ECBOT 10 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 30-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2014 |
30-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
124-270 |
125-180 |
0-230 |
0.6% |
124-145 |
| High |
125-235 |
125-205 |
-0-030 |
-0.1% |
125-160 |
| Low |
124-230 |
125-060 |
0-150 |
0.4% |
123-270 |
| Close |
125-200 |
125-145 |
-0-055 |
-0.1% |
125-020 |
| Range |
1-005 |
0-145 |
-0-180 |
-55.4% |
1-210 |
| ATR |
0-188 |
0-185 |
-0-003 |
-1.6% |
0-000 |
| Volume |
1,982,503 |
1,392,073 |
-590,430 |
-29.8% |
5,287,247 |
|
| Daily Pivots for day following 30-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-252 |
126-183 |
125-225 |
|
| R3 |
126-107 |
126-038 |
125-185 |
|
| R2 |
125-282 |
125-282 |
125-172 |
|
| R1 |
125-213 |
125-213 |
125-158 |
125-175 |
| PP |
125-137 |
125-137 |
125-137 |
125-118 |
| S1 |
125-068 |
125-068 |
125-132 |
125-030 |
| S2 |
124-312 |
124-312 |
125-118 |
|
| S3 |
124-167 |
124-243 |
125-105 |
|
| S4 |
124-022 |
124-098 |
125-065 |
|
|
| 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 |
125-235 |
124-210 |
1-025 |
0.9% |
0-208 |
0.5% |
74% |
False |
False |
1,541,270 |
| 10 |
125-235 |
123-270 |
1-285 |
1.5% |
0-200 |
0.5% |
85% |
False |
False |
1,266,426 |
| 20 |
125-235 |
122-250 |
2-305 |
2.4% |
0-183 |
0.5% |
90% |
False |
False |
1,089,678 |
| 40 |
125-235 |
122-245 |
2-310 |
2.4% |
0-173 |
0.4% |
91% |
False |
False |
944,282 |
| 60 |
126-120 |
122-245 |
3-195 |
2.9% |
0-172 |
0.4% |
74% |
False |
False |
731,955 |
| 80 |
126-250 |
122-245 |
4-005 |
3.2% |
0-156 |
0.4% |
67% |
False |
False |
549,328 |
| 100 |
126-250 |
122-040 |
4-210 |
3.7% |
0-135 |
0.3% |
71% |
False |
False |
439,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-181 |
|
2.618 |
126-265 |
|
1.618 |
126-120 |
|
1.000 |
126-030 |
|
0.618 |
125-295 |
|
HIGH |
125-205 |
|
0.618 |
125-150 |
|
0.500 |
125-132 |
|
0.382 |
125-115 |
|
LOW |
125-060 |
|
0.618 |
124-290 |
|
1.000 |
124-235 |
|
1.618 |
124-145 |
|
2.618 |
124-000 |
|
4.250 |
123-084 |
|
|
| Fisher Pivots for day following 30-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-141 |
125-118 |
| PP |
125-137 |
125-090 |
| S1 |
125-132 |
125-062 |
|