ECBOT 10 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 28-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2014 |
28-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
125-065 |
124-315 |
-0-070 |
-0.2% |
124-145 |
| High |
125-095 |
125-040 |
-0-055 |
-0.1% |
125-160 |
| Low |
124-260 |
124-210 |
-0-050 |
-0.1% |
123-270 |
| Close |
124-260 |
125-025 |
0-085 |
0.2% |
125-020 |
| Range |
0-155 |
0-150 |
-0-005 |
-3.2% |
1-210 |
| ATR |
0-180 |
0-178 |
-0-002 |
-1.2% |
0-000 |
| Volume |
1,257,348 |
1,198,504 |
-58,844 |
-4.7% |
5,287,247 |
|
| Daily Pivots for day following 28-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-115 |
126-060 |
125-108 |
|
| R3 |
125-285 |
125-230 |
125-066 |
|
| R2 |
125-135 |
125-135 |
125-052 |
|
| R1 |
125-080 |
125-080 |
125-039 |
125-108 |
| PP |
124-305 |
124-305 |
124-305 |
124-319 |
| S1 |
124-250 |
124-250 |
125-011 |
124-278 |
| S2 |
124-155 |
124-155 |
124-318 |
|
| S3 |
124-005 |
124-100 |
124-304 |
|
| S4 |
123-175 |
123-270 |
124-262 |
|
|
| 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% |
0-213 |
0.5% |
75% |
False |
False |
1,370,791 |
| 10 |
125-160 |
123-240 |
1-240 |
1.4% |
0-184 |
0.5% |
76% |
False |
False |
1,115,691 |
| 20 |
125-160 |
122-245 |
2-235 |
2.2% |
0-175 |
0.4% |
85% |
False |
False |
956,453 |
| 40 |
125-160 |
122-245 |
2-235 |
2.2% |
0-168 |
0.4% |
85% |
False |
False |
904,801 |
| 60 |
126-150 |
122-245 |
3-225 |
3.0% |
0-171 |
0.4% |
62% |
False |
False |
675,944 |
| 80 |
126-250 |
122-245 |
4-005 |
3.2% |
0-152 |
0.4% |
58% |
False |
False |
507,146 |
| 100 |
126-250 |
122-040 |
4-210 |
3.7% |
0-130 |
0.3% |
63% |
False |
False |
405,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-038 |
|
2.618 |
126-113 |
|
1.618 |
125-283 |
|
1.000 |
125-190 |
|
0.618 |
125-133 |
|
HIGH |
125-040 |
|
0.618 |
124-303 |
|
0.500 |
124-285 |
|
0.382 |
124-267 |
|
LOW |
124-210 |
|
0.618 |
124-117 |
|
1.000 |
124-060 |
|
1.618 |
123-287 |
|
2.618 |
123-137 |
|
4.250 |
122-212 |
|
|
| Fisher Pivots for day following 28-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-005 |
125-025 |
| PP |
124-305 |
125-025 |
| S1 |
124-285 |
125-025 |
|