ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 03-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2014 |
03-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
125-140 |
125-250 |
0-110 |
0.3% |
125-065 |
High |
125-290 |
126-160 |
0-190 |
0.5% |
125-290 |
Low |
125-110 |
125-195 |
0-085 |
0.2% |
124-210 |
Close |
125-240 |
126-135 |
0-215 |
0.5% |
125-240 |
Range |
0-180 |
0-285 |
0-105 |
58.3% |
1-080 |
ATR |
0-185 |
0-192 |
0-007 |
3.9% |
0-000 |
Volume |
1,387,281 |
1,618,164 |
230,883 |
16.6% |
7,217,709 |
|
Daily Pivots for day following 03-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-272 |
128-168 |
126-292 |
|
R3 |
127-307 |
127-203 |
126-213 |
|
R2 |
127-022 |
127-022 |
126-187 |
|
R1 |
126-238 |
126-238 |
126-161 |
126-290 |
PP |
126-057 |
126-057 |
126-057 |
126-082 |
S1 |
125-273 |
125-273 |
126-109 |
126-005 |
S2 |
125-092 |
125-092 |
126-083 |
|
S3 |
124-127 |
124-308 |
126-057 |
|
S4 |
123-162 |
124-023 |
125-298 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-060 |
128-230 |
126-140 |
|
R3 |
127-300 |
127-150 |
126-030 |
|
R2 |
126-220 |
126-220 |
125-313 |
|
R1 |
126-070 |
126-070 |
125-277 |
126-145 |
PP |
125-140 |
125-140 |
125-140 |
125-178 |
S1 |
124-310 |
124-310 |
125-203 |
125-065 |
S2 |
124-060 |
124-060 |
125-167 |
|
S3 |
122-300 |
123-230 |
125-130 |
|
S4 |
121-220 |
122-150 |
125-020 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-160 |
124-210 |
1-270 |
1.5% |
0-217 |
0.5% |
96% |
True |
False |
1,515,705 |
10 |
126-160 |
123-270 |
2-210 |
2.1% |
0-218 |
0.5% |
97% |
True |
False |
1,412,312 |
20 |
126-160 |
122-300 |
3-180 |
2.8% |
0-193 |
0.5% |
98% |
True |
False |
1,183,006 |
40 |
126-160 |
122-245 |
3-235 |
3.0% |
0-176 |
0.4% |
98% |
True |
False |
962,201 |
60 |
126-160 |
122-245 |
3-235 |
3.0% |
0-175 |
0.4% |
98% |
True |
False |
781,891 |
80 |
126-250 |
122-245 |
4-005 |
3.2% |
0-160 |
0.4% |
91% |
False |
False |
586,893 |
100 |
126-250 |
122-245 |
4-005 |
3.2% |
0-135 |
0.3% |
91% |
False |
False |
469,518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-091 |
2.618 |
128-266 |
1.618 |
127-301 |
1.000 |
127-125 |
0.618 |
127-016 |
HIGH |
126-160 |
0.618 |
126-051 |
0.500 |
126-018 |
0.382 |
125-304 |
LOW |
125-195 |
0.618 |
125-019 |
1.000 |
124-230 |
1.618 |
124-054 |
2.618 |
123-089 |
4.250 |
121-264 |
|
|
Fisher Pivots for day following 03-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
126-096 |
126-073 |
PP |
126-057 |
126-012 |
S1 |
126-018 |
125-270 |
|