ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 04-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2014 |
04-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
125-250 |
126-130 |
0-200 |
0.5% |
125-065 |
High |
126-160 |
126-150 |
-0-010 |
0.0% |
125-290 |
Low |
125-195 |
126-020 |
0-145 |
0.4% |
124-210 |
Close |
126-135 |
126-045 |
-0-090 |
-0.2% |
125-240 |
Range |
0-285 |
0-130 |
-0-155 |
-54.4% |
1-080 |
ATR |
0-192 |
0-188 |
-0-004 |
-2.3% |
0-000 |
Volume |
1,618,164 |
1,231,484 |
-386,680 |
-23.9% |
7,217,709 |
|
Daily Pivots for day following 04-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-142 |
127-063 |
126-116 |
|
R3 |
127-012 |
126-253 |
126-081 |
|
R2 |
126-202 |
126-202 |
126-069 |
|
R1 |
126-123 |
126-123 |
126-057 |
126-098 |
PP |
126-072 |
126-072 |
126-072 |
126-059 |
S1 |
125-313 |
125-313 |
126-033 |
125-288 |
S2 |
125-262 |
125-262 |
126-021 |
|
S3 |
125-132 |
125-183 |
126-009 |
|
S4 |
125-002 |
125-053 |
125-294 |
|
|
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 |
124-230 |
1-250 |
1.4% |
0-213 |
0.5% |
80% |
False |
False |
1,522,301 |
10 |
126-160 |
123-270 |
2-210 |
2.1% |
0-213 |
0.5% |
86% |
False |
False |
1,446,546 |
20 |
126-160 |
123-000 |
3-160 |
2.8% |
0-189 |
0.5% |
90% |
False |
False |
1,210,384 |
40 |
126-160 |
122-245 |
3-235 |
3.0% |
0-175 |
0.4% |
90% |
False |
False |
963,852 |
60 |
126-160 |
122-245 |
3-235 |
3.0% |
0-175 |
0.4% |
90% |
False |
False |
802,304 |
80 |
126-250 |
122-245 |
4-005 |
3.2% |
0-162 |
0.4% |
84% |
False |
False |
602,286 |
100 |
126-250 |
122-245 |
4-005 |
3.2% |
0-137 |
0.3% |
84% |
False |
False |
481,832 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-062 |
2.618 |
127-170 |
1.618 |
127-040 |
1.000 |
126-280 |
0.618 |
126-230 |
HIGH |
126-150 |
0.618 |
126-100 |
0.500 |
126-085 |
0.382 |
126-070 |
LOW |
126-020 |
0.618 |
125-260 |
1.000 |
125-210 |
1.618 |
125-130 |
2.618 |
125-000 |
4.250 |
124-108 |
|
|
Fisher Pivots for day following 04-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
126-085 |
126-022 |
PP |
126-072 |
125-318 |
S1 |
126-058 |
125-295 |
|