ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 05-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2014 |
05-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
126-130 |
126-030 |
-0-100 |
-0.2% |
125-065 |
High |
126-150 |
126-150 |
0-000 |
0.0% |
125-290 |
Low |
126-020 |
125-255 |
-0-085 |
-0.2% |
124-210 |
Close |
126-045 |
125-280 |
-0-085 |
-0.2% |
125-240 |
Range |
0-130 |
0-215 |
0-085 |
65.4% |
1-080 |
ATR |
0-188 |
0-190 |
0-002 |
1.0% |
0-000 |
Volume |
1,231,484 |
1,470,239 |
238,755 |
19.4% |
7,217,709 |
|
Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-020 |
127-205 |
126-078 |
|
R3 |
127-125 |
126-310 |
126-019 |
|
R2 |
126-230 |
126-230 |
125-319 |
|
R1 |
126-095 |
126-095 |
125-300 |
126-055 |
PP |
126-015 |
126-015 |
126-015 |
125-315 |
S1 |
125-200 |
125-200 |
125-260 |
125-160 |
S2 |
125-120 |
125-120 |
125-241 |
|
S3 |
124-225 |
124-305 |
125-221 |
|
S4 |
124-010 |
124-090 |
125-162 |
|
|
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 |
125-060 |
1-100 |
1.0% |
0-191 |
0.5% |
52% |
False |
False |
1,419,848 |
10 |
126-160 |
123-270 |
2-210 |
2.1% |
0-219 |
0.5% |
76% |
False |
False |
1,506,654 |
20 |
126-160 |
123-000 |
3-160 |
2.8% |
0-195 |
0.5% |
82% |
False |
False |
1,247,838 |
40 |
126-160 |
122-245 |
3-235 |
3.0% |
0-174 |
0.4% |
83% |
False |
False |
958,832 |
60 |
126-160 |
122-245 |
3-235 |
3.0% |
0-176 |
0.4% |
83% |
False |
False |
826,721 |
80 |
126-250 |
122-245 |
4-005 |
3.2% |
0-163 |
0.4% |
77% |
False |
False |
620,663 |
100 |
126-250 |
122-245 |
4-005 |
3.2% |
0-139 |
0.3% |
77% |
False |
False |
496,535 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-104 |
2.618 |
128-073 |
1.618 |
127-178 |
1.000 |
127-045 |
0.618 |
126-283 |
HIGH |
126-150 |
0.618 |
126-068 |
0.500 |
126-042 |
0.382 |
126-017 |
LOW |
125-255 |
0.618 |
125-122 |
1.000 |
125-040 |
1.618 |
124-227 |
2.618 |
124-012 |
4.250 |
122-301 |
|
|
Fisher Pivots for day following 05-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
126-042 |
126-018 |
PP |
126-015 |
125-318 |
S1 |
125-308 |
125-299 |
|