0-045 |
0.1% |
123-270 |
| Close |
125-020 |
124-260 |
-0-080 |
-0.2% |
125-020 |
| Range |
0-265 |
0-155 |
-0-110 |
-41.5% |
1-210 |
| ATR |
0-182 |
0-180 |
-0-002 |
-1.1% |
0-000 |
| Volume |
1,875,923 |
1,257,348 |
-618,575 |
-33.0% |
5,287,247 |
|
| Daily Pivots for day following 27-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-137 |
126-033 |
125-025 |
|
| R3 |
125-302 |
125-198 |
124-303 |
|
| R2 |
125-147 |
125-147 |
124-288 |
|
| R1 |
125-043 |
125-043 |
124-274 |
125-018 |
| PP |
124-312 |
124-312 |
124-312 |
124-299 |
| S1 |
124-208 |
124-208 |
124-246 |
124-182 |
| S2 |
124-157 |
124-157 |
124-232 |
|
| S3 |
124-002 |
124-053 |
124-217 |
|
| S4 |
123-167 |
123-218 |
124-175 |
|
|
| 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% |
0-220 |
0.6% |
58% |
False |
False |
1,308,919 |
| 10 |
125-160 |
123-240 |
1-240 |
1.4% |
0-182 |
0.5% |
61% |
False |
False |
1,072,088 |
| 20 |
125-160 |
122-245 |
2-235 |
2.2% |
0-174 |
0.4% |
75% |
False |
False |
915,529 |
| 40 |
125-230 |
122-245 |
2-305 |
2.4% |
0-169 |
0.4% |
69% |
False |
False |
904,423 |
| 60 |
126-250 |
122-245 |
4-005 |
3.2% |
0-171 |
0.4% |
51% |
False |
False |
656,029 |
| 80 |
126-250 |
122-245 |
4-005 |
3.2% |
0-152 |
0.4% |
51% |
False |
False |
492,165 |
| 100 |
126-250 |
122-040 |
4-210 |
3.7% |
0-129 |
0.3% |
58% |
False |
False |
393,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-114 |
|
2.618 |
126-181 |
|
1.618 |
126-026 |
|
1.000 |
125-250 |
|
0.618 |
125-191 |
|
HIGH |
125-095 |
|
0.618 |
125-036 |
|
0.500 |
125-018 |
|
0.382 |
124-319 |
|
LOW |
124-260 |
|
0.618 |
124-164 |
|
1.000 |
124-105 |
|
1.618 |
124-009 |
|
2.618 |
123-174 |
|
4.250 |
122-241 |
|
|
| Fisher Pivots for day following 27-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-018 |
124-245 |
| PP |
124-312 |
124-230 |
| S1 |
124-286 |
124-215 |
|